Trading Metrics calculated at close of trading on 28-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,744.78 |
12,958.04 |
213.26 |
1.7% |
13,176.30 |
High |
12,991.85 |
13,325.87 |
334.02 |
2.6% |
13,176.30 |
Low |
12,744.78 |
12,958.04 |
213.26 |
1.7% |
12,786.03 |
Close |
12,958.93 |
13,289.45 |
330.52 |
2.6% |
12,980.88 |
Range |
247.07 |
367.83 |
120.76 |
48.9% |
390.27 |
ATR |
218.22 |
228.91 |
10.69 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,294.61 |
14,159.86 |
13,491.76 |
|
R3 |
13,926.78 |
13,792.03 |
13,390.60 |
|
R2 |
13,558.95 |
13,558.95 |
13,356.89 |
|
R1 |
13,424.20 |
13,424.20 |
13,323.17 |
13,491.58 |
PP |
13,191.12 |
13,191.12 |
13,191.12 |
13,224.81 |
S1 |
13,056.37 |
13,056.37 |
13,255.73 |
13,123.75 |
S2 |
12,823.29 |
12,823.29 |
13,222.01 |
|
S3 |
12,455.46 |
12,688.54 |
13,188.30 |
|
S4 |
12,087.63 |
12,320.71 |
13,087.14 |
|
|
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 |
13,325.87 |
12,724.09 |
601.78 |
4.5% |
266.92 |
2.0% |
94% |
True |
False |
|
10 |
13,367.17 |
12,724.09 |
643.08 |
4.8% |
237.72 |
1.8% |
88% |
False |
False |
|
20 |
13,962.53 |
12,724.09 |
1,238.44 |
9.3% |
243.52 |
1.8% |
46% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
198.88 |
1.5% |
38% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
181.38 |
1.4% |
38% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
190.33 |
1.4% |
46% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
192.09 |
1.4% |
46% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
181.71 |
1.4% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,889.15 |
2.618 |
14,288.85 |
1.618 |
13,921.02 |
1.000 |
13,693.70 |
0.618 |
13,553.19 |
HIGH |
13,325.87 |
0.618 |
13,185.36 |
0.500 |
13,141.96 |
0.382 |
13,098.55 |
LOW |
12,958.04 |
0.618 |
12,730.72 |
1.000 |
12,590.21 |
1.618 |
12,362.89 |
2.618 |
11,995.06 |
4.250 |
11,394.76 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,240.29 |
13,201.29 |
PP |
13,191.12 |
13,113.14 |
S1 |
13,141.96 |
13,024.98 |
|