Trading Metrics calculated at close of trading on 16-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,230.68 |
13,109.48 |
-121.20 |
-0.9% |
13,039.16 |
High |
13,262.14 |
13,211.17 |
-50.97 |
-0.4% |
13,367.17 |
Low |
13,055.83 |
13,050.55 |
-5.28 |
0.0% |
12,975.11 |
Close |
13,110.86 |
13,176.79 |
65.93 |
0.5% |
13,176.79 |
Range |
206.31 |
160.62 |
-45.69 |
-22.1% |
392.06 |
ATR |
205.35 |
202.16 |
-3.20 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,628.03 |
13,563.03 |
13,265.13 |
|
R3 |
13,467.41 |
13,402.41 |
13,220.96 |
|
R2 |
13,306.79 |
13,306.79 |
13,206.24 |
|
R1 |
13,241.79 |
13,241.79 |
13,191.51 |
13,274.29 |
PP |
13,146.17 |
13,146.17 |
13,146.17 |
13,162.42 |
S1 |
13,081.17 |
13,081.17 |
13,162.07 |
13,113.67 |
S2 |
12,985.55 |
12,985.55 |
13,147.34 |
|
S3 |
12,824.93 |
12,920.55 |
13,132.62 |
|
S4 |
12,664.31 |
12,759.93 |
13,088.45 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,349.20 |
14,155.06 |
13,392.42 |
|
R3 |
13,957.14 |
13,763.00 |
13,284.61 |
|
R2 |
13,565.08 |
13,565.08 |
13,248.67 |
|
R1 |
13,370.94 |
13,370.94 |
13,212.73 |
13,468.01 |
PP |
13,173.02 |
13,173.02 |
13,173.02 |
13,221.56 |
S1 |
12,978.88 |
12,978.88 |
13,140.85 |
13,075.95 |
S2 |
12,780.96 |
12,780.96 |
13,104.91 |
|
S3 |
12,388.90 |
12,586.82 |
13,068.97 |
|
S4 |
11,996.84 |
12,194.76 |
12,961.16 |
|
|
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% |
212.44 |
1.6% |
51% |
False |
False |
|
10 |
13,669.72 |
12,975.11 |
694.61 |
5.3% |
227.24 |
1.7% |
29% |
False |
False |
|
20 |
13,962.53 |
12,975.11 |
987.42 |
7.5% |
204.49 |
1.6% |
20% |
False |
False |
|
40 |
14,198.10 |
12,975.11 |
1,222.99 |
9.3% |
172.73 |
1.3% |
16% |
False |
False |
|
60 |
14,198.10 |
12,975.11 |
1,222.99 |
9.3% |
172.10 |
1.3% |
16% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
189.25 |
1.4% |
39% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
180.99 |
1.4% |
39% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
173.66 |
1.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,893.81 |
2.618 |
13,631.67 |
1.618 |
13,471.05 |
1.000 |
13,371.79 |
0.618 |
13,310.43 |
HIGH |
13,211.17 |
0.618 |
13,149.81 |
0.500 |
13,130.86 |
0.382 |
13,111.91 |
LOW |
13,050.55 |
0.618 |
12,951.29 |
1.000 |
12,889.93 |
1.618 |
12,790.67 |
2.618 |
12,630.05 |
4.250 |
12,367.92 |
|
|
Fisher Pivots for day following 16-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,161.48 |
13,208.86 |
PP |
13,146.17 |
13,198.17 |
S1 |
13,130.86 |
13,187.48 |
|