Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,109.48 |
13,176.30 |
66.82 |
0.5% |
13,039.16 |
High |
13,211.17 |
13,176.30 |
-34.87 |
-0.3% |
13,367.17 |
Low |
13,050.55 |
12,937.63 |
-112.92 |
-0.9% |
12,975.11 |
Close |
13,176.79 |
12,958.45 |
-218.34 |
-1.7% |
13,176.79 |
Range |
160.62 |
238.67 |
78.05 |
48.6% |
392.06 |
ATR |
202.16 |
204.80 |
2.64 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,740.14 |
13,587.96 |
13,089.72 |
|
R3 |
13,501.47 |
13,349.29 |
13,024.08 |
|
R2 |
13,262.80 |
13,262.80 |
13,002.21 |
|
R1 |
13,110.62 |
13,110.62 |
12,980.33 |
13,067.38 |
PP |
13,024.13 |
13,024.13 |
13,024.13 |
13,002.50 |
S1 |
12,871.95 |
12,871.95 |
12,936.57 |
12,828.71 |
S2 |
12,785.46 |
12,785.46 |
12,914.69 |
|
S3 |
12,546.79 |
12,633.28 |
12,892.82 |
|
S4 |
12,308.12 |
12,394.61 |
12,827.18 |
|
|
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 |
12,937.63 |
429.54 |
3.3% |
223.85 |
1.7% |
5% |
False |
True |
|
10 |
13,669.72 |
12,937.63 |
732.09 |
5.6% |
233.98 |
1.8% |
3% |
False |
True |
|
20 |
13,962.53 |
12,937.63 |
1,024.90 |
7.9% |
207.43 |
1.6% |
2% |
False |
True |
|
40 |
14,198.10 |
12,937.63 |
1,260.47 |
9.7% |
175.61 |
1.4% |
2% |
False |
True |
|
60 |
14,198.10 |
12,937.63 |
1,260.47 |
9.7% |
173.20 |
1.3% |
2% |
False |
True |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
13.0% |
189.04 |
1.5% |
26% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.0% |
182.29 |
1.4% |
26% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.0% |
175.16 |
1.4% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,190.65 |
2.618 |
13,801.14 |
1.618 |
13,562.47 |
1.000 |
13,414.97 |
0.618 |
13,323.80 |
HIGH |
13,176.30 |
0.618 |
13,085.13 |
0.500 |
13,056.97 |
0.382 |
13,028.80 |
LOW |
12,937.63 |
0.618 |
12,790.13 |
1.000 |
12,698.96 |
1.618 |
12,551.46 |
2.618 |
12,312.79 |
4.250 |
11,923.28 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,056.97 |
13,099.89 |
PP |
13,024.13 |
13,052.74 |
S1 |
12,991.29 |
13,005.60 |
|