Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,017 |
13,032 |
15 |
0.1% |
13,048 |
High |
13,133 |
13,041 |
-92 |
-0.7% |
13,423 |
Low |
12,863 |
12,809 |
-54 |
-0.4% |
12,976 |
Close |
13,060 |
12,816 |
-244 |
-1.9% |
13,190 |
Range |
270 |
232 |
-38 |
-14.1% |
447 |
ATR |
226 |
228 |
2 |
0.8% |
0 |
Volume |
220,530 |
294,469 |
73,939 |
33.5% |
1,171,112 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,585 |
13,432 |
12,944 |
|
R3 |
13,353 |
13,200 |
12,880 |
|
R2 |
13,121 |
13,121 |
12,859 |
|
R1 |
12,968 |
12,968 |
12,837 |
12,929 |
PP |
12,889 |
12,889 |
12,889 |
12,869 |
S1 |
12,736 |
12,736 |
12,795 |
12,697 |
S2 |
12,657 |
12,657 |
12,774 |
|
S3 |
12,425 |
12,504 |
12,752 |
|
S4 |
12,193 |
12,272 |
12,689 |
|
|
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 |
13,313 |
12,809 |
504 |
3.9% |
232 |
1.8% |
1% |
False |
True |
243,778 |
10 |
13,430 |
12,809 |
621 |
4.8% |
255 |
2.0% |
1% |
False |
True |
255,557 |
20 |
13,994 |
12,809 |
1,185 |
9.2% |
229 |
1.8% |
1% |
False |
True |
224,767 |
40 |
14,267 |
12,809 |
1,458 |
11.4% |
199 |
1.6% |
0% |
False |
True |
191,401 |
60 |
14,267 |
12,809 |
1,458 |
11.4% |
187 |
1.5% |
0% |
False |
True |
147,997 |
80 |
14,267 |
12,649 |
1,618 |
12.6% |
196 |
1.5% |
10% |
False |
False |
111,027 |
100 |
14,267 |
12,649 |
1,618 |
12.6% |
181 |
1.4% |
10% |
False |
False |
88,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,027 |
2.618 |
13,649 |
1.618 |
13,417 |
1.000 |
13,273 |
0.618 |
13,185 |
HIGH |
13,041 |
0.618 |
12,953 |
0.500 |
12,925 |
0.382 |
12,898 |
LOW |
12,809 |
0.618 |
12,666 |
1.000 |
12,577 |
1.618 |
12,434 |
2.618 |
12,202 |
4.250 |
11,823 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,925 |
13,019 |
PP |
12,889 |
12,951 |
S1 |
12,852 |
12,884 |
|