Trading Metrics calculated at close of trading on 20-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,214 |
13,017 |
-197 |
-1.5% |
13,048 |
High |
13,228 |
13,133 |
-95 |
-0.7% |
13,423 |
Low |
12,964 |
12,863 |
-101 |
-0.8% |
12,976 |
Close |
12,993 |
13,060 |
67 |
0.5% |
13,190 |
Range |
264 |
270 |
6 |
2.3% |
447 |
ATR |
223 |
226 |
3 |
1.5% |
0 |
Volume |
245,033 |
220,530 |
-24,503 |
-10.0% |
1,171,112 |
|
Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,829 |
13,714 |
13,209 |
|
R3 |
13,559 |
13,444 |
13,134 |
|
R2 |
13,289 |
13,289 |
13,110 |
|
R1 |
13,174 |
13,174 |
13,085 |
13,232 |
PP |
13,019 |
13,019 |
13,019 |
13,047 |
S1 |
12,904 |
12,904 |
13,035 |
12,962 |
S2 |
12,749 |
12,749 |
13,011 |
|
S3 |
12,479 |
12,634 |
12,986 |
|
S4 |
12,209 |
12,364 |
12,912 |
|
|
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 |
12,863 |
560 |
4.3% |
224 |
1.7% |
35% |
False |
True |
223,677 |
10 |
13,662 |
12,863 |
799 |
6.1% |
269 |
2.1% |
25% |
False |
True |
243,502 |
20 |
13,994 |
12,863 |
1,131 |
8.7% |
229 |
1.7% |
17% |
False |
True |
219,123 |
40 |
14,267 |
12,863 |
1,404 |
10.8% |
197 |
1.5% |
14% |
False |
True |
187,579 |
60 |
14,267 |
12,863 |
1,404 |
10.8% |
187 |
1.4% |
14% |
False |
True |
143,091 |
80 |
14,267 |
12,649 |
1,618 |
12.4% |
197 |
1.5% |
25% |
False |
False |
107,346 |
100 |
14,267 |
12,649 |
1,618 |
12.4% |
179 |
1.4% |
25% |
False |
False |
85,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,281 |
2.618 |
13,840 |
1.618 |
13,570 |
1.000 |
13,403 |
0.618 |
13,300 |
HIGH |
13,133 |
0.618 |
13,030 |
0.500 |
12,998 |
0.382 |
12,966 |
LOW |
12,863 |
0.618 |
12,696 |
1.000 |
12,593 |
1.618 |
12,426 |
2.618 |
12,156 |
4.250 |
11,716 |
|
|
Fisher Pivots for day following 20-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,039 |
13,058 |
PP |
13,019 |
13,055 |
S1 |
12,998 |
13,053 |
|