Trading Metrics calculated at close of trading on 30-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,287.91 |
13,314.25 |
26.34 |
0.2% |
12,979.99 |
High |
13,346.27 |
13,466.99 |
120.72 |
0.9% |
13,466.99 |
Low |
13,214.75 |
13,281.65 |
66.90 |
0.5% |
12,724.09 |
Close |
13,311.73 |
13,371.72 |
59.99 |
0.5% |
13,371.72 |
Range |
131.52 |
185.34 |
53.82 |
40.9% |
742.90 |
ATR |
221.95 |
219.33 |
-2.61 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,929.47 |
13,835.94 |
13,473.66 |
|
R3 |
13,744.13 |
13,650.60 |
13,422.69 |
|
R2 |
13,558.79 |
13,558.79 |
13,405.70 |
|
R1 |
13,465.26 |
13,465.26 |
13,388.71 |
13,512.03 |
PP |
13,373.45 |
13,373.45 |
13,373.45 |
13,396.84 |
S1 |
13,279.92 |
13,279.92 |
13,354.73 |
13,326.69 |
S2 |
13,188.11 |
13,188.11 |
13,337.74 |
|
S3 |
13,002.77 |
13,094.58 |
13,320.75 |
|
S4 |
12,817.43 |
12,909.24 |
13,269.78 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,416.30 |
15,136.91 |
13,780.32 |
|
R3 |
14,673.40 |
14,394.01 |
13,576.02 |
|
R2 |
13,930.50 |
13,930.50 |
13,507.92 |
|
R1 |
13,651.11 |
13,651.11 |
13,439.82 |
13,790.81 |
PP |
13,187.60 |
13,187.60 |
13,187.60 |
13,257.45 |
S1 |
12,908.21 |
12,908.21 |
13,303.62 |
13,047.91 |
S2 |
12,444.70 |
12,444.70 |
13,235.52 |
|
S3 |
11,701.80 |
12,165.31 |
13,167.42 |
|
S4 |
10,958.90 |
11,422.41 |
12,963.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,466.99 |
12,724.09 |
742.90 |
5.6% |
248.99 |
1.9% |
87% |
True |
False |
|
10 |
13,466.99 |
12,724.09 |
742.90 |
5.6% |
231.84 |
1.7% |
87% |
True |
False |
|
20 |
13,669.72 |
12,724.09 |
945.63 |
7.1% |
230.86 |
1.7% |
68% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
203.05 |
1.5% |
44% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
181.35 |
1.4% |
44% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
188.40 |
1.4% |
51% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
192.56 |
1.4% |
51% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
182.26 |
1.4% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,254.69 |
2.618 |
13,952.21 |
1.618 |
13,766.87 |
1.000 |
13,652.33 |
0.618 |
13,581.53 |
HIGH |
13,466.99 |
0.618 |
13,396.19 |
0.500 |
13,374.32 |
0.382 |
13,352.45 |
LOW |
13,281.65 |
0.618 |
13,167.11 |
1.000 |
13,096.31 |
1.618 |
12,981.77 |
2.618 |
12,796.43 |
4.250 |
12,493.96 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,374.32 |
13,318.65 |
PP |
13,373.45 |
13,265.58 |
S1 |
13,372.59 |
13,212.52 |
|