Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,975.11 |
13,305.47 |
330.36 |
2.5% |
13,592.58 |
High |
13,319.45 |
13,367.17 |
47.72 |
0.4% |
13,669.72 |
Low |
12,975.11 |
13,197.84 |
222.73 |
1.7% |
13,017.30 |
Close |
13,307.09 |
13,223.93 |
-83.16 |
-0.6% |
13,039.49 |
Range |
344.34 |
169.33 |
-175.01 |
-50.8% |
652.42 |
ATR |
208.05 |
205.28 |
-2.77 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,770.97 |
13,666.78 |
13,317.06 |
|
R3 |
13,601.64 |
13,497.45 |
13,270.50 |
|
R2 |
13,432.31 |
13,432.31 |
13,254.97 |
|
R1 |
13,328.12 |
13,328.12 |
13,239.45 |
13,295.55 |
PP |
13,262.98 |
13,262.98 |
13,262.98 |
13,246.70 |
S1 |
13,158.79 |
13,158.79 |
13,208.41 |
13,126.22 |
S2 |
13,093.65 |
13,093.65 |
13,192.89 |
|
S3 |
12,924.32 |
12,989.46 |
13,177.36 |
|
S4 |
12,754.99 |
12,820.13 |
13,130.80 |
|
|
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 |
13,367.17 |
12,975.11 |
392.06 |
3.0% |
242.93 |
1.8% |
63% |
True |
False |
|
10 |
13,924.16 |
12,975.11 |
949.05 |
7.2% |
246.76 |
1.9% |
26% |
False |
False |
|
20 |
13,962.53 |
12,975.11 |
987.42 |
7.5% |
209.64 |
1.6% |
25% |
False |
False |
|
40 |
14,198.10 |
12,975.11 |
1,222.99 |
9.2% |
168.31 |
1.3% |
20% |
False |
False |
|
60 |
14,198.10 |
12,975.11 |
1,222.99 |
9.2% |
170.81 |
1.3% |
20% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
192.11 |
1.5% |
42% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
180.50 |
1.4% |
42% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
172.92 |
1.3% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,086.82 |
2.618 |
13,810.48 |
1.618 |
13,641.15 |
1.000 |
13,536.50 |
0.618 |
13,471.82 |
HIGH |
13,367.17 |
0.618 |
13,302.49 |
0.500 |
13,282.51 |
0.382 |
13,262.52 |
LOW |
13,197.84 |
0.618 |
13,093.19 |
1.000 |
13,028.51 |
1.618 |
12,923.86 |
2.618 |
12,754.53 |
4.250 |
12,478.19 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,282.51 |
13,206.33 |
PP |
13,262.98 |
13,188.74 |
S1 |
13,243.46 |
13,171.14 |
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