Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,323.5 |
6,452.0 |
128.5 |
2.0% |
6,525.5 |
High |
6,417.0 |
6,487.0 |
70.0 |
1.1% |
6,553.5 |
Low |
6,300.0 |
6,406.5 |
106.5 |
1.7% |
6,297.0 |
Close |
6,390.0 |
6,454.5 |
64.5 |
1.0% |
6,332.0 |
Range |
117.0 |
80.5 |
-36.5 |
-31.2% |
256.5 |
ATR |
111.7 |
110.7 |
-1.1 |
-0.9% |
0.0 |
Volume |
110,517 |
119,742 |
9,225 |
8.3% |
649,418 |
|
Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,691.0 |
6,653.0 |
6,499.0 |
|
R3 |
6,610.5 |
6,572.5 |
6,476.5 |
|
R2 |
6,530.0 |
6,530.0 |
6,469.5 |
|
R1 |
6,492.0 |
6,492.0 |
6,462.0 |
6,511.0 |
PP |
6,449.5 |
6,449.5 |
6,449.5 |
6,459.0 |
S1 |
6,411.5 |
6,411.5 |
6,447.0 |
6,430.5 |
S2 |
6,369.0 |
6,369.0 |
6,439.5 |
|
S3 |
6,288.5 |
6,331.0 |
6,432.5 |
|
S4 |
6,208.0 |
6,250.5 |
6,410.0 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,163.5 |
7,004.5 |
6,473.0 |
|
R3 |
6,907.0 |
6,748.0 |
6,402.5 |
|
R2 |
6,650.5 |
6,650.5 |
6,379.0 |
|
R1 |
6,491.5 |
6,491.5 |
6,355.5 |
6,443.0 |
PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,370.0 |
S1 |
6,235.0 |
6,235.0 |
6,308.5 |
6,186.0 |
S2 |
6,137.5 |
6,137.5 |
6,285.0 |
|
S3 |
5,881.0 |
5,978.5 |
6,261.5 |
|
S4 |
5,624.5 |
5,722.0 |
6,191.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,487.0 |
6,293.0 |
194.0 |
3.0% |
124.0 |
1.9% |
83% |
True |
False |
136,810 |
10 |
6,759.0 |
6,293.0 |
466.0 |
7.2% |
118.5 |
1.8% |
35% |
False |
False |
126,011 |
20 |
6,770.0 |
6,293.0 |
477.0 |
7.4% |
103.0 |
1.6% |
34% |
False |
False |
114,238 |
40 |
6,802.0 |
6,293.0 |
509.0 |
7.9% |
90.0 |
1.4% |
32% |
False |
False |
109,672 |
60 |
6,802.0 |
6,140.0 |
662.0 |
10.3% |
93.5 |
1.5% |
48% |
False |
False |
80,913 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.0% |
93.0 |
1.4% |
62% |
False |
False |
60,724 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.5% |
86.0 |
1.3% |
59% |
False |
False |
48,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,829.0 |
2.618 |
6,697.5 |
1.618 |
6,617.0 |
1.000 |
6,567.5 |
0.618 |
6,536.5 |
HIGH |
6,487.0 |
0.618 |
6,456.0 |
0.500 |
6,447.0 |
0.382 |
6,437.5 |
LOW |
6,406.5 |
0.618 |
6,357.0 |
1.000 |
6,326.0 |
1.618 |
6,276.5 |
2.618 |
6,196.0 |
4.250 |
6,064.5 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,452.0 |
6,433.0 |
PP |
6,449.5 |
6,411.5 |
S1 |
6,447.0 |
6,390.0 |
|