Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,048 |
12,986 |
-62 |
-0.5% |
13,589 |
High |
13,178 |
13,352 |
174 |
1.3% |
13,690 |
Low |
12,976 |
12,985 |
9 |
0.1% |
13,013 |
Close |
12,990 |
13,330 |
340 |
2.6% |
13,047 |
Range |
202 |
367 |
165 |
81.7% |
677 |
ATR |
215 |
226 |
11 |
5.1% |
0 |
Volume |
292,700 |
225,589 |
-67,111 |
-22.9% |
1,288,654 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,323 |
14,194 |
13,532 |
|
R3 |
13,956 |
13,827 |
13,431 |
|
R2 |
13,589 |
13,589 |
13,397 |
|
R1 |
13,460 |
13,460 |
13,364 |
13,525 |
PP |
13,222 |
13,222 |
13,222 |
13,255 |
S1 |
13,093 |
13,093 |
13,296 |
13,158 |
S2 |
12,855 |
12,855 |
13,263 |
|
S3 |
12,488 |
12,726 |
13,229 |
|
S4 |
12,121 |
12,359 |
13,128 |
|
|
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 |
13,662 |
12,976 |
686 |
5.1% |
313 |
2.3% |
52% |
False |
False |
263,328 |
10 |
13,994 |
12,976 |
1,018 |
7.6% |
270 |
2.0% |
35% |
False |
False |
232,878 |
20 |
14,078 |
12,976 |
1,102 |
8.3% |
230 |
1.7% |
32% |
False |
False |
215,559 |
40 |
14,267 |
12,976 |
1,291 |
9.7% |
183 |
1.4% |
27% |
False |
False |
177,325 |
60 |
14,267 |
12,976 |
1,291 |
9.7% |
180 |
1.3% |
27% |
False |
False |
124,461 |
80 |
14,267 |
12,649 |
1,618 |
12.1% |
197 |
1.5% |
42% |
False |
False |
93,370 |
100 |
14,267 |
12,649 |
1,618 |
12.1% |
170 |
1.3% |
42% |
False |
False |
74,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,912 |
2.618 |
14,313 |
1.618 |
13,946 |
1.000 |
13,719 |
0.618 |
13,579 |
HIGH |
13,352 |
0.618 |
13,212 |
0.500 |
13,169 |
0.382 |
13,125 |
LOW |
12,985 |
0.618 |
12,758 |
1.000 |
12,618 |
1.618 |
12,391 |
2.618 |
12,024 |
4.250 |
11,425 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,276 |
13,275 |
PP |
13,222 |
13,219 |
S1 |
13,169 |
13,164 |
|