Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,172.5 |
6,184.0 |
11.5 |
0.2% |
6,302.5 |
High |
6,258.0 |
6,198.5 |
-59.5 |
-1.0% |
6,488.5 |
Low |
6,097.0 |
6,065.5 |
-31.5 |
-0.5% |
6,293.0 |
Close |
6,246.5 |
6,123.5 |
-123.0 |
-2.0% |
6,326.0 |
Range |
161.0 |
133.0 |
-28.0 |
-17.4% |
195.5 |
ATR |
121.2 |
125.5 |
4.3 |
3.5% |
0.0 |
Volume |
155,620 |
164,890 |
9,270 |
6.0% |
624,183 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,528.0 |
6,459.0 |
6,196.5 |
|
R3 |
6,395.0 |
6,326.0 |
6,160.0 |
|
R2 |
6,262.0 |
6,262.0 |
6,148.0 |
|
R1 |
6,193.0 |
6,193.0 |
6,135.5 |
6,161.0 |
PP |
6,129.0 |
6,129.0 |
6,129.0 |
6,113.0 |
S1 |
6,060.0 |
6,060.0 |
6,111.5 |
6,028.0 |
S2 |
5,996.0 |
5,996.0 |
6,099.0 |
|
S3 |
5,863.0 |
5,927.0 |
6,087.0 |
|
S4 |
5,730.0 |
5,794.0 |
6,050.5 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,955.5 |
6,836.5 |
6,433.5 |
|
R3 |
6,760.0 |
6,641.0 |
6,380.0 |
|
R2 |
6,564.5 |
6,564.5 |
6,362.0 |
|
R1 |
6,445.5 |
6,445.5 |
6,344.0 |
6,505.0 |
PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,399.0 |
S1 |
6,250.0 |
6,250.0 |
6,308.0 |
6,309.5 |
S2 |
6,173.5 |
6,173.5 |
6,290.0 |
|
S3 |
5,978.0 |
6,054.5 |
6,272.0 |
|
S4 |
5,782.5 |
5,859.0 |
6,218.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,488.5 |
6,065.5 |
423.0 |
6.9% |
146.0 |
2.4% |
14% |
False |
True |
138,245 |
10 |
6,488.5 |
6,065.5 |
423.0 |
6.9% |
135.0 |
2.2% |
14% |
False |
True |
137,527 |
20 |
6,760.5 |
6,065.5 |
695.0 |
11.3% |
114.0 |
1.9% |
8% |
False |
True |
120,173 |
40 |
6,802.0 |
6,065.5 |
736.5 |
12.0% |
99.5 |
1.6% |
8% |
False |
True |
112,551 |
60 |
6,802.0 |
6,065.5 |
736.5 |
12.0% |
99.0 |
1.6% |
8% |
False |
True |
92,418 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.7% |
95.0 |
1.6% |
25% |
False |
False |
69,357 |
100 |
6,835.0 |
5,899.0 |
936.0 |
15.3% |
91.0 |
1.5% |
24% |
False |
False |
55,562 |
120 |
6,856.0 |
5,899.0 |
957.0 |
15.6% |
84.5 |
1.4% |
23% |
False |
False |
46,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,764.0 |
2.618 |
6,546.5 |
1.618 |
6,413.5 |
1.000 |
6,331.5 |
0.618 |
6,280.5 |
HIGH |
6,198.5 |
0.618 |
6,147.5 |
0.500 |
6,132.0 |
0.382 |
6,116.5 |
LOW |
6,065.5 |
0.618 |
5,983.5 |
1.000 |
5,932.5 |
1.618 |
5,850.5 |
2.618 |
5,717.5 |
4.250 |
5,500.0 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,132.0 |
6,209.0 |
PP |
6,129.0 |
6,180.5 |
S1 |
6,126.5 |
6,152.0 |
|