Trading Metrics calculated at close of trading on 22-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,498.0 |
6,367.0 |
-131.0 |
-2.0% |
6,530.0 |
High |
6,503.0 |
6,384.0 |
-119.0 |
-1.8% |
6,647.0 |
Low |
6,377.0 |
6,335.0 |
-42.0 |
-0.7% |
6,452.0 |
Close |
6,423.0 |
6,370.0 |
-53.0 |
-0.8% |
6,503.0 |
Range |
126.0 |
49.0 |
-77.0 |
-61.1% |
195.0 |
ATR |
107.3 |
105.9 |
-1.4 |
-1.3% |
0.0 |
Volume |
30,787 |
23,947 |
-6,840 |
-22.2% |
128,140 |
|
Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,510.0 |
6,489.0 |
6,397.0 |
|
R3 |
6,461.0 |
6,440.0 |
6,383.5 |
|
R2 |
6,412.0 |
6,412.0 |
6,379.0 |
|
R1 |
6,391.0 |
6,391.0 |
6,374.5 |
6,401.5 |
PP |
6,363.0 |
6,363.0 |
6,363.0 |
6,368.3 |
S1 |
6,342.0 |
6,342.0 |
6,365.5 |
6,352.5 |
S2 |
6,314.0 |
6,314.0 |
6,361.0 |
|
S3 |
6,265.0 |
6,293.0 |
6,356.5 |
|
S4 |
6,216.0 |
6,244.0 |
6,343.1 |
|
|
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 |
6,588.0 |
6,335.0 |
253.0 |
4.0% |
67.6 |
1.1% |
14% |
False |
True |
24,482 |
10 |
6,648.0 |
6,335.0 |
313.0 |
4.9% |
80.5 |
1.3% |
11% |
False |
True |
25,428 |
20 |
6,880.0 |
6,335.0 |
545.0 |
8.6% |
74.6 |
1.2% |
6% |
False |
True |
24,655 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.6% |
73.9 |
1.2% |
6% |
False |
True |
22,223 |
60 |
6,880.0 |
6,189.0 |
691.0 |
10.8% |
71.2 |
1.1% |
26% |
False |
False |
21,067 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
20.0% |
70.8 |
1.1% |
60% |
False |
False |
15,826 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.0% |
65.3 |
1.0% |
60% |
False |
False |
12,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,592.3 |
2.618 |
6,512.3 |
1.618 |
6,463.3 |
1.000 |
6,433.0 |
0.618 |
6,414.3 |
HIGH |
6,384.0 |
0.618 |
6,365.3 |
0.500 |
6,359.5 |
0.382 |
6,353.7 |
LOW |
6,335.0 |
0.618 |
6,304.7 |
1.000 |
6,286.0 |
1.618 |
6,255.7 |
2.618 |
6,206.7 |
4.250 |
6,126.8 |
|
|
Fisher Pivots for day following 22-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,366.5 |
6,419.0 |
PP |
6,363.0 |
6,402.7 |
S1 |
6,359.5 |
6,386.3 |
|