Trading Metrics calculated at close of trading on 12-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,278 |
13,048 |
-230 |
-1.7% |
13,589 |
High |
13,311 |
13,178 |
-133 |
-1.0% |
13,690 |
Low |
13,013 |
12,976 |
-37 |
-0.3% |
13,013 |
Close |
13,047 |
12,990 |
-57 |
-0.4% |
13,047 |
Range |
298 |
202 |
-96 |
-32.2% |
677 |
ATR |
216 |
215 |
-1 |
-0.5% |
0 |
Volume |
351,038 |
292,700 |
-58,338 |
-16.6% |
1,288,654 |
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,654 |
13,524 |
13,101 |
|
R3 |
13,452 |
13,322 |
13,046 |
|
R2 |
13,250 |
13,250 |
13,027 |
|
R1 |
13,120 |
13,120 |
13,009 |
13,084 |
PP |
13,048 |
13,048 |
13,048 |
13,030 |
S1 |
12,918 |
12,918 |
12,972 |
12,882 |
S2 |
12,846 |
12,846 |
12,953 |
|
S3 |
12,644 |
12,716 |
12,935 |
|
S4 |
12,442 |
12,514 |
12,879 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,281 |
14,841 |
13,419 |
|
R3 |
14,604 |
14,164 |
13,233 |
|
R2 |
13,927 |
13,927 |
13,171 |
|
R1 |
13,487 |
13,487 |
13,109 |
13,369 |
PP |
13,250 |
13,250 |
13,250 |
13,191 |
S1 |
12,810 |
12,810 |
12,985 |
12,692 |
S2 |
12,573 |
12,573 |
12,923 |
|
S3 |
11,896 |
12,133 |
12,861 |
|
S4 |
11,219 |
11,456 |
12,675 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,690 |
12,976 |
714 |
5.5% |
272 |
2.1% |
2% |
False |
True |
261,942 |
10 |
13,994 |
12,976 |
1,018 |
7.8% |
242 |
1.9% |
1% |
False |
True |
220,746 |
20 |
14,085 |
12,976 |
1,109 |
8.5% |
220 |
1.7% |
1% |
False |
True |
213,142 |
40 |
14,267 |
12,976 |
1,291 |
9.9% |
183 |
1.4% |
1% |
False |
True |
174,937 |
60 |
14,267 |
12,976 |
1,291 |
9.9% |
176 |
1.4% |
1% |
False |
True |
120,702 |
80 |
14,267 |
12,649 |
1,618 |
12.5% |
194 |
1.5% |
21% |
False |
False |
90,551 |
100 |
14,267 |
12,649 |
1,618 |
12.5% |
167 |
1.3% |
21% |
False |
False |
72,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,037 |
2.618 |
13,707 |
1.618 |
13,505 |
1.000 |
13,380 |
0.618 |
13,303 |
HIGH |
13,178 |
0.618 |
13,101 |
0.500 |
13,077 |
0.382 |
13,053 |
LOW |
12,976 |
0.618 |
12,851 |
1.000 |
12,774 |
1.618 |
12,649 |
2.618 |
12,447 |
4.250 |
12,118 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,077 |
13,203 |
PP |
13,048 |
13,132 |
S1 |
13,019 |
13,061 |
|