Trading Metrics calculated at close of trading on 16-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,612.0 |
6,524.0 |
-88.0 |
-1.3% |
6,530.0 |
High |
6,647.0 |
6,538.0 |
-109.0 |
-1.6% |
6,647.0 |
Low |
6,545.0 |
6,481.0 |
-64.0 |
-1.0% |
6,452.0 |
Close |
6,580.0 |
6,503.0 |
-77.0 |
-1.2% |
6,503.0 |
Range |
102.0 |
57.0 |
-45.0 |
-44.1% |
195.0 |
ATR |
106.4 |
105.9 |
-0.5 |
-0.5% |
0.0 |
Volume |
23,684 |
22,236 |
-1,448 |
-6.1% |
128,140 |
|
Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,678.3 |
6,647.7 |
6,534.4 |
|
R3 |
6,621.3 |
6,590.7 |
6,518.7 |
|
R2 |
6,564.3 |
6,564.3 |
6,513.5 |
|
R1 |
6,533.7 |
6,533.7 |
6,508.2 |
6,520.5 |
PP |
6,507.3 |
6,507.3 |
6,507.3 |
6,500.8 |
S1 |
6,476.7 |
6,476.7 |
6,497.8 |
6,463.5 |
S2 |
6,450.3 |
6,450.3 |
6,492.6 |
|
S3 |
6,393.3 |
6,419.7 |
6,487.3 |
|
S4 |
6,336.3 |
6,362.7 |
6,471.7 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,119.0 |
7,006.0 |
6,610.3 |
|
R3 |
6,924.0 |
6,811.0 |
6,556.6 |
|
R2 |
6,729.0 |
6,729.0 |
6,538.8 |
|
R1 |
6,616.0 |
6,616.0 |
6,520.9 |
6,575.0 |
PP |
6,534.0 |
6,534.0 |
6,534.0 |
6,513.5 |
S1 |
6,421.0 |
6,421.0 |
6,485.1 |
6,380.0 |
S2 |
6,339.0 |
6,339.0 |
6,467.3 |
|
S3 |
6,144.0 |
6,226.0 |
6,449.4 |
|
S4 |
5,949.0 |
6,031.0 |
6,395.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,647.0 |
6,452.0 |
195.0 |
3.0% |
83.6 |
1.3% |
26% |
False |
False |
25,628 |
10 |
6,743.0 |
6,452.0 |
291.0 |
4.5% |
86.3 |
1.3% |
18% |
False |
False |
26,400 |
20 |
6,880.0 |
6,452.0 |
428.0 |
6.6% |
77.2 |
1.2% |
12% |
False |
False |
24,732 |
40 |
6,880.0 |
6,441.0 |
439.0 |
6.8% |
73.7 |
1.1% |
14% |
False |
False |
21,834 |
60 |
6,880.0 |
6,080.0 |
800.0 |
12.3% |
68.8 |
1.1% |
53% |
False |
False |
19,406 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.6% |
72.8 |
1.1% |
70% |
False |
False |
14,579 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.6% |
63.7 |
1.0% |
70% |
False |
False |
11,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,780.3 |
2.618 |
6,687.2 |
1.618 |
6,630.2 |
1.000 |
6,595.0 |
0.618 |
6,573.2 |
HIGH |
6,538.0 |
0.618 |
6,516.2 |
0.500 |
6,509.5 |
0.382 |
6,502.8 |
LOW |
6,481.0 |
0.618 |
6,445.8 |
1.000 |
6,424.0 |
1.618 |
6,388.8 |
2.618 |
6,331.8 |
4.250 |
6,238.8 |
|
|
Fisher Pivots for day following 16-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,509.5 |
6,564.0 |
PP |
6,507.3 |
6,543.7 |
S1 |
6,505.2 |
6,523.3 |
|