Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,586.0 |
7,568.5 |
-17.5 |
-0.2% |
7,819.0 |
High |
7,667.5 |
7,602.0 |
-65.5 |
-0.9% |
7,913.5 |
Low |
7,556.5 |
7,501.0 |
-55.5 |
-0.7% |
7,593.5 |
Close |
7,659.0 |
7,555.5 |
-103.5 |
-1.4% |
7,641.5 |
Range |
111.0 |
101.0 |
-10.0 |
-9.0% |
320.0 |
ATR |
122.4 |
125.0 |
2.5 |
2.1% |
0.0 |
Volume |
219,517 |
215,037 |
-4,480 |
-2.0% |
952,062 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,855.8 |
7,806.7 |
7,611.1 |
|
R3 |
7,754.8 |
7,705.7 |
7,583.3 |
|
R2 |
7,653.8 |
7,653.8 |
7,574.0 |
|
R1 |
7,604.7 |
7,604.7 |
7,564.8 |
7,578.8 |
PP |
7,552.8 |
7,552.8 |
7,552.8 |
7,539.9 |
S1 |
7,503.7 |
7,503.7 |
7,546.2 |
7,477.8 |
S2 |
7,451.8 |
7,451.8 |
7,537.0 |
|
S3 |
7,350.8 |
7,402.7 |
7,527.7 |
|
S4 |
7,249.8 |
7,301.7 |
7,500.0 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,676.2 |
8,478.8 |
7,817.5 |
|
R3 |
8,356.2 |
8,158.8 |
7,729.5 |
|
R2 |
8,036.2 |
8,036.2 |
7,700.2 |
|
R1 |
7,838.8 |
7,838.8 |
7,670.8 |
7,777.5 |
PP |
7,716.2 |
7,716.2 |
7,716.2 |
7,685.5 |
S1 |
7,518.8 |
7,518.8 |
7,612.2 |
7,457.5 |
S2 |
7,396.2 |
7,396.2 |
7,582.8 |
|
S3 |
7,076.2 |
7,198.8 |
7,553.5 |
|
S4 |
6,756.2 |
6,878.8 |
7,465.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,837.5 |
7,501.0 |
336.5 |
4.5% |
138.2 |
1.8% |
16% |
False |
True |
214,936 |
10 |
7,957.5 |
7,501.0 |
456.5 |
6.0% |
136.8 |
1.8% |
12% |
False |
True |
207,084 |
20 |
8,100.0 |
7,501.0 |
599.0 |
7.9% |
119.2 |
1.6% |
9% |
False |
True |
158,640 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.3% |
100.8 |
1.3% |
9% |
False |
True |
154,708 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.8% |
102.1 |
1.4% |
14% |
False |
False |
119,075 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.9% |
109.4 |
1.4% |
30% |
False |
False |
89,541 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
117.3 |
1.6% |
25% |
False |
False |
71,745 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
116.4 |
1.5% |
25% |
False |
False |
59,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,031.3 |
2.618 |
7,866.4 |
1.618 |
7,765.4 |
1.000 |
7,703.0 |
0.618 |
7,664.4 |
HIGH |
7,602.0 |
0.618 |
7,563.4 |
0.500 |
7,551.5 |
0.382 |
7,539.6 |
LOW |
7,501.0 |
0.618 |
7,438.6 |
1.000 |
7,400.0 |
1.618 |
7,337.6 |
2.618 |
7,236.6 |
4.250 |
7,071.8 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,554.2 |
7,586.0 |
PP |
7,552.8 |
7,575.8 |
S1 |
7,551.5 |
7,565.7 |
|