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 |
1,426.50 |
1,471.00 |
44.50 |
3.1% |
1,460.25 |
High |
1,475.00 |
1,477.00 |
2.00 |
0.1% |
1,465.75 |
Low |
1,420.50 |
1,460.75 |
40.25 |
2.8% |
1,417.00 |
Close |
1,470.50 |
1,471.50 |
1.00 |
0.1% |
1,442.00 |
Range |
54.50 |
16.25 |
-38.25 |
-70.2% |
48.75 |
ATR |
31.21 |
30.14 |
-1.07 |
-3.4% |
0.00 |
Volume |
2,558,722 |
2,417,256 |
-141,466 |
-5.5% |
9,205,541 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.50 |
1,511.25 |
1,480.50 |
|
R3 |
1,502.25 |
1,495.00 |
1,476.00 |
|
R2 |
1,486.00 |
1,486.00 |
1,474.50 |
|
R1 |
1,478.75 |
1,478.75 |
1,473.00 |
1,482.50 |
PP |
1,469.75 |
1,469.75 |
1,469.75 |
1,471.50 |
S1 |
1,462.50 |
1,462.50 |
1,470.00 |
1,466.00 |
S2 |
1,453.50 |
1,453.50 |
1,468.50 |
|
S3 |
1,437.25 |
1,446.25 |
1,467.00 |
|
S4 |
1,421.00 |
1,430.00 |
1,462.50 |
|
|
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 |
1,477.00 |
1,406.25 |
70.75 |
4.8% |
34.25 |
2.3% |
92% |
True |
False |
1,997,841 |
10 |
1,482.00 |
1,406.25 |
75.75 |
5.1% |
32.25 |
2.2% |
86% |
False |
False |
2,134,666 |
20 |
1,555.00 |
1,406.25 |
148.75 |
10.1% |
33.00 |
2.2% |
44% |
False |
False |
2,234,178 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
26.75 |
1.8% |
36% |
False |
False |
1,959,093 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
23.75 |
1.6% |
36% |
False |
False |
1,701,890 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.75 |
1.7% |
43% |
False |
False |
1,280,433 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.75 |
1.8% |
43% |
False |
False |
1,024,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.00 |
2.618 |
1,519.50 |
1.618 |
1,503.25 |
1.000 |
1,493.25 |
0.618 |
1,487.00 |
HIGH |
1,477.00 |
0.618 |
1,470.75 |
0.500 |
1,469.00 |
0.382 |
1,467.00 |
LOW |
1,460.75 |
0.618 |
1,450.75 |
1.000 |
1,444.50 |
1.618 |
1,434.50 |
2.618 |
1,418.25 |
4.250 |
1,391.75 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,470.50 |
1,461.50 |
PP |
1,469.75 |
1,451.50 |
S1 |
1,469.00 |
1,441.50 |
|