Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,986 |
13,323 |
337 |
2.6% |
13,589 |
High |
13,352 |
13,423 |
71 |
0.5% |
13,690 |
Low |
12,985 |
13,229 |
244 |
1.9% |
13,013 |
Close |
13,330 |
13,275 |
-55 |
-0.4% |
13,047 |
Range |
367 |
194 |
-173 |
-47.1% |
677 |
ATR |
226 |
223 |
-2 |
-1.0% |
0 |
Volume |
225,589 |
193,962 |
-31,627 |
-14.0% |
1,288,654 |
|
Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,891 |
13,777 |
13,382 |
|
R3 |
13,697 |
13,583 |
13,328 |
|
R2 |
13,503 |
13,503 |
13,311 |
|
R1 |
13,389 |
13,389 |
13,293 |
13,349 |
PP |
13,309 |
13,309 |
13,309 |
13,289 |
S1 |
13,195 |
13,195 |
13,257 |
13,155 |
S2 |
13,115 |
13,115 |
13,240 |
|
S3 |
12,921 |
13,001 |
13,222 |
|
S4 |
12,727 |
12,807 |
13,168 |
|
|
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 |
13,430 |
12,976 |
454 |
3.4% |
279 |
2.1% |
66% |
False |
False |
267,335 |
10 |
13,949 |
12,976 |
973 |
7.3% |
269 |
2.0% |
31% |
False |
False |
241,943 |
20 |
13,994 |
12,976 |
1,018 |
7.7% |
228 |
1.7% |
29% |
False |
False |
216,495 |
40 |
14,267 |
12,976 |
1,291 |
9.7% |
184 |
1.4% |
23% |
False |
False |
177,328 |
60 |
14,267 |
12,976 |
1,291 |
9.7% |
181 |
1.4% |
23% |
False |
False |
127,693 |
80 |
14,267 |
12,649 |
1,618 |
12.2% |
197 |
1.5% |
39% |
False |
False |
95,794 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
172 |
1.3% |
39% |
False |
False |
76,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,248 |
2.618 |
13,931 |
1.618 |
13,737 |
1.000 |
13,617 |
0.618 |
13,543 |
HIGH |
13,423 |
0.618 |
13,349 |
0.500 |
13,326 |
0.382 |
13,303 |
LOW |
13,229 |
0.618 |
13,109 |
1.000 |
13,035 |
1.618 |
12,915 |
2.618 |
12,721 |
4.250 |
12,405 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,326 |
13,250 |
PP |
13,309 |
13,225 |
S1 |
13,292 |
13,200 |
|