Trading Metrics calculated at close of trading on 28-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,176.0 |
6,200.0 |
24.0 |
0.4% |
6,320.0 |
High |
6,223.5 |
6,350.5 |
127.0 |
2.0% |
6,352.5 |
Low |
6,083.5 |
6,131.5 |
48.0 |
0.8% |
6,048.0 |
Close |
6,159.0 |
6,333.5 |
174.5 |
2.8% |
6,281.0 |
Range |
140.0 |
219.0 |
79.0 |
56.4% |
304.5 |
ATR |
127.9 |
134.4 |
6.5 |
5.1% |
0.0 |
Volume |
106,881 |
151,097 |
44,216 |
41.4% |
585,185 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,929.0 |
6,850.0 |
6,454.0 |
|
R3 |
6,710.0 |
6,631.0 |
6,393.5 |
|
R2 |
6,491.0 |
6,491.0 |
6,373.5 |
|
R1 |
6,412.0 |
6,412.0 |
6,353.5 |
6,451.5 |
PP |
6,272.0 |
6,272.0 |
6,272.0 |
6,291.5 |
S1 |
6,193.0 |
6,193.0 |
6,313.5 |
6,232.5 |
S2 |
6,053.0 |
6,053.0 |
6,293.5 |
|
S3 |
5,834.0 |
5,974.0 |
6,273.5 |
|
S4 |
5,615.0 |
5,755.0 |
6,213.0 |
|
|
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 |
6,350.5 |
6,048.0 |
302.5 |
4.8% |
151.5 |
2.4% |
94% |
True |
False |
99,537 |
10 |
6,488.5 |
6,048.0 |
440.5 |
7.0% |
148.5 |
2.3% |
65% |
False |
False |
118,891 |
20 |
6,759.0 |
6,048.0 |
711.0 |
11.2% |
133.5 |
2.1% |
40% |
False |
False |
122,451 |
40 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
109.0 |
1.7% |
38% |
False |
False |
109,973 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
104.5 |
1.7% |
38% |
False |
False |
100,319 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.3% |
103.0 |
1.6% |
48% |
False |
False |
75,577 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.8% |
96.0 |
1.5% |
46% |
False |
False |
60,505 |
120 |
6,856.0 |
5,899.0 |
957.0 |
15.1% |
89.5 |
1.4% |
45% |
False |
False |
50,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,281.0 |
2.618 |
6,924.0 |
1.618 |
6,705.0 |
1.000 |
6,569.5 |
0.618 |
6,486.0 |
HIGH |
6,350.5 |
0.618 |
6,267.0 |
0.500 |
6,241.0 |
0.382 |
6,215.0 |
LOW |
6,131.5 |
0.618 |
5,996.0 |
1.000 |
5,912.5 |
1.618 |
5,777.0 |
2.618 |
5,558.0 |
4.250 |
5,201.0 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,302.5 |
6,294.5 |
PP |
6,272.0 |
6,256.0 |
S1 |
6,241.0 |
6,217.0 |
|