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 |
1,471.00 |
1,470.50 |
-0.50 |
0.0% |
1,442.00 |
High |
1,477.00 |
1,492.25 |
15.25 |
1.0% |
1,492.25 |
Low |
1,460.75 |
1,468.50 |
7.75 |
0.5% |
1,406.25 |
Close |
1,471.50 |
1,483.75 |
12.25 |
0.8% |
1,483.75 |
Range |
16.25 |
23.75 |
7.50 |
46.2% |
86.00 |
ATR |
30.14 |
29.69 |
-0.46 |
-1.5% |
0.00 |
Volume |
2,417,256 |
1,815,242 |
-602,014 |
-24.9% |
9,807,728 |
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.75 |
1,542.00 |
1,496.75 |
|
R3 |
1,529.00 |
1,518.25 |
1,490.25 |
|
R2 |
1,505.25 |
1,505.25 |
1,488.00 |
|
R1 |
1,494.50 |
1,494.50 |
1,486.00 |
1,500.00 |
PP |
1,481.50 |
1,481.50 |
1,481.50 |
1,484.25 |
S1 |
1,470.75 |
1,470.75 |
1,481.50 |
1,476.00 |
S2 |
1,457.75 |
1,457.75 |
1,479.50 |
|
S3 |
1,434.00 |
1,447.00 |
1,477.25 |
|
S4 |
1,410.25 |
1,423.25 |
1,470.75 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.75 |
1,687.25 |
1,531.00 |
|
R3 |
1,632.75 |
1,601.25 |
1,507.50 |
|
R2 |
1,546.75 |
1,546.75 |
1,499.50 |
|
R1 |
1,515.25 |
1,515.25 |
1,491.75 |
1,531.00 |
PP |
1,460.75 |
1,460.75 |
1,460.75 |
1,468.50 |
S1 |
1,429.25 |
1,429.25 |
1,475.75 |
1,445.00 |
S2 |
1,374.75 |
1,374.75 |
1,468.00 |
|
S3 |
1,288.75 |
1,343.25 |
1,460.00 |
|
S4 |
1,202.75 |
1,257.25 |
1,436.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,492.25 |
1,406.25 |
86.00 |
5.8% |
33.75 |
2.3% |
90% |
True |
False |
1,961,545 |
10 |
1,492.25 |
1,406.25 |
86.00 |
5.8% |
31.25 |
2.1% |
90% |
True |
False |
2,126,959 |
20 |
1,526.00 |
1,406.25 |
119.75 |
8.1% |
31.75 |
2.1% |
65% |
False |
False |
2,226,875 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.2% |
27.00 |
1.8% |
43% |
False |
False |
1,969,835 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.2% |
24.00 |
1.6% |
43% |
False |
False |
1,731,536 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
25.50 |
1.7% |
49% |
False |
False |
1,303,081 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
26.00 |
1.7% |
49% |
False |
False |
1,042,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,593.25 |
2.618 |
1,554.50 |
1.618 |
1,530.75 |
1.000 |
1,516.00 |
0.618 |
1,507.00 |
HIGH |
1,492.25 |
0.618 |
1,483.25 |
0.500 |
1,480.50 |
0.382 |
1,477.50 |
LOW |
1,468.50 |
0.618 |
1,453.75 |
1.000 |
1,444.75 |
1.618 |
1,430.00 |
2.618 |
1,406.25 |
4.250 |
1,367.50 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,482.50 |
1,474.50 |
PP |
1,481.50 |
1,465.50 |
S1 |
1,480.50 |
1,456.50 |
|