Trading Metrics calculated at close of trading on 15-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,323 |
13,275 |
-48 |
-0.4% |
13,589 |
High |
13,423 |
13,313 |
-110 |
-0.8% |
13,690 |
Low |
13,229 |
13,085 |
-144 |
-1.1% |
13,013 |
Close |
13,275 |
13,160 |
-115 |
-0.9% |
13,047 |
Range |
194 |
228 |
34 |
17.5% |
677 |
ATR |
223 |
224 |
0 |
0.1% |
0 |
Volume |
193,962 |
205,643 |
11,681 |
6.0% |
1,288,654 |
|
Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,870 |
13,743 |
13,286 |
|
R3 |
13,642 |
13,515 |
13,223 |
|
R2 |
13,414 |
13,414 |
13,202 |
|
R1 |
13,287 |
13,287 |
13,181 |
13,237 |
PP |
13,186 |
13,186 |
13,186 |
13,161 |
S1 |
13,059 |
13,059 |
13,139 |
13,009 |
S2 |
12,958 |
12,958 |
13,118 |
|
S3 |
12,730 |
12,831 |
13,097 |
|
S4 |
12,502 |
12,603 |
13,035 |
|
|
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 |
13,423 |
12,976 |
447 |
3.4% |
258 |
2.0% |
41% |
False |
False |
253,786 |
10 |
13,690 |
12,976 |
714 |
5.4% |
254 |
1.9% |
26% |
False |
False |
243,558 |
20 |
13,994 |
12,976 |
1,018 |
7.7% |
234 |
1.8% |
18% |
False |
False |
215,984 |
40 |
14,267 |
12,976 |
1,291 |
9.8% |
188 |
1.4% |
14% |
False |
False |
179,038 |
60 |
14,267 |
12,976 |
1,291 |
9.8% |
183 |
1.4% |
14% |
False |
False |
131,118 |
80 |
14,267 |
12,649 |
1,618 |
12.3% |
198 |
1.5% |
32% |
False |
False |
98,364 |
100 |
14,267 |
12,649 |
1,618 |
12.3% |
173 |
1.3% |
32% |
False |
False |
78,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,282 |
2.618 |
13,910 |
1.618 |
13,682 |
1.000 |
13,541 |
0.618 |
13,454 |
HIGH |
13,313 |
0.618 |
13,226 |
0.500 |
13,199 |
0.382 |
13,172 |
LOW |
13,085 |
0.618 |
12,944 |
1.000 |
12,857 |
1.618 |
12,716 |
2.618 |
12,488 |
4.250 |
12,116 |
|
|
Fisher Pivots for day following 15-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,199 |
13,204 |
PP |
13,186 |
13,189 |
S1 |
13,173 |
13,175 |
|