Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,524.0 |
6,563.0 |
39.0 |
0.6% |
6,530.0 |
High |
6,538.0 |
6,588.0 |
50.0 |
0.8% |
6,647.0 |
Low |
6,481.0 |
6,536.0 |
55.0 |
0.8% |
6,452.0 |
Close |
6,503.0 |
6,539.0 |
36.0 |
0.6% |
6,503.0 |
Range |
57.0 |
52.0 |
-5.0 |
-8.8% |
195.0 |
ATR |
105.9 |
104.4 |
-1.5 |
-1.4% |
0.0 |
Volume |
22,236 |
20,802 |
-1,434 |
-6.4% |
128,140 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,710.3 |
6,676.7 |
6,567.6 |
|
R3 |
6,658.3 |
6,624.7 |
6,553.3 |
|
R2 |
6,606.3 |
6,606.3 |
6,548.5 |
|
R1 |
6,572.7 |
6,572.7 |
6,543.8 |
6,563.5 |
PP |
6,554.3 |
6,554.3 |
6,554.3 |
6,549.8 |
S1 |
6,520.7 |
6,520.7 |
6,534.2 |
6,511.5 |
S2 |
6,502.3 |
6,502.3 |
6,529.5 |
|
S3 |
6,450.3 |
6,468.7 |
6,524.7 |
|
S4 |
6,398.3 |
6,416.7 |
6,510.4 |
|
|
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% |
70.8 |
1.1% |
45% |
False |
False |
24,052 |
10 |
6,728.0 |
6,452.0 |
276.0 |
4.2% |
74.5 |
1.1% |
32% |
False |
False |
25,337 |
20 |
6,880.0 |
6,452.0 |
428.0 |
6.5% |
77.0 |
1.2% |
20% |
False |
False |
24,379 |
40 |
6,880.0 |
6,452.0 |
428.0 |
6.5% |
72.7 |
1.1% |
20% |
False |
False |
21,845 |
60 |
6,880.0 |
6,080.0 |
800.0 |
12.2% |
68.6 |
1.0% |
57% |
False |
False |
19,751 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
72.2 |
1.1% |
73% |
False |
False |
14,837 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
63.8 |
1.0% |
73% |
False |
False |
11,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,809.0 |
2.618 |
6,724.1 |
1.618 |
6,672.1 |
1.000 |
6,640.0 |
0.618 |
6,620.1 |
HIGH |
6,588.0 |
0.618 |
6,568.1 |
0.500 |
6,562.0 |
0.382 |
6,555.9 |
LOW |
6,536.0 |
0.618 |
6,503.9 |
1.000 |
6,484.0 |
1.618 |
6,451.9 |
2.618 |
6,399.9 |
4.250 |
6,315.0 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,562.0 |
6,564.0 |
PP |
6,554.3 |
6,555.7 |
S1 |
6,546.7 |
6,547.3 |
|