Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,960 |
13,291 |
331 |
2.6% |
13,214 |
High |
13,350 |
13,371 |
21 |
0.2% |
13,228 |
Low |
12,906 |
13,241 |
335 |
2.6% |
12,809 |
Close |
13,307 |
13,333 |
26 |
0.2% |
12,986 |
Range |
444 |
130 |
-314 |
-70.7% |
419 |
ATR |
250 |
241 |
-9 |
-3.4% |
0 |
Volume |
268,857 |
221,731 |
-47,126 |
-17.5% |
981,190 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,705 |
13,649 |
13,405 |
|
R3 |
13,575 |
13,519 |
13,369 |
|
R2 |
13,445 |
13,445 |
13,357 |
|
R1 |
13,389 |
13,389 |
13,345 |
13,417 |
PP |
13,315 |
13,315 |
13,315 |
13,329 |
S1 |
13,259 |
13,259 |
13,321 |
13,287 |
S2 |
13,185 |
13,185 |
13,309 |
|
S3 |
13,055 |
13,129 |
13,297 |
|
S4 |
12,925 |
12,999 |
13,262 |
|
|
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 |
13,371 |
12,742 |
629 |
4.7% |
269 |
2.0% |
94% |
True |
False |
199,128 |
10 |
13,371 |
12,742 |
629 |
4.7% |
250 |
1.9% |
94% |
True |
False |
221,453 |
20 |
13,949 |
12,742 |
1,207 |
9.1% |
259 |
1.9% |
49% |
False |
False |
231,698 |
40 |
14,267 |
12,742 |
1,525 |
11.4% |
218 |
1.6% |
39% |
False |
False |
199,011 |
60 |
14,267 |
12,742 |
1,525 |
11.4% |
194 |
1.5% |
39% |
False |
False |
164,565 |
80 |
14,267 |
12,649 |
1,618 |
12.1% |
197 |
1.5% |
42% |
False |
False |
123,468 |
100 |
14,267 |
12,649 |
1,618 |
12.1% |
192 |
1.4% |
42% |
False |
False |
98,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,924 |
2.618 |
13,711 |
1.618 |
13,581 |
1.000 |
13,501 |
0.618 |
13,451 |
HIGH |
13,371 |
0.618 |
13,321 |
0.500 |
13,306 |
0.382 |
13,291 |
LOW |
13,241 |
0.618 |
13,161 |
1.000 |
13,111 |
1.618 |
13,031 |
2.618 |
12,901 |
4.250 |
12,689 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,324 |
13,244 |
PP |
13,315 |
13,154 |
S1 |
13,306 |
13,065 |
|