Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,006.65 |
12,796.07 |
-210.58 |
-1.6% |
13,176.30 |
High |
13,007.71 |
12,980.88 |
-26.83 |
-0.2% |
13,176.30 |
Low |
12,786.03 |
12,796.07 |
10.04 |
0.1% |
12,786.03 |
Close |
12,799.04 |
12,980.88 |
181.84 |
1.4% |
12,980.88 |
Range |
221.68 |
184.81 |
-36.87 |
-16.6% |
390.27 |
ATR |
210.35 |
208.52 |
-1.82 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,473.71 |
13,412.10 |
13,082.53 |
|
R3 |
13,288.90 |
13,227.29 |
13,031.70 |
|
R2 |
13,104.09 |
13,104.09 |
13,014.76 |
|
R1 |
13,042.48 |
13,042.48 |
12,997.82 |
13,073.29 |
PP |
12,919.28 |
12,919.28 |
12,919.28 |
12,934.68 |
S1 |
12,857.67 |
12,857.67 |
12,963.94 |
12,888.48 |
S2 |
12,734.47 |
12,734.47 |
12,947.00 |
|
S3 |
12,549.66 |
12,672.86 |
12,930.06 |
|
S4 |
12,364.85 |
12,488.05 |
12,879.23 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,151.88 |
13,956.65 |
13,195.53 |
|
R3 |
13,761.61 |
13,566.38 |
13,088.20 |
|
R2 |
13,371.34 |
13,371.34 |
13,052.43 |
|
R1 |
13,176.11 |
13,176.11 |
13,016.65 |
13,078.59 |
PP |
12,981.07 |
12,981.07 |
12,981.07 |
12,932.31 |
S1 |
12,785.84 |
12,785.84 |
12,945.11 |
12,688.32 |
S2 |
12,590.80 |
12,590.80 |
12,909.33 |
|
S3 |
12,200.53 |
12,395.57 |
12,873.56 |
|
S4 |
11,810.26 |
12,005.30 |
12,766.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,211.17 |
12,786.03 |
425.14 |
3.3% |
214.69 |
1.7% |
46% |
False |
False |
|
10 |
13,367.17 |
12,786.03 |
581.14 |
4.5% |
221.99 |
1.7% |
34% |
False |
False |
|
20 |
13,962.53 |
12,786.03 |
1,176.50 |
9.1% |
213.26 |
1.6% |
17% |
False |
False |
|
40 |
14,198.10 |
12,786.03 |
1,412.07 |
10.9% |
185.47 |
1.4% |
14% |
False |
False |
|
60 |
14,198.10 |
12,786.03 |
1,412.07 |
10.9% |
174.17 |
1.3% |
14% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
188.25 |
1.5% |
28% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
185.04 |
1.4% |
28% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
178.60 |
1.4% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,766.32 |
2.618 |
13,464.71 |
1.618 |
13,279.90 |
1.000 |
13,165.69 |
0.618 |
13,095.09 |
HIGH |
12,980.88 |
0.618 |
12,910.28 |
0.500 |
12,888.48 |
0.382 |
12,866.67 |
LOW |
12,796.07 |
0.618 |
12,681.86 |
1.000 |
12,611.26 |
1.618 |
12,497.05 |
2.618 |
12,312.24 |
4.250 |
12,010.63 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,950.08 |
12,969.49 |
PP |
12,919.28 |
12,958.09 |
S1 |
12,888.48 |
12,946.70 |
|