Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,955.92 |
13,006.65 |
50.73 |
0.4% |
13,039.16 |
High |
13,107.37 |
13,007.71 |
-99.66 |
-0.8% |
13,367.17 |
Low |
12,839.68 |
12,786.03 |
-53.65 |
-0.4% |
12,975.11 |
Close |
13,010.06 |
12,799.04 |
-211.02 |
-1.6% |
13,176.79 |
Range |
267.69 |
221.68 |
-46.01 |
-17.2% |
392.06 |
ATR |
209.29 |
210.35 |
1.05 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,529.30 |
13,385.85 |
12,920.96 |
|
R3 |
13,307.62 |
13,164.17 |
12,860.00 |
|
R2 |
13,085.94 |
13,085.94 |
12,839.68 |
|
R1 |
12,942.49 |
12,942.49 |
12,819.36 |
12,903.38 |
PP |
12,864.26 |
12,864.26 |
12,864.26 |
12,844.70 |
S1 |
12,720.81 |
12,720.81 |
12,778.72 |
12,681.70 |
S2 |
12,642.58 |
12,642.58 |
12,758.40 |
|
S3 |
12,420.90 |
12,499.13 |
12,738.08 |
|
S4 |
12,199.22 |
12,277.45 |
12,677.12 |
|
|
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 |
13,262.14 |
12,786.03 |
476.11 |
3.7% |
218.99 |
1.7% |
3% |
False |
True |
|
10 |
13,367.17 |
12,786.03 |
581.14 |
4.5% |
230.96 |
1.8% |
2% |
False |
True |
|
20 |
13,962.53 |
12,786.03 |
1,176.50 |
9.2% |
213.70 |
1.7% |
1% |
False |
True |
|
40 |
14,198.10 |
12,786.03 |
1,412.07 |
11.0% |
182.16 |
1.4% |
1% |
False |
True |
|
60 |
14,198.10 |
12,786.03 |
1,412.07 |
11.0% |
175.26 |
1.4% |
1% |
False |
True |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
189.19 |
1.5% |
17% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
183.80 |
1.4% |
17% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
178.08 |
1.4% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,949.85 |
2.618 |
13,588.07 |
1.618 |
13,366.39 |
1.000 |
13,229.39 |
0.618 |
13,144.71 |
HIGH |
13,007.71 |
0.618 |
12,923.03 |
0.500 |
12,896.87 |
0.382 |
12,870.71 |
LOW |
12,786.03 |
0.618 |
12,649.03 |
1.000 |
12,564.35 |
1.618 |
12,427.35 |
2.618 |
12,205.67 |
4.250 |
11,843.89 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,896.87 |
12,981.17 |
PP |
12,864.26 |
12,920.46 |
S1 |
12,831.65 |
12,859.75 |
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