Trading Metrics calculated at close of trading on 30-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,798.5 |
7,814.0 |
15.5 |
0.2% |
7,584.0 |
High |
7,818.5 |
7,918.5 |
100.0 |
1.3% |
7,918.5 |
Low |
7,751.0 |
7,801.5 |
50.5 |
0.7% |
7,560.5 |
Close |
7,775.5 |
7,895.0 |
119.5 |
1.5% |
7,895.0 |
Range |
67.5 |
117.0 |
49.5 |
73.3% |
358.0 |
ATR |
121.8 |
123.4 |
1.5 |
1.2% |
0.0 |
Volume |
157,350 |
171,735 |
14,385 |
9.1% |
527,483 |
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,222.7 |
8,175.8 |
7,959.4 |
|
R3 |
8,105.7 |
8,058.8 |
7,927.2 |
|
R2 |
7,988.7 |
7,988.7 |
7,916.5 |
|
R1 |
7,941.8 |
7,941.8 |
7,905.7 |
7,965.3 |
PP |
7,871.7 |
7,871.7 |
7,871.7 |
7,883.4 |
S1 |
7,824.8 |
7,824.8 |
7,884.3 |
7,848.3 |
S2 |
7,754.7 |
7,754.7 |
7,873.6 |
|
S3 |
7,637.7 |
7,707.8 |
7,862.8 |
|
S4 |
7,520.7 |
7,590.8 |
7,830.7 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,865.3 |
8,738.2 |
8,091.9 |
|
R3 |
8,507.3 |
8,380.2 |
7,993.5 |
|
R2 |
8,149.3 |
8,149.3 |
7,960.6 |
|
R1 |
8,022.2 |
8,022.2 |
7,927.8 |
8,085.8 |
PP |
7,791.3 |
7,791.3 |
7,791.3 |
7,823.1 |
S1 |
7,664.2 |
7,664.2 |
7,862.2 |
7,727.8 |
S2 |
7,433.3 |
7,433.3 |
7,829.4 |
|
S3 |
7,075.3 |
7,306.2 |
7,796.6 |
|
S4 |
6,717.3 |
6,948.2 |
7,698.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,918.5 |
7,560.5 |
358.0 |
4.5% |
123.6 |
1.6% |
93% |
True |
False |
105,496 |
10 |
7,918.5 |
7,501.0 |
417.5 |
5.3% |
115.8 |
1.5% |
94% |
True |
False |
137,246 |
20 |
7,957.5 |
7,501.0 |
456.5 |
5.8% |
121.0 |
1.5% |
86% |
False |
False |
166,412 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.0% |
107.4 |
1.4% |
63% |
False |
False |
148,357 |
60 |
8,130.5 |
7,465.0 |
665.5 |
8.4% |
100.0 |
1.3% |
65% |
False |
False |
131,217 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.4% |
107.7 |
1.4% |
71% |
False |
False |
98,708 |
100 |
8,279.5 |
7,307.0 |
972.5 |
12.3% |
115.0 |
1.5% |
60% |
False |
False |
79,083 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
114.9 |
1.5% |
59% |
False |
False |
65,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,415.8 |
2.618 |
8,224.8 |
1.618 |
8,107.8 |
1.000 |
8,035.5 |
0.618 |
7,990.8 |
HIGH |
7,918.5 |
0.618 |
7,873.8 |
0.500 |
7,860.0 |
0.382 |
7,846.2 |
LOW |
7,801.5 |
0.618 |
7,729.2 |
1.000 |
7,684.5 |
1.618 |
7,612.2 |
2.618 |
7,495.2 |
4.250 |
7,304.3 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,883.3 |
7,843.2 |
PP |
7,871.7 |
7,791.3 |
S1 |
7,860.0 |
7,739.5 |
|