Trading Metrics calculated at close of trading on 26-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,584.0 |
7,584.0 |
0.0 |
0.0% |
7,651.5 |
High |
7,656.0 |
7,656.0 |
0.0 |
0.0% |
7,671.0 |
Low |
7,571.0 |
7,571.0 |
0.0 |
0.0% |
7,501.0 |
Close |
7,634.0 |
7,634.0 |
0.0 |
0.0% |
7,634.0 |
Range |
85.0 |
85.0 |
0.0 |
0.0% |
170.0 |
ATR |
120.3 |
117.8 |
-2.5 |
-2.1% |
0.0 |
Volume |
107,693 |
0 |
-107,693 |
-100.0% |
844,980 |
|
Daily Pivots for day following 26-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 |
7,667.5 |
7,501.0 |
166.5 |
2.2% |
95.9 |
1.3% |
80% |
False |
False |
128,802 |
10 |
7,913.5 |
7,501.0 |
412.5 |
5.4% |
118.9 |
1.6% |
32% |
False |
False |
162,602 |
20 |
8,100.0 |
7,501.0 |
599.0 |
7.8% |
119.0 |
1.6% |
22% |
False |
False |
151,326 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.2% |
99.9 |
1.3% |
21% |
False |
False |
148,223 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.7% |
101.6 |
1.3% |
25% |
False |
False |
122,520 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.8% |
107.9 |
1.4% |
40% |
False |
False |
92,146 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
116.6 |
1.5% |
33% |
False |
False |
73,827 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
114.9 |
1.5% |
33% |
False |
False |
61,689 |
|
|
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 26-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,627.2 |
7,617.6 |
PP |
7,620.3 |
7,601.2 |
S1 |
7,613.5 |
7,584.8 |
|