Trading Metrics calculated at close of trading on 27-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,005 |
12,767 |
-238 |
-1.8% |
13,214 |
High |
13,082 |
13,018 |
-64 |
-0.5% |
13,228 |
Low |
12,742 |
12,759 |
17 |
0.1% |
12,809 |
Close |
12,772 |
12,955 |
183 |
1.4% |
12,986 |
Range |
340 |
259 |
-81 |
-23.8% |
419 |
ATR |
233 |
235 |
2 |
0.8% |
0 |
Volume |
67,298 |
216,599 |
149,301 |
221.9% |
981,190 |
|
Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,688 |
13,580 |
13,098 |
|
R3 |
13,429 |
13,321 |
13,026 |
|
R2 |
13,170 |
13,170 |
13,003 |
|
R1 |
13,062 |
13,062 |
12,979 |
13,116 |
PP |
12,911 |
12,911 |
12,911 |
12,938 |
S1 |
12,803 |
12,803 |
12,931 |
12,857 |
S2 |
12,652 |
12,652 |
12,908 |
|
S3 |
12,393 |
12,544 |
12,884 |
|
S4 |
12,134 |
12,285 |
12,813 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,265 |
14,044 |
13,217 |
|
R3 |
13,846 |
13,625 |
13,101 |
|
R2 |
13,427 |
13,427 |
13,063 |
|
R1 |
13,206 |
13,206 |
13,025 |
13,107 |
PP |
13,008 |
13,008 |
13,008 |
12,958 |
S1 |
12,787 |
12,787 |
12,948 |
12,688 |
S2 |
12,589 |
12,589 |
12,909 |
|
S3 |
12,170 |
12,368 |
12,871 |
|
S4 |
11,751 |
11,949 |
12,756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,133 |
12,742 |
391 |
3.0% |
254 |
2.0% |
54% |
False |
False |
204,010 |
10 |
13,423 |
12,742 |
681 |
5.3% |
249 |
1.9% |
31% |
False |
False |
214,349 |
20 |
13,994 |
12,742 |
1,252 |
9.7% |
245 |
1.9% |
17% |
False |
False |
217,547 |
40 |
14,267 |
12,742 |
1,525 |
11.8% |
209 |
1.6% |
14% |
False |
False |
193,955 |
60 |
14,267 |
12,742 |
1,525 |
11.8% |
191 |
1.5% |
14% |
False |
False |
156,407 |
80 |
14,267 |
12,649 |
1,618 |
12.5% |
197 |
1.5% |
19% |
False |
False |
117,337 |
100 |
14,267 |
12,649 |
1,618 |
12.5% |
188 |
1.5% |
19% |
False |
False |
93,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,119 |
2.618 |
13,696 |
1.618 |
13,437 |
1.000 |
13,277 |
0.618 |
13,178 |
HIGH |
13,018 |
0.618 |
12,919 |
0.500 |
12,889 |
0.382 |
12,858 |
LOW |
12,759 |
0.618 |
12,599 |
1.000 |
12,500 |
1.618 |
12,340 |
2.618 |
12,081 |
4.250 |
11,658 |
|
|
Fisher Pivots for day following 27-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,933 |
12,941 |
PP |
12,911 |
12,926 |
S1 |
12,889 |
12,912 |
|