Trading Metrics calculated at close of trading on 27-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,979.99 |
12,744.78 |
-235.21 |
-1.8% |
13,176.30 |
High |
13,037.30 |
12,991.85 |
-45.45 |
-0.3% |
13,176.30 |
Low |
12,724.09 |
12,744.78 |
20.69 |
0.2% |
12,786.03 |
Close |
12,748.31 |
12,958.93 |
210.62 |
1.7% |
12,980.88 |
Range |
313.21 |
247.07 |
-66.14 |
-21.1% |
390.27 |
ATR |
216.00 |
218.22 |
2.22 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,639.73 |
13,546.40 |
13,094.82 |
|
R3 |
13,392.66 |
13,299.33 |
13,026.87 |
|
R2 |
13,145.59 |
13,145.59 |
13,004.23 |
|
R1 |
13,052.26 |
13,052.26 |
12,981.58 |
13,098.93 |
PP |
12,898.52 |
12,898.52 |
12,898.52 |
12,921.85 |
S1 |
12,805.19 |
12,805.19 |
12,936.28 |
12,851.86 |
S2 |
12,651.45 |
12,651.45 |
12,913.63 |
|
S3 |
12,404.38 |
12,558.12 |
12,890.99 |
|
S4 |
12,157.31 |
12,311.05 |
12,823.04 |
|
|
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 |
13,107.37 |
12,724.09 |
383.28 |
3.0% |
246.89 |
1.9% |
61% |
False |
False |
|
10 |
13,367.17 |
12,724.09 |
643.08 |
5.0% |
235.37 |
1.8% |
37% |
False |
False |
|
20 |
13,962.53 |
12,724.09 |
1,238.44 |
9.6% |
229.67 |
1.8% |
19% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.4% |
192.07 |
1.5% |
16% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.4% |
178.20 |
1.4% |
16% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
13.0% |
189.63 |
1.5% |
26% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.0% |
189.02 |
1.5% |
26% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.0% |
180.15 |
1.4% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,041.90 |
2.618 |
13,638.68 |
1.618 |
13,391.61 |
1.000 |
13,238.92 |
0.618 |
13,144.54 |
HIGH |
12,991.85 |
0.618 |
12,897.47 |
0.500 |
12,868.32 |
0.382 |
12,839.16 |
LOW |
12,744.78 |
0.618 |
12,592.09 |
1.000 |
12,497.71 |
1.618 |
12,345.02 |
2.618 |
12,097.95 |
4.250 |
11,694.73 |
|
|
Fisher Pivots for day following 27-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
12,928.73 |
12,932.85 |
PP |
12,898.52 |
12,906.77 |
S1 |
12,868.32 |
12,880.70 |
|