Trading Metrics calculated at close of trading on 20-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,176.30 |
12,955.92 |
-220.38 |
-1.7% |
13,039.16 |
High |
13,176.30 |
13,107.37 |
-68.93 |
-0.5% |
13,367.17 |
Low |
12,937.63 |
12,839.68 |
-97.95 |
-0.8% |
12,975.11 |
Close |
12,958.45 |
13,010.06 |
51.61 |
0.4% |
13,176.79 |
Range |
238.67 |
267.69 |
29.02 |
12.2% |
392.06 |
ATR |
204.80 |
209.29 |
4.49 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,788.77 |
13,667.11 |
13,157.29 |
|
R3 |
13,521.08 |
13,399.42 |
13,083.67 |
|
R2 |
13,253.39 |
13,253.39 |
13,059.14 |
|
R1 |
13,131.73 |
13,131.73 |
13,034.60 |
13,192.56 |
PP |
12,985.70 |
12,985.70 |
12,985.70 |
13,016.12 |
S1 |
12,864.04 |
12,864.04 |
12,985.52 |
12,924.87 |
S2 |
12,718.01 |
12,718.01 |
12,960.98 |
|
S3 |
12,450.32 |
12,596.35 |
12,936.45 |
|
S4 |
12,182.63 |
12,328.66 |
12,862.83 |
|
|
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 |
12,839.68 |
527.49 |
4.1% |
208.52 |
1.6% |
32% |
False |
True |
|
10 |
13,647.29 |
12,839.68 |
807.61 |
6.2% |
244.96 |
1.9% |
21% |
False |
True |
|
20 |
13,962.53 |
12,839.68 |
1,122.85 |
8.6% |
213.63 |
1.6% |
15% |
False |
True |
|
40 |
14,198.10 |
12,839.68 |
1,358.42 |
10.4% |
180.03 |
1.4% |
13% |
False |
True |
|
60 |
14,198.10 |
12,839.68 |
1,358.42 |
10.4% |
176.30 |
1.4% |
13% |
False |
True |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
190.15 |
1.5% |
29% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
182.86 |
1.4% |
29% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
176.83 |
1.4% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,245.05 |
2.618 |
13,808.18 |
1.618 |
13,540.49 |
1.000 |
13,375.06 |
0.618 |
13,272.80 |
HIGH |
13,107.37 |
0.618 |
13,005.11 |
0.500 |
12,973.53 |
0.382 |
12,941.94 |
LOW |
12,839.68 |
0.618 |
12,674.25 |
1.000 |
12,571.99 |
1.618 |
12,406.56 |
2.618 |
12,138.87 |
4.250 |
11,702.00 |
|
|
Fisher Pivots for day following 20-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,997.88 |
13,025.43 |
PP |
12,985.70 |
13,020.30 |
S1 |
12,973.53 |
13,015.18 |
|