Trading Metrics calculated at close of trading on 26-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,796.07 |
12,979.99 |
183.92 |
1.4% |
13,176.30 |
High |
12,980.88 |
13,037.30 |
56.42 |
0.4% |
13,176.30 |
Low |
12,796.07 |
12,724.09 |
-71.98 |
-0.6% |
12,786.03 |
Close |
12,980.88 |
12,748.31 |
-232.57 |
-1.8% |
12,980.88 |
Range |
184.81 |
313.21 |
128.40 |
69.5% |
390.27 |
ATR |
208.52 |
216.00 |
7.48 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,776.20 |
13,575.46 |
12,920.58 |
|
R3 |
13,462.99 |
13,262.25 |
12,834.44 |
|
R2 |
13,149.78 |
13,149.78 |
12,805.73 |
|
R1 |
12,949.04 |
12,949.04 |
12,777.02 |
12,892.81 |
PP |
12,836.57 |
12,836.57 |
12,836.57 |
12,808.45 |
S1 |
12,635.83 |
12,635.83 |
12,719.60 |
12,579.60 |
S2 |
12,523.36 |
12,523.36 |
12,690.89 |
|
S3 |
12,210.15 |
12,322.62 |
12,662.18 |
|
S4 |
11,896.94 |
12,009.41 |
12,576.04 |
|
|
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 |
13,176.30 |
12,724.09 |
452.21 |
3.5% |
245.21 |
1.9% |
5% |
False |
True |
|
10 |
13,367.17 |
12,724.09 |
643.08 |
5.0% |
228.83 |
1.8% |
4% |
False |
True |
|
20 |
13,962.53 |
12,724.09 |
1,238.44 |
9.7% |
222.12 |
1.7% |
2% |
False |
True |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.6% |
191.44 |
1.5% |
2% |
False |
True |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.6% |
177.21 |
1.4% |
2% |
False |
True |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
13.2% |
190.25 |
1.5% |
14% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.2% |
187.51 |
1.5% |
14% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.2% |
179.92 |
1.4% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,368.44 |
2.618 |
13,857.28 |
1.618 |
13,544.07 |
1.000 |
13,350.51 |
0.618 |
13,230.86 |
HIGH |
13,037.30 |
0.618 |
12,917.65 |
0.500 |
12,880.70 |
0.382 |
12,843.74 |
LOW |
12,724.09 |
0.618 |
12,530.53 |
1.000 |
12,410.88 |
1.618 |
12,217.32 |
2.618 |
11,904.11 |
4.250 |
11,392.95 |
|
|
Fisher Pivots for day following 26-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,880.70 |
12,880.70 |
PP |
12,836.57 |
12,836.57 |
S1 |
12,792.44 |
12,792.44 |
|