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 |
1,421.00 |
1,442.00 |
21.00 |
1.5% |
1,460.25 |
High |
1,444.00 |
1,454.25 |
10.25 |
0.7% |
1,465.75 |
Low |
1,418.00 |
1,406.75 |
-11.25 |
-0.8% |
1,417.00 |
Close |
1,442.00 |
1,409.25 |
-32.75 |
-2.3% |
1,442.00 |
Range |
26.00 |
47.50 |
21.50 |
82.7% |
48.75 |
ATR |
28.27 |
29.65 |
1.37 |
4.9% |
0.00 |
Volume |
1,996,723 |
693,706 |
-1,303,017 |
-65.3% |
9,205,541 |
|
Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.00 |
1,535.00 |
1,435.50 |
|
R3 |
1,518.50 |
1,487.50 |
1,422.25 |
|
R2 |
1,471.00 |
1,471.00 |
1,418.00 |
|
R1 |
1,440.00 |
1,440.00 |
1,413.50 |
1,431.75 |
PP |
1,423.50 |
1,423.50 |
1,423.50 |
1,419.25 |
S1 |
1,392.50 |
1,392.50 |
1,405.00 |
1,384.25 |
S2 |
1,376.00 |
1,376.00 |
1,400.50 |
|
S3 |
1,328.50 |
1,345.00 |
1,396.25 |
|
S4 |
1,281.00 |
1,297.50 |
1,383.00 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.75 |
1,563.75 |
1,468.75 |
|
R3 |
1,539.00 |
1,515.00 |
1,455.50 |
|
R2 |
1,490.25 |
1,490.25 |
1,451.00 |
|
R1 |
1,466.25 |
1,466.25 |
1,446.50 |
1,454.00 |
PP |
1,441.50 |
1,441.50 |
1,441.50 |
1,435.50 |
S1 |
1,417.50 |
1,417.50 |
1,437.50 |
1,405.00 |
S2 |
1,392.75 |
1,392.75 |
1,433.00 |
|
S3 |
1,344.00 |
1,368.75 |
1,428.50 |
|
S4 |
1,295.25 |
1,320.00 |
1,415.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,465.75 |
1,406.75 |
59.00 |
4.2% |
34.25 |
2.4% |
4% |
False |
True |
1,979,849 |
10 |
1,496.75 |
1,406.75 |
90.00 |
6.4% |
33.25 |
2.4% |
3% |
False |
True |
2,059,080 |
20 |
1,558.75 |
1,406.75 |
152.00 |
10.8% |
30.50 |
2.2% |
2% |
False |
True |
2,048,990 |
40 |
1,586.75 |
1,406.75 |
180.00 |
12.8% |
25.25 |
1.8% |
1% |
False |
True |
1,887,392 |
60 |
1,586.75 |
1,406.75 |
180.00 |
12.8% |
23.25 |
1.7% |
1% |
False |
True |
1,581,940 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.3% |
26.00 |
1.8% |
12% |
False |
False |
1,189,291 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.3% |
25.25 |
1.8% |
12% |
False |
False |
951,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,656.00 |
2.618 |
1,578.50 |
1.618 |
1,531.00 |
1.000 |
1,501.75 |
0.618 |
1,483.50 |
HIGH |
1,454.25 |
0.618 |
1,436.00 |
0.500 |
1,430.50 |
0.382 |
1,425.00 |
LOW |
1,406.75 |
0.618 |
1,377.50 |
1.000 |
1,359.25 |
1.618 |
1,330.00 |
2.618 |
1,282.50 |
4.250 |
1,205.00 |
|
|
Fisher Pivots for day following 26-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,430.50 |
1,430.50 |
PP |
1,423.50 |
1,423.50 |
S1 |
1,416.25 |
1,416.25 |
|