Trading Metrics calculated at close of trading on 27-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,584.0 |
7,693.5 |
109.5 |
1.4% |
7,651.5 |
High |
7,656.0 |
7,693.5 |
37.5 |
0.5% |
7,671.0 |
Low |
7,571.0 |
7,596.0 |
25.0 |
0.3% |
7,501.0 |
Close |
7,634.0 |
7,596.0 |
-38.0 |
-0.5% |
7,634.0 |
Range |
85.0 |
97.5 |
12.5 |
14.7% |
170.0 |
ATR |
117.8 |
116.3 |
-1.4 |
-1.2% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,921.0 |
7,856.0 |
7,649.6 |
|
R3 |
7,823.5 |
7,758.5 |
7,622.8 |
|
R2 |
7,726.0 |
7,726.0 |
7,613.9 |
|
R1 |
7,661.0 |
7,661.0 |
7,604.9 |
7,644.8 |
PP |
7,628.5 |
7,628.5 |
7,628.5 |
7,620.4 |
S1 |
7,563.5 |
7,563.5 |
7,587.1 |
7,547.3 |
S2 |
7,531.0 |
7,531.0 |
7,578.1 |
|
S3 |
7,433.5 |
7,466.0 |
7,569.2 |
|
S4 |
7,336.0 |
7,368.5 |
7,542.4 |
|
|
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 |
7,693.5 |
7,501.0 |
192.5 |
2.5% |
93.2 |
1.2% |
49% |
True |
False |
84,899 |
10 |
7,913.5 |
7,501.0 |
412.5 |
5.4% |
118.6 |
1.6% |
23% |
False |
False |
146,906 |
20 |
8,100.0 |
7,501.0 |
599.0 |
7.9% |
120.6 |
1.6% |
16% |
False |
False |
146,814 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.3% |
101.1 |
1.3% |
15% |
False |
False |
144,604 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.8% |
100.6 |
1.3% |
20% |
False |
False |
122,491 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.8% |
107.5 |
1.4% |
35% |
False |
False |
92,138 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
115.1 |
1.5% |
29% |
False |
False |
73,823 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
114.8 |
1.5% |
29% |
False |
False |
61,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,107.9 |
2.618 |
7,948.8 |
1.618 |
7,851.3 |
1.000 |
7,791.0 |
0.618 |
7,753.8 |
HIGH |
7,693.5 |
0.618 |
7,656.3 |
0.500 |
7,644.8 |
0.382 |
7,633.2 |
LOW |
7,596.0 |
0.618 |
7,535.7 |
1.000 |
7,498.5 |
1.618 |
7,438.2 |
2.618 |
7,340.7 |
4.250 |
7,181.6 |
|
|
Fisher Pivots for day following 27-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,644.8 |
7,632.3 |
PP |
7,628.5 |
7,620.2 |
S1 |
7,612.3 |
7,608.1 |
|