Trading Metrics calculated at close of trading on 12-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,261.17 |
13,039.16 |
-222.01 |
-1.7% |
13,592.58 |
High |
13,262.14 |
13,162.64 |
-99.50 |
-0.8% |
13,669.72 |
Low |
13,017.30 |
12,981.04 |
-36.26 |
-0.3% |
13,017.30 |
Close |
13,039.49 |
12,987.55 |
-51.94 |
-0.4% |
13,039.49 |
Range |
244.84 |
181.60 |
-63.24 |
-25.8% |
652.42 |
ATR |
198.79 |
197.56 |
-1.23 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,588.54 |
13,469.65 |
13,087.43 |
|
R3 |
13,406.94 |
13,288.05 |
13,037.49 |
|
R2 |
13,225.34 |
13,225.34 |
13,020.84 |
|
R1 |
13,106.45 |
13,106.45 |
13,004.20 |
13,075.10 |
PP |
13,043.74 |
13,043.74 |
13,043.74 |
13,028.07 |
S1 |
12,924.85 |
12,924.85 |
12,970.90 |
12,893.50 |
S2 |
12,862.14 |
12,862.14 |
12,954.26 |
|
S3 |
12,680.54 |
12,743.25 |
12,937.61 |
|
S4 |
12,498.94 |
12,561.65 |
12,887.67 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,199.43 |
14,771.88 |
13,398.32 |
|
R3 |
14,547.01 |
14,119.46 |
13,218.91 |
|
R2 |
13,894.59 |
13,894.59 |
13,159.10 |
|
R1 |
13,467.04 |
13,467.04 |
13,099.30 |
13,354.61 |
PP |
13,242.17 |
13,242.17 |
13,242.17 |
13,185.95 |
S1 |
12,814.62 |
12,814.62 |
12,979.68 |
12,702.19 |
S2 |
12,589.75 |
12,589.75 |
12,919.88 |
|
S3 |
11,937.33 |
12,162.20 |
12,860.07 |
|
S4 |
11,284.91 |
11,509.78 |
12,680.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,669.72 |
12,981.04 |
688.68 |
5.3% |
244.10 |
1.9% |
1% |
False |
True |
|
10 |
13,962.53 |
12,981.04 |
981.49 |
7.6% |
223.97 |
1.7% |
1% |
False |
True |
|
20 |
14,012.84 |
12,981.04 |
1,031.80 |
7.9% |
201.57 |
1.6% |
1% |
False |
True |
|
40 |
14,198.10 |
12,981.04 |
1,217.06 |
9.4% |
167.08 |
1.3% |
1% |
False |
True |
|
60 |
14,198.10 |
12,981.04 |
1,217.06 |
9.4% |
167.66 |
1.3% |
1% |
False |
True |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
190.21 |
1.5% |
28% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
179.10 |
1.4% |
28% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
170.95 |
1.3% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,934.44 |
2.618 |
13,638.07 |
1.618 |
13,456.47 |
1.000 |
13,344.24 |
0.618 |
13,274.87 |
HIGH |
13,162.64 |
0.618 |
13,093.27 |
0.500 |
13,071.84 |
0.382 |
13,050.41 |
LOW |
12,981.04 |
0.618 |
12,868.81 |
1.000 |
12,799.44 |
1.618 |
12,687.21 |
2.618 |
12,505.61 |
4.250 |
12,209.24 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,071.84 |
13,167.52 |
PP |
13,043.74 |
13,107.53 |
S1 |
13,015.65 |
13,047.54 |
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