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 |
1,409.50 |
1,426.50 |
17.00 |
1.2% |
1,460.25 |
High |
1,432.75 |
1,475.00 |
42.25 |
2.9% |
1,465.75 |
Low |
1,406.25 |
1,420.50 |
14.25 |
1.0% |
1,417.00 |
Close |
1,426.50 |
1,470.50 |
44.00 |
3.1% |
1,442.00 |
Range |
26.50 |
54.50 |
28.00 |
105.7% |
48.75 |
ATR |
29.42 |
31.21 |
1.79 |
6.1% |
0.00 |
Volume |
2,322,802 |
2,558,722 |
235,920 |
10.2% |
9,205,541 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.75 |
1,599.25 |
1,500.50 |
|
R3 |
1,564.25 |
1,544.75 |
1,485.50 |
|
R2 |
1,509.75 |
1,509.75 |
1,480.50 |
|
R1 |
1,490.25 |
1,490.25 |
1,475.50 |
1,500.00 |
PP |
1,455.25 |
1,455.25 |
1,455.25 |
1,460.25 |
S1 |
1,435.75 |
1,435.75 |
1,465.50 |
1,445.50 |
S2 |
1,400.75 |
1,400.75 |
1,460.50 |
|
S3 |
1,346.25 |
1,381.25 |
1,455.50 |
|
S4 |
1,291.75 |
1,326.75 |
1,440.50 |
|
|
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 |
1,475.00 |
1,406.25 |
68.75 |
4.7% |
37.00 |
2.5% |
93% |
True |
False |
2,108,411 |
10 |
1,496.75 |
1,406.25 |
90.50 |
6.2% |
33.50 |
2.3% |
71% |
False |
False |
2,099,274 |
20 |
1,558.75 |
1,406.25 |
152.50 |
10.4% |
33.25 |
2.3% |
42% |
False |
False |
2,164,547 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
26.50 |
1.8% |
36% |
False |
False |
1,930,506 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
23.75 |
1.6% |
36% |
False |
False |
1,662,242 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.75 |
1.8% |
42% |
False |
False |
1,250,267 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
26.00 |
1.8% |
42% |
False |
False |
1,000,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.50 |
2.618 |
1,617.75 |
1.618 |
1,563.25 |
1.000 |
1,529.50 |
0.618 |
1,508.75 |
HIGH |
1,475.00 |
0.618 |
1,454.25 |
0.500 |
1,447.75 |
0.382 |
1,441.25 |
LOW |
1,420.50 |
0.618 |
1,386.75 |
1.000 |
1,366.00 |
1.618 |
1,332.25 |
2.618 |
1,277.75 |
4.250 |
1,189.00 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,463.00 |
1,460.50 |
PP |
1,455.25 |
1,450.50 |
S1 |
1,447.75 |
1,440.50 |
|