Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,039.16 |
12,975.11 |
-64.05 |
-0.5% |
13,592.58 |
High |
13,162.64 |
13,319.45 |
156.81 |
1.2% |
13,669.72 |
Low |
12,981.04 |
12,975.11 |
-5.93 |
0.0% |
13,017.30 |
Close |
12,987.55 |
13,307.09 |
319.54 |
2.5% |
13,039.49 |
Range |
181.60 |
344.34 |
162.74 |
89.6% |
652.42 |
ATR |
197.56 |
208.05 |
10.48 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,233.57 |
14,114.67 |
13,496.48 |
|
R3 |
13,889.23 |
13,770.33 |
13,401.78 |
|
R2 |
13,544.89 |
13,544.89 |
13,370.22 |
|
R1 |
13,425.99 |
13,425.99 |
13,338.65 |
13,485.44 |
PP |
13,200.55 |
13,200.55 |
13,200.55 |
13,230.28 |
S1 |
13,081.65 |
13,081.65 |
13,275.53 |
13,141.10 |
S2 |
12,856.21 |
12,856.21 |
13,243.96 |
|
S3 |
12,511.87 |
12,737.31 |
13,212.40 |
|
S4 |
12,167.53 |
12,392.97 |
13,117.70 |
|
|
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 |
13,647.29 |
12,975.11 |
672.18 |
5.1% |
281.39 |
2.1% |
49% |
False |
True |
|
10 |
13,962.53 |
12,975.11 |
987.42 |
7.4% |
249.31 |
1.9% |
34% |
False |
True |
|
20 |
14,012.84 |
12,975.11 |
1,037.73 |
7.8% |
213.08 |
1.6% |
32% |
False |
True |
|
40 |
14,198.10 |
12,975.11 |
1,222.99 |
9.2% |
167.26 |
1.3% |
27% |
False |
True |
|
60 |
14,198.10 |
12,975.11 |
1,222.99 |
9.2% |
170.09 |
1.3% |
27% |
False |
True |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
192.98 |
1.5% |
47% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
180.69 |
1.4% |
47% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
172.14 |
1.3% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,782.90 |
2.618 |
14,220.93 |
1.618 |
13,876.59 |
1.000 |
13,663.79 |
0.618 |
13,532.25 |
HIGH |
13,319.45 |
0.618 |
13,187.91 |
0.500 |
13,147.28 |
0.382 |
13,106.65 |
LOW |
12,975.11 |
0.618 |
12,762.31 |
1.000 |
12,630.77 |
1.618 |
12,417.97 |
2.618 |
12,073.63 |
4.250 |
11,511.67 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,253.82 |
13,253.82 |
PP |
13,200.55 |
13,200.55 |
S1 |
13,147.28 |
13,147.28 |
|