Trading Metrics calculated at close of trading on 30-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,291 |
13,341 |
50 |
0.4% |
13,005 |
High |
13,371 |
13,493 |
122 |
0.9% |
13,493 |
Low |
13,241 |
13,306 |
65 |
0.5% |
12,742 |
Close |
13,333 |
13,422 |
89 |
0.7% |
13,422 |
Range |
130 |
187 |
57 |
43.8% |
751 |
ATR |
241 |
237 |
-4 |
-1.6% |
0 |
Volume |
221,731 |
199,846 |
-21,885 |
-9.9% |
974,331 |
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,968 |
13,882 |
13,525 |
|
R3 |
13,781 |
13,695 |
13,474 |
|
R2 |
13,594 |
13,594 |
13,456 |
|
R1 |
13,508 |
13,508 |
13,439 |
13,551 |
PP |
13,407 |
13,407 |
13,407 |
13,429 |
S1 |
13,321 |
13,321 |
13,405 |
13,364 |
S2 |
13,220 |
13,220 |
13,388 |
|
S3 |
13,033 |
13,134 |
13,371 |
|
S4 |
12,846 |
12,947 |
13,319 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,472 |
15,198 |
13,835 |
|
R3 |
14,721 |
14,447 |
13,629 |
|
R2 |
13,970 |
13,970 |
13,560 |
|
R1 |
13,696 |
13,696 |
13,491 |
13,833 |
PP |
13,219 |
13,219 |
13,219 |
13,288 |
S1 |
12,945 |
12,945 |
13,353 |
13,082 |
S2 |
12,468 |
12,468 |
13,284 |
|
S3 |
11,717 |
12,194 |
13,216 |
|
S4 |
10,966 |
11,443 |
13,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,493 |
12,742 |
751 |
5.6% |
272 |
2.0% |
91% |
True |
False |
194,866 |
10 |
13,493 |
12,742 |
751 |
5.6% |
246 |
1.8% |
91% |
True |
False |
220,873 |
20 |
13,690 |
12,742 |
948 |
7.1% |
250 |
1.9% |
72% |
False |
False |
232,216 |
40 |
14,267 |
12,742 |
1,525 |
11.4% |
221 |
1.6% |
45% |
False |
False |
200,718 |
60 |
14,267 |
12,742 |
1,525 |
11.4% |
195 |
1.5% |
45% |
False |
False |
167,888 |
80 |
14,267 |
12,649 |
1,618 |
12.1% |
198 |
1.5% |
48% |
False |
False |
125,966 |
100 |
14,267 |
12,649 |
1,618 |
12.1% |
193 |
1.4% |
48% |
False |
False |
100,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,288 |
2.618 |
13,983 |
1.618 |
13,796 |
1.000 |
13,680 |
0.618 |
13,609 |
HIGH |
13,493 |
0.618 |
13,422 |
0.500 |
13,400 |
0.382 |
13,378 |
LOW |
13,306 |
0.618 |
13,191 |
1.000 |
13,119 |
1.618 |
13,004 |
2.618 |
12,817 |
4.250 |
12,511 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,415 |
13,348 |
PP |
13,407 |
13,274 |
S1 |
13,400 |
13,200 |
|