Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,575.0 |
7,798.5 |
223.5 |
3.0% |
7,651.5 |
High |
7,811.5 |
7,818.5 |
7.0 |
0.1% |
7,671.0 |
Low |
7,560.5 |
7,751.0 |
190.5 |
2.5% |
7,501.0 |
Close |
7,750.0 |
7,775.5 |
25.5 |
0.3% |
7,634.0 |
Range |
251.0 |
67.5 |
-183.5 |
-73.1% |
170.0 |
ATR |
125.9 |
121.8 |
-4.1 |
-3.3% |
0.0 |
Volume |
198,398 |
157,350 |
-41,048 |
-20.7% |
844,980 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,984.2 |
7,947.3 |
7,812.6 |
|
R3 |
7,916.7 |
7,879.8 |
7,794.1 |
|
R2 |
7,849.2 |
7,849.2 |
7,787.9 |
|
R1 |
7,812.3 |
7,812.3 |
7,781.7 |
7,797.0 |
PP |
7,781.7 |
7,781.7 |
7,781.7 |
7,774.0 |
S1 |
7,744.8 |
7,744.8 |
7,769.3 |
7,729.5 |
S2 |
7,714.2 |
7,714.2 |
7,763.1 |
|
S3 |
7,646.7 |
7,677.3 |
7,756.9 |
|
S4 |
7,579.2 |
7,609.8 |
7,738.4 |
|
|
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 |
7,818.5 |
7,560.5 |
258.0 |
3.3% |
117.2 |
1.5% |
83% |
True |
False |
92,688 |
10 |
7,818.5 |
7,501.0 |
317.5 |
4.1% |
113.7 |
1.5% |
86% |
True |
False |
139,833 |
20 |
8,078.5 |
7,501.0 |
577.5 |
7.4% |
126.4 |
1.6% |
48% |
False |
False |
157,826 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.1% |
106.6 |
1.4% |
44% |
False |
False |
147,567 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.6% |
101.5 |
1.3% |
47% |
False |
False |
128,381 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.6% |
107.9 |
1.4% |
57% |
False |
False |
96,570 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
114.7 |
1.5% |
47% |
False |
False |
77,371 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.8% |
115.4 |
1.5% |
47% |
False |
False |
64,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,105.4 |
2.618 |
7,995.2 |
1.618 |
7,927.7 |
1.000 |
7,886.0 |
0.618 |
7,860.2 |
HIGH |
7,818.5 |
0.618 |
7,792.7 |
0.500 |
7,784.8 |
0.382 |
7,776.8 |
LOW |
7,751.0 |
0.618 |
7,709.3 |
1.000 |
7,683.5 |
1.618 |
7,641.8 |
2.618 |
7,574.3 |
4.250 |
7,464.1 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,784.8 |
7,746.8 |
PP |
7,781.7 |
7,718.2 |
S1 |
7,778.6 |
7,689.5 |
|