Trading Metrics calculated at close of trading on 22-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,568.5 |
7,551.0 |
-17.5 |
-0.2% |
7,819.0 |
High |
7,602.0 |
7,611.0 |
9.0 |
0.1% |
7,913.5 |
Low |
7,501.0 |
7,513.5 |
12.5 |
0.2% |
7,593.5 |
Close |
7,555.5 |
7,592.0 |
36.5 |
0.5% |
7,641.5 |
Range |
101.0 |
97.5 |
-3.5 |
-3.5% |
320.0 |
ATR |
125.0 |
123.0 |
-2.0 |
-1.6% |
0.0 |
Volume |
215,037 |
101,765 |
-113,272 |
-52.7% |
952,062 |
|
Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,864.7 |
7,825.8 |
7,645.6 |
|
R3 |
7,767.2 |
7,728.3 |
7,618.8 |
|
R2 |
7,669.7 |
7,669.7 |
7,609.9 |
|
R1 |
7,630.8 |
7,630.8 |
7,600.9 |
7,650.3 |
PP |
7,572.2 |
7,572.2 |
7,572.2 |
7,581.9 |
S1 |
7,533.3 |
7,533.3 |
7,583.1 |
7,552.8 |
S2 |
7,474.7 |
7,474.7 |
7,574.1 |
|
S3 |
7,377.2 |
7,435.8 |
7,565.2 |
|
S4 |
7,279.7 |
7,338.3 |
7,538.4 |
|
|
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 |
7,689.5 |
7,501.0 |
188.5 |
2.5% |
110.2 |
1.5% |
48% |
False |
False |
186,979 |
10 |
7,957.5 |
7,501.0 |
456.5 |
6.0% |
127.0 |
1.7% |
20% |
False |
False |
193,004 |
20 |
8,100.0 |
7,501.0 |
599.0 |
7.9% |
116.1 |
1.5% |
15% |
False |
False |
153,518 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.3% |
102.1 |
1.3% |
14% |
False |
False |
153,517 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.8% |
101.8 |
1.3% |
19% |
False |
False |
120,744 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.8% |
109.9 |
1.4% |
35% |
False |
False |
90,810 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
116.5 |
1.5% |
29% |
False |
False |
72,756 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
115.5 |
1.5% |
29% |
False |
False |
60,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,025.4 |
2.618 |
7,866.3 |
1.618 |
7,768.8 |
1.000 |
7,708.5 |
0.618 |
7,671.3 |
HIGH |
7,611.0 |
0.618 |
7,573.8 |
0.500 |
7,562.3 |
0.382 |
7,550.7 |
LOW |
7,513.5 |
0.618 |
7,453.2 |
1.000 |
7,416.0 |
1.618 |
7,355.7 |
2.618 |
7,258.2 |
4.250 |
7,099.1 |
|
|
Fisher Pivots for day following 22-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,582.1 |
7,589.4 |
PP |
7,572.2 |
7,586.8 |
S1 |
7,562.3 |
7,584.3 |
|