Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,200.0 |
6,378.0 |
178.0 |
2.9% |
6,320.0 |
High |
6,350.5 |
6,388.5 |
38.0 |
0.6% |
6,352.5 |
Low |
6,131.5 |
6,295.5 |
164.0 |
2.7% |
6,048.0 |
Close |
6,333.5 |
6,354.0 |
20.5 |
0.3% |
6,281.0 |
Range |
219.0 |
93.0 |
-126.0 |
-57.5% |
304.5 |
ATR |
134.4 |
131.4 |
-3.0 |
-2.2% |
0.0 |
Volume |
151,097 |
132,515 |
-18,582 |
-12.3% |
585,185 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,625.0 |
6,582.5 |
6,405.0 |
|
R3 |
6,532.0 |
6,489.5 |
6,379.5 |
|
R2 |
6,439.0 |
6,439.0 |
6,371.0 |
|
R1 |
6,396.5 |
6,396.5 |
6,362.5 |
6,371.0 |
PP |
6,346.0 |
6,346.0 |
6,346.0 |
6,333.5 |
S1 |
6,303.5 |
6,303.5 |
6,345.5 |
6,278.0 |
S2 |
6,253.0 |
6,253.0 |
6,337.0 |
|
S3 |
6,160.0 |
6,210.5 |
6,328.5 |
|
S4 |
6,067.0 |
6,117.5 |
6,303.0 |
|
|
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 |
6,388.5 |
6,083.5 |
305.0 |
4.8% |
141.0 |
2.2% |
89% |
True |
False |
112,298 |
10 |
6,388.5 |
6,048.0 |
340.5 |
5.4% |
144.0 |
2.3% |
90% |
True |
False |
119,823 |
20 |
6,599.0 |
6,048.0 |
551.0 |
8.7% |
129.5 |
2.0% |
56% |
False |
False |
125,022 |
40 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
109.0 |
1.7% |
41% |
False |
False |
111,110 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
104.0 |
1.6% |
41% |
False |
False |
102,516 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.2% |
103.5 |
1.6% |
50% |
False |
False |
77,214 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
96.5 |
1.5% |
49% |
False |
False |
61,828 |
120 |
6,856.0 |
5,899.0 |
957.0 |
15.1% |
89.5 |
1.4% |
48% |
False |
False |
51,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,784.0 |
2.618 |
6,632.0 |
1.618 |
6,539.0 |
1.000 |
6,481.5 |
0.618 |
6,446.0 |
HIGH |
6,388.5 |
0.618 |
6,353.0 |
0.500 |
6,342.0 |
0.382 |
6,331.0 |
LOW |
6,295.5 |
0.618 |
6,238.0 |
1.000 |
6,202.5 |
1.618 |
6,145.0 |
2.618 |
6,052.0 |
4.250 |
5,900.0 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,350.0 |
6,314.5 |
PP |
6,346.0 |
6,275.5 |
S1 |
6,342.0 |
6,236.0 |
|