Trading Metrics calculated at close of trading on 28-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,693.5 |
7,575.0 |
-118.5 |
-1.5% |
7,651.5 |
High |
7,693.5 |
7,811.5 |
118.0 |
1.5% |
7,671.0 |
Low |
7,596.0 |
7,560.5 |
-35.5 |
-0.5% |
7,501.0 |
Close |
7,596.0 |
7,750.0 |
154.0 |
2.0% |
7,634.0 |
Range |
97.5 |
251.0 |
153.5 |
157.4% |
170.0 |
ATR |
116.3 |
125.9 |
9.6 |
8.3% |
0.0 |
Volume |
0 |
198,398 |
198,398 |
|
844,980 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,460.3 |
8,356.2 |
7,888.1 |
|
R3 |
8,209.3 |
8,105.2 |
7,819.0 |
|
R2 |
7,958.3 |
7,958.3 |
7,796.0 |
|
R1 |
7,854.2 |
7,854.2 |
7,773.0 |
7,906.3 |
PP |
7,707.3 |
7,707.3 |
7,707.3 |
7,733.4 |
S1 |
7,603.2 |
7,603.2 |
7,727.0 |
7,655.3 |
S2 |
7,456.3 |
7,456.3 |
7,704.0 |
|
S3 |
7,205.3 |
7,352.2 |
7,681.0 |
|
S4 |
6,954.3 |
7,101.2 |
7,612.0 |
|
|
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 |
7,811.5 |
7,513.5 |
298.0 |
3.8% |
123.2 |
1.6% |
79% |
True |
False |
81,571 |
10 |
7,837.5 |
7,501.0 |
336.5 |
4.3% |
130.7 |
1.7% |
74% |
False |
False |
148,253 |
20 |
8,100.0 |
7,501.0 |
599.0 |
7.7% |
128.1 |
1.7% |
42% |
False |
False |
149,958 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.1% |
106.3 |
1.4% |
40% |
False |
False |
146,768 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.6% |
102.5 |
1.3% |
43% |
False |
False |
125,780 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.6% |
109.3 |
1.4% |
54% |
False |
False |
94,612 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
116.4 |
1.5% |
45% |
False |
False |
75,802 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
115.8 |
1.5% |
45% |
False |
False |
63,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,878.3 |
2.618 |
8,468.6 |
1.618 |
8,217.6 |
1.000 |
8,062.5 |
0.618 |
7,966.6 |
HIGH |
7,811.5 |
0.618 |
7,715.6 |
0.500 |
7,686.0 |
0.382 |
7,656.4 |
LOW |
7,560.5 |
0.618 |
7,405.4 |
1.000 |
7,309.5 |
1.618 |
7,154.4 |
2.618 |
6,903.4 |
4.250 |
6,493.8 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,728.7 |
7,728.7 |
PP |
7,707.3 |
7,707.3 |
S1 |
7,686.0 |
7,686.0 |
|