Trading Metrics calculated at close of trading on 28-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,767 |
12,960 |
193 |
1.5% |
13,214 |
High |
13,018 |
13,350 |
332 |
2.6% |
13,228 |
Low |
12,759 |
12,906 |
147 |
1.2% |
12,809 |
Close |
12,955 |
13,307 |
352 |
2.7% |
12,986 |
Range |
259 |
444 |
185 |
71.4% |
419 |
ATR |
235 |
250 |
15 |
6.4% |
0 |
Volume |
216,599 |
268,857 |
52,258 |
24.1% |
981,190 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,520 |
14,357 |
13,551 |
|
R3 |
14,076 |
13,913 |
13,429 |
|
R2 |
13,632 |
13,632 |
13,389 |
|
R1 |
13,469 |
13,469 |
13,348 |
13,551 |
PP |
13,188 |
13,188 |
13,188 |
13,228 |
S1 |
13,025 |
13,025 |
13,266 |
13,107 |
S2 |
12,744 |
12,744 |
13,226 |
|
S3 |
12,300 |
12,581 |
13,185 |
|
S4 |
11,856 |
12,137 |
13,063 |
|
|
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 |
13,350 |
12,742 |
608 |
4.6% |
289 |
2.2% |
93% |
True |
False |
213,676 |
10 |
13,423 |
12,742 |
681 |
5.1% |
256 |
1.9% |
83% |
False |
False |
218,676 |
20 |
13,994 |
12,742 |
1,252 |
9.4% |
263 |
2.0% |
45% |
False |
False |
225,777 |
40 |
14,267 |
12,742 |
1,525 |
11.5% |
217 |
1.6% |
37% |
False |
False |
196,574 |
60 |
14,267 |
12,742 |
1,525 |
11.5% |
195 |
1.5% |
37% |
False |
False |
160,883 |
80 |
14,267 |
12,649 |
1,618 |
12.2% |
199 |
1.5% |
41% |
False |
False |
120,697 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
192 |
1.4% |
41% |
False |
False |
96,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,237 |
2.618 |
14,513 |
1.618 |
14,069 |
1.000 |
13,794 |
0.618 |
13,625 |
HIGH |
13,350 |
0.618 |
13,181 |
0.500 |
13,128 |
0.382 |
13,076 |
LOW |
12,906 |
0.618 |
12,632 |
1.000 |
12,462 |
1.618 |
12,188 |
2.618 |
11,744 |
4.250 |
11,019 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,247 |
13,220 |
PP |
13,188 |
13,133 |
S1 |
13,128 |
13,046 |
|