Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,123.5 |
6,179.0 |
55.5 |
0.9% |
6,320.0 |
High |
6,192.5 |
6,293.5 |
101.0 |
1.6% |
6,352.5 |
Low |
6,048.0 |
6,175.0 |
127.0 |
2.1% |
6,048.0 |
Close |
6,179.0 |
6,281.0 |
102.0 |
1.7% |
6,281.0 |
Range |
144.5 |
118.5 |
-26.0 |
-18.0% |
304.5 |
ATR |
126.9 |
126.3 |
-0.6 |
-0.5% |
0.0 |
Volume |
68,706 |
68,706 |
0 |
0.0% |
585,185 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,605.5 |
6,561.5 |
6,346.0 |
|
R3 |
6,487.0 |
6,443.0 |
6,313.5 |
|
R2 |
6,368.5 |
6,368.5 |
6,302.5 |
|
R1 |
6,324.5 |
6,324.5 |
6,292.0 |
6,346.5 |
PP |
6,250.0 |
6,250.0 |
6,250.0 |
6,261.0 |
S1 |
6,206.0 |
6,206.0 |
6,270.0 |
6,228.0 |
S2 |
6,131.5 |
6,131.5 |
6,259.5 |
|
S3 |
6,013.0 |
6,087.5 |
6,248.5 |
|
S4 |
5,894.5 |
5,969.0 |
6,216.0 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,140.5 |
7,015.5 |
6,448.5 |
|
R3 |
6,836.0 |
6,711.0 |
6,364.5 |
|
R2 |
6,531.5 |
6,531.5 |
6,337.0 |
|
R1 |
6,406.5 |
6,406.5 |
6,309.0 |
6,317.0 |
PP |
6,227.0 |
6,227.0 |
6,227.0 |
6,182.5 |
S1 |
6,102.0 |
6,102.0 |
6,253.0 |
6,012.0 |
S2 |
5,922.5 |
5,922.5 |
6,225.0 |
|
S3 |
5,618.0 |
5,797.5 |
6,197.5 |
|
S4 |
5,313.5 |
5,493.0 |
6,113.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,352.5 |
6,048.0 |
304.5 |
4.8% |
155.5 |
2.5% |
77% |
False |
False |
117,037 |
10 |
6,488.5 |
6,048.0 |
440.5 |
7.0% |
129.0 |
2.1% |
53% |
False |
False |
120,936 |
20 |
6,760.5 |
6,048.0 |
712.5 |
11.3% |
118.0 |
1.9% |
33% |
False |
False |
116,679 |
40 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
102.5 |
1.6% |
31% |
False |
False |
110,017 |
60 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
100.5 |
1.6% |
31% |
False |
False |
94,677 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.4% |
97.5 |
1.6% |
42% |
False |
False |
71,074 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.9% |
93.0 |
1.5% |
41% |
False |
False |
56,916 |
120 |
6,856.0 |
5,899.0 |
957.0 |
15.2% |
85.5 |
1.4% |
40% |
False |
False |
47,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,797.0 |
2.618 |
6,603.5 |
1.618 |
6,485.0 |
1.000 |
6,412.0 |
0.618 |
6,366.5 |
HIGH |
6,293.5 |
0.618 |
6,248.0 |
0.500 |
6,234.0 |
0.382 |
6,220.5 |
LOW |
6,175.0 |
0.618 |
6,102.0 |
1.000 |
6,056.5 |
1.618 |
5,983.5 |
2.618 |
5,865.0 |
4.250 |
5,671.5 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,265.5 |
6,244.0 |
PP |
6,250.0 |
6,207.5 |
S1 |
6,234.0 |
6,171.0 |
|