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 |
1,442.00 |
1,409.50 |
-32.50 |
-2.3% |
1,460.25 |
High |
1,454.25 |
1,432.75 |
-21.50 |
-1.5% |
1,465.75 |
Low |
1,406.75 |
1,406.25 |
-0.50 |
0.0% |
1,417.00 |
Close |
1,409.25 |
1,426.50 |
17.25 |
1.2% |
1,442.00 |
Range |
47.50 |
26.50 |
-21.00 |
-44.2% |
48.75 |
ATR |
29.65 |
29.42 |
-0.22 |
-0.8% |
0.00 |
Volume |
693,706 |
2,322,802 |
1,629,096 |
234.8% |
9,205,541 |
|
Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.25 |
1,490.50 |
1,441.00 |
|
R3 |
1,474.75 |
1,464.00 |
1,433.75 |
|
R2 |
1,448.25 |
1,448.25 |
1,431.25 |
|
R1 |
1,437.50 |
1,437.50 |
1,429.00 |
1,443.00 |
PP |
1,421.75 |
1,421.75 |
1,421.75 |
1,424.50 |
S1 |
1,411.00 |
1,411.00 |
1,424.00 |
1,416.50 |
S2 |
1,395.25 |
1,395.25 |
1,421.75 |
|
S3 |
1,368.75 |
1,384.50 |
1,419.25 |
|
S4 |
1,342.25 |
1,358.00 |
1,412.00 |
|
|
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 |
1,456.50 |
1,406.25 |
50.25 |
3.5% |
33.00 |
2.3% |
40% |
False |
True |
2,017,237 |
10 |
1,496.75 |
1,406.25 |
90.50 |
6.3% |
32.75 |
2.3% |
22% |
False |
True |
2,038,016 |
20 |
1,558.75 |
1,406.25 |
152.50 |
10.7% |
31.25 |
2.2% |
13% |
False |
True |
2,087,581 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.7% |
25.25 |
1.8% |
11% |
False |
True |
1,909,060 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.7% |
23.50 |
1.6% |
11% |
False |
True |
1,619,870 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.1% |
25.75 |
1.8% |
21% |
False |
False |
1,218,303 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.1% |
25.50 |
1.8% |
21% |
False |
False |
975,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.50 |
2.618 |
1,502.25 |
1.618 |
1,475.75 |
1.000 |
1,459.25 |
0.618 |
1,449.25 |
HIGH |
1,432.75 |
0.618 |
1,422.75 |
0.500 |
1,419.50 |
0.382 |
1,416.25 |
LOW |
1,406.25 |
0.618 |
1,389.75 |
1.000 |
1,379.75 |
1.618 |
1,363.25 |
2.618 |
1,336.75 |
4.250 |
1,293.50 |
|
|
Fisher Pivots for day following 27-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,424.25 |
1,430.25 |
PP |
1,421.75 |
1,429.00 |
S1 |
1,419.50 |
1,427.75 |
|