Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,551.0 |
7,584.0 |
33.0 |
0.4% |
7,651.5 |
High |
7,611.0 |
7,656.0 |
45.0 |
0.6% |
7,671.0 |
Low |
7,513.5 |
7,571.0 |
57.5 |
0.8% |
7,501.0 |
Close |
7,592.0 |
7,634.0 |
42.0 |
0.6% |
7,634.0 |
Range |
97.5 |
85.0 |
-12.5 |
-12.8% |
170.0 |
ATR |
123.0 |
120.3 |
-2.7 |
-2.2% |
0.0 |
Volume |
101,765 |
107,693 |
5,928 |
5.8% |
844,980 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,875.3 |
7,839.7 |
7,680.8 |
|
R3 |
7,790.3 |
7,754.7 |
7,657.4 |
|
R2 |
7,705.3 |
7,705.3 |
7,649.6 |
|
R1 |
7,669.7 |
7,669.7 |
7,641.8 |
7,687.5 |
PP |
7,620.3 |
7,620.3 |
7,620.3 |
7,629.3 |
S1 |
7,584.7 |
7,584.7 |
7,626.2 |
7,602.5 |
S2 |
7,535.3 |
7,535.3 |
7,618.4 |
|
S3 |
7,450.3 |
7,499.7 |
7,610.6 |
|
S4 |
7,365.3 |
7,414.7 |
7,587.3 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,112.0 |
8,043.0 |
7,727.5 |
|
R3 |
7,942.0 |
7,873.0 |
7,680.8 |
|
R2 |
7,772.0 |
7,772.0 |
7,665.2 |
|
R1 |
7,703.0 |
7,703.0 |
7,649.6 |
7,652.5 |
PP |
7,602.0 |
7,602.0 |
7,602.0 |
7,576.8 |
S1 |
7,533.0 |
7,533.0 |
7,618.4 |
7,482.5 |
S2 |
7,432.0 |
7,432.0 |
7,602.8 |
|
S3 |
7,262.0 |
7,363.0 |
7,587.3 |
|
S4 |
7,092.0 |
7,193.0 |
7,540.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,671.0 |
7,501.0 |
170.0 |
2.2% |
108.0 |
1.4% |
78% |
False |
False |
168,996 |
10 |
7,913.5 |
7,501.0 |
412.5 |
5.4% |
122.7 |
1.6% |
32% |
False |
False |
179,704 |
20 |
8,100.0 |
7,501.0 |
599.0 |
7.8% |
117.6 |
1.5% |
22% |
False |
False |
151,326 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.2% |
100.9 |
1.3% |
21% |
False |
False |
152,312 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.7% |
100.8 |
1.3% |
25% |
False |
False |
122,527 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.8% |
109.1 |
1.4% |
40% |
False |
False |
92,150 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
116.3 |
1.5% |
33% |
False |
False |
73,830 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
115.0 |
1.5% |
33% |
False |
False |
61,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,017.3 |
2.618 |
7,878.5 |
1.618 |
7,793.5 |
1.000 |
7,741.0 |
0.618 |
7,708.5 |
HIGH |
7,656.0 |
0.618 |
7,623.5 |
0.500 |
7,613.5 |
0.382 |
7,603.5 |
LOW |
7,571.0 |
0.618 |
7,518.5 |
1.000 |
7,486.0 |
1.618 |
7,433.5 |
2.618 |
7,348.5 |
4.250 |
7,209.8 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,627.2 |
7,615.5 |
PP |
7,620.3 |
7,597.0 |
S1 |
7,613.5 |
7,578.5 |
|