Trading Metrics calculated at close of trading on 15-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,305.47 |
13,230.68 |
-74.79 |
-0.6% |
13,592.58 |
High |
13,367.17 |
13,262.14 |
-105.03 |
-0.8% |
13,669.72 |
Low |
13,197.84 |
13,055.83 |
-142.01 |
-1.1% |
13,017.30 |
Close |
13,223.93 |
13,110.86 |
-113.07 |
-0.9% |
13,039.49 |
Range |
169.33 |
206.31 |
36.98 |
21.8% |
652.42 |
ATR |
205.28 |
205.35 |
0.07 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,761.87 |
13,642.68 |
13,224.33 |
|
R3 |
13,555.56 |
13,436.37 |
13,167.60 |
|
R2 |
13,349.25 |
13,349.25 |
13,148.68 |
|
R1 |
13,230.06 |
13,230.06 |
13,129.77 |
13,186.50 |
PP |
13,142.94 |
13,142.94 |
13,142.94 |
13,121.17 |
S1 |
13,023.75 |
13,023.75 |
13,091.95 |
12,980.19 |
S2 |
12,936.63 |
12,936.63 |
13,073.04 |
|
S3 |
12,730.32 |
12,817.44 |
13,054.12 |
|
S4 |
12,524.01 |
12,611.13 |
12,997.39 |
|
|
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% |
229.28 |
1.7% |
35% |
False |
False |
|
10 |
13,669.72 |
12,975.11 |
694.61 |
5.3% |
229.87 |
1.8% |
20% |
False |
False |
|
20 |
13,962.53 |
12,975.11 |
987.42 |
7.5% |
215.28 |
1.6% |
14% |
False |
False |
|
40 |
14,198.10 |
12,975.11 |
1,222.99 |
9.3% |
171.44 |
1.3% |
11% |
False |
False |
|
60 |
14,198.10 |
12,975.11 |
1,222.99 |
9.3% |
171.58 |
1.3% |
11% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
192.84 |
1.5% |
35% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
181.12 |
1.4% |
35% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
173.81 |
1.3% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,138.96 |
2.618 |
13,802.26 |
1.618 |
13,595.95 |
1.000 |
13,468.45 |
0.618 |
13,389.64 |
HIGH |
13,262.14 |
0.618 |
13,183.33 |
0.500 |
13,158.99 |
0.382 |
13,134.64 |
LOW |
13,055.83 |
0.618 |
12,928.33 |
1.000 |
12,849.52 |
1.618 |
12,722.02 |
2.618 |
12,515.71 |
4.250 |
12,179.01 |
|
|
Fisher Pivots for day following 15-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,158.99 |
13,171.14 |
PP |
13,142.94 |
13,151.05 |
S1 |
13,126.90 |
13,130.95 |
|