Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,151 |
13,214 |
63 |
0.5% |
13,048 |
High |
13,243 |
13,228 |
-15 |
-0.1% |
13,423 |
Low |
13,080 |
12,964 |
-116 |
-0.9% |
12,976 |
Close |
13,190 |
12,993 |
-197 |
-1.5% |
13,190 |
Range |
163 |
264 |
101 |
62.0% |
447 |
ATR |
219 |
223 |
3 |
1.4% |
0 |
Volume |
253,218 |
245,033 |
-8,185 |
-3.2% |
1,171,112 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,854 |
13,687 |
13,138 |
|
R3 |
13,590 |
13,423 |
13,066 |
|
R2 |
13,326 |
13,326 |
13,042 |
|
R1 |
13,159 |
13,159 |
13,017 |
13,111 |
PP |
13,062 |
13,062 |
13,062 |
13,037 |
S1 |
12,895 |
12,895 |
12,969 |
12,847 |
S2 |
12,798 |
12,798 |
12,945 |
|
S3 |
12,534 |
12,631 |
12,921 |
|
S4 |
12,270 |
12,367 |
12,848 |
|
|
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 |
12,964 |
459 |
3.5% |
243 |
1.9% |
6% |
False |
True |
224,689 |
10 |
13,690 |
12,964 |
726 |
5.6% |
257 |
2.0% |
4% |
False |
True |
243,315 |
20 |
13,994 |
12,964 |
1,030 |
7.9% |
222 |
1.7% |
3% |
False |
True |
220,077 |
40 |
14,267 |
12,964 |
1,303 |
10.0% |
193 |
1.5% |
2% |
False |
True |
185,360 |
60 |
14,267 |
12,964 |
1,303 |
10.0% |
184 |
1.4% |
2% |
False |
True |
139,418 |
80 |
14,267 |
12,649 |
1,618 |
12.5% |
196 |
1.5% |
21% |
False |
False |
104,590 |
100 |
14,267 |
12,649 |
1,618 |
12.5% |
176 |
1.4% |
21% |
False |
False |
83,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,350 |
2.618 |
13,919 |
1.618 |
13,655 |
1.000 |
13,492 |
0.618 |
13,391 |
HIGH |
13,228 |
0.618 |
13,127 |
0.500 |
13,096 |
0.382 |
13,065 |
LOW |
12,964 |
0.618 |
12,801 |
1.000 |
12,700 |
1.618 |
12,537 |
2.618 |
12,273 |
4.250 |
11,842 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,096 |
13,139 |
PP |
13,062 |
13,090 |
S1 |
13,027 |
13,042 |
|