Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
12,958.04 |
13,287.91 |
329.87 |
2.5% |
13,176.30 |
High |
13,325.87 |
13,346.27 |
20.40 |
0.2% |
13,176.30 |
Low |
12,958.04 |
13,214.75 |
256.71 |
2.0% |
12,786.03 |
Close |
13,289.45 |
13,311.73 |
22.28 |
0.2% |
12,980.88 |
Range |
367.83 |
131.52 |
-236.31 |
-64.2% |
390.27 |
ATR |
228.91 |
221.95 |
-6.96 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,685.48 |
13,630.12 |
13,384.07 |
|
R3 |
13,553.96 |
13,498.60 |
13,347.90 |
|
R2 |
13,422.44 |
13,422.44 |
13,335.84 |
|
R1 |
13,367.08 |
13,367.08 |
13,323.79 |
13,394.76 |
PP |
13,290.92 |
13,290.92 |
13,290.92 |
13,304.76 |
S1 |
13,235.56 |
13,235.56 |
13,299.67 |
13,263.24 |
S2 |
13,159.40 |
13,159.40 |
13,287.62 |
|
S3 |
13,027.88 |
13,104.04 |
13,275.56 |
|
S4 |
12,896.36 |
12,972.52 |
13,239.39 |
|
|
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 |
13,346.27 |
12,724.09 |
622.18 |
4.7% |
248.89 |
1.9% |
94% |
True |
False |
|
10 |
13,346.27 |
12,724.09 |
622.18 |
4.7% |
233.94 |
1.8% |
94% |
True |
False |
|
20 |
13,924.16 |
12,724.09 |
1,200.07 |
9.0% |
240.35 |
1.8% |
49% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
199.89 |
1.5% |
40% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
180.33 |
1.4% |
40% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
188.72 |
1.4% |
47% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
191.87 |
1.4% |
47% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
182.01 |
1.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,905.23 |
2.618 |
13,690.59 |
1.618 |
13,559.07 |
1.000 |
13,477.79 |
0.618 |
13,427.55 |
HIGH |
13,346.27 |
0.618 |
13,296.03 |
0.500 |
13,280.51 |
0.382 |
13,264.99 |
LOW |
13,214.75 |
0.618 |
13,133.47 |
1.000 |
13,083.23 |
1.618 |
13,001.95 |
2.618 |
12,870.43 |
4.250 |
12,655.79 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,301.32 |
13,223.00 |
PP |
13,290.92 |
13,134.26 |
S1 |
13,280.51 |
13,045.53 |
|