Trading Metrics calculated at close of trading on 16-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,275 |
13,151 |
-124 |
-0.9% |
13,048 |
High |
13,313 |
13,243 |
-70 |
-0.5% |
13,423 |
Low |
13,085 |
13,080 |
-5 |
0.0% |
12,976 |
Close |
13,160 |
13,190 |
30 |
0.2% |
13,190 |
Range |
228 |
163 |
-65 |
-28.5% |
447 |
ATR |
224 |
219 |
-4 |
-1.9% |
0 |
Volume |
205,643 |
253,218 |
47,575 |
23.1% |
1,171,112 |
|
Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,660 |
13,588 |
13,280 |
|
R3 |
13,497 |
13,425 |
13,235 |
|
R2 |
13,334 |
13,334 |
13,220 |
|
R1 |
13,262 |
13,262 |
13,205 |
13,298 |
PP |
13,171 |
13,171 |
13,171 |
13,189 |
S1 |
13,099 |
13,099 |
13,175 |
13,135 |
S2 |
13,008 |
13,008 |
13,160 |
|
S3 |
12,845 |
12,936 |
13,145 |
|
S4 |
12,682 |
12,773 |
13,100 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,537 |
14,311 |
13,436 |
|
R3 |
14,090 |
13,864 |
13,313 |
|
R2 |
13,643 |
13,643 |
13,272 |
|
R1 |
13,417 |
13,417 |
13,231 |
13,530 |
PP |
13,196 |
13,196 |
13,196 |
13,253 |
S1 |
12,970 |
12,970 |
13,149 |
13,083 |
S2 |
12,749 |
12,749 |
13,108 |
|
S3 |
12,302 |
12,523 |
13,067 |
|
S4 |
11,855 |
12,076 |
12,944 |
|
|
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% |
231 |
1.7% |
48% |
False |
False |
234,222 |
10 |
13,690 |
12,976 |
714 |
5.4% |
248 |
1.9% |
30% |
False |
False |
245,976 |
20 |
13,994 |
12,976 |
1,018 |
7.7% |
220 |
1.7% |
21% |
False |
False |
221,535 |
40 |
14,267 |
12,976 |
1,291 |
9.8% |
189 |
1.4% |
17% |
False |
False |
181,657 |
60 |
14,267 |
12,976 |
1,291 |
9.8% |
183 |
1.4% |
17% |
False |
False |
135,337 |
80 |
14,267 |
12,649 |
1,618 |
12.3% |
196 |
1.5% |
33% |
False |
False |
101,528 |
100 |
14,267 |
12,649 |
1,618 |
12.3% |
175 |
1.3% |
33% |
False |
False |
81,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,936 |
2.618 |
13,670 |
1.618 |
13,507 |
1.000 |
13,406 |
0.618 |
13,344 |
HIGH |
13,243 |
0.618 |
13,181 |
0.500 |
13,162 |
0.382 |
13,142 |
LOW |
13,080 |
0.618 |
12,979 |
1.000 |
12,917 |
1.618 |
12,816 |
2.618 |
12,653 |
4.250 |
12,387 |
|
|
Fisher Pivots for day following 16-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,181 |
13,252 |
PP |
13,171 |
13,231 |
S1 |
13,162 |
13,211 |
|