Trading Metrics calculated at close of trading on 30-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,378.0 |
6,374.0 |
-4.0 |
-0.1% |
6,331.0 |
High |
6,388.5 |
6,480.5 |
92.0 |
1.4% |
6,480.5 |
Low |
6,295.5 |
6,355.5 |
60.0 |
1.0% |
6,083.5 |
Close |
6,354.0 |
6,462.0 |
108.0 |
1.7% |
6,462.0 |
Range |
93.0 |
125.0 |
32.0 |
34.4% |
397.0 |
ATR |
131.4 |
131.1 |
-0.4 |
-0.3% |
0.0 |
Volume |
132,515 |
106,544 |
-25,971 |
-19.6% |
599,332 |
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,807.5 |
6,760.0 |
6,531.0 |
|
R3 |
6,682.5 |
6,635.0 |
6,496.5 |
|
R2 |
6,557.5 |
6,557.5 |
6,485.0 |
|
R1 |
6,510.0 |
6,510.0 |
6,473.5 |
6,534.0 |
PP |
6,432.5 |
6,432.5 |
6,432.5 |
6,444.5 |
S1 |
6,385.0 |
6,385.0 |
6,450.5 |
6,409.0 |
S2 |
6,307.5 |
6,307.5 |
6,439.0 |
|
S3 |
6,182.5 |
6,260.0 |
6,427.5 |
|
S4 |
6,057.5 |
6,135.0 |
6,393.0 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,533.0 |
7,394.5 |
6,680.5 |
|
R3 |
7,136.0 |
6,997.5 |
6,571.0 |
|
R2 |
6,739.0 |
6,739.0 |
6,535.0 |
|
R1 |
6,600.5 |
6,600.5 |
6,498.5 |
6,670.0 |
PP |
6,342.0 |
6,342.0 |
6,342.0 |
6,376.5 |
S1 |
6,203.5 |
6,203.5 |
6,425.5 |
6,273.0 |
S2 |
5,945.0 |
5,945.0 |
6,389.0 |
|
S3 |
5,548.0 |
5,806.5 |
6,353.0 |
|
S4 |
5,151.0 |
5,409.5 |
6,243.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,480.5 |
6,083.5 |
397.0 |
6.1% |
142.5 |
2.2% |
95% |
True |
False |
119,866 |
10 |
6,480.5 |
6,048.0 |
432.5 |
6.7% |
149.0 |
2.3% |
96% |
True |
False |
118,451 |
20 |
6,553.5 |
6,048.0 |
505.5 |
7.8% |
131.5 |
2.0% |
82% |
False |
False |
122,905 |
40 |
6,802.0 |
6,048.0 |
754.0 |
11.7% |
111.0 |
1.7% |
55% |
False |
False |
111,035 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.7% |
103.5 |
1.6% |
55% |
False |
False |
104,267 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.0% |
104.0 |
1.6% |
62% |
False |
False |
78,543 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.5% |
97.0 |
1.5% |
60% |
False |
False |
62,891 |
120 |
6,856.0 |
5,899.0 |
957.0 |
14.8% |
90.0 |
1.4% |
59% |
False |
False |
52,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,012.0 |
2.618 |
6,808.0 |
1.618 |
6,683.0 |
1.000 |
6,605.5 |
0.618 |
6,558.0 |
HIGH |
6,480.5 |
0.618 |
6,433.0 |
0.500 |
6,418.0 |
0.382 |
6,403.0 |
LOW |
6,355.5 |
0.618 |
6,278.0 |
1.000 |
6,230.5 |
1.618 |
6,153.0 |
2.618 |
6,028.0 |
4.250 |
5,824.0 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,447.5 |
6,410.0 |
PP |
6,432.5 |
6,358.0 |
S1 |
6,418.0 |
6,306.0 |
|