Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,367.0 |
6,385.0 |
18.0 |
0.3% |
6,563.0 |
High |
6,384.0 |
6,390.0 |
6.0 |
0.1% |
6,588.0 |
Low |
6,335.0 |
6,338.0 |
3.0 |
0.0% |
6,335.0 |
Close |
6,370.0 |
6,355.0 |
-15.0 |
-0.2% |
6,355.0 |
Range |
49.0 |
52.0 |
3.0 |
6.1% |
253.0 |
ATR |
105.9 |
102.1 |
-3.9 |
-3.6% |
0.0 |
Volume |
23,947 |
11,857 |
-12,090 |
-50.5% |
112,032 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,517.0 |
6,488.0 |
6,383.6 |
|
R3 |
6,465.0 |
6,436.0 |
6,369.3 |
|
R2 |
6,413.0 |
6,413.0 |
6,364.5 |
|
R1 |
6,384.0 |
6,384.0 |
6,359.8 |
6,372.5 |
PP |
6,361.0 |
6,361.0 |
6,361.0 |
6,355.3 |
S1 |
6,332.0 |
6,332.0 |
6,350.2 |
6,320.5 |
S2 |
6,309.0 |
6,309.0 |
6,345.5 |
|
S3 |
6,257.0 |
6,280.0 |
6,340.7 |
|
S4 |
6,205.0 |
6,228.0 |
6,326.4 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,185.0 |
7,023.0 |
6,494.2 |
|
R3 |
6,932.0 |
6,770.0 |
6,424.6 |
|
R2 |
6,679.0 |
6,679.0 |
6,401.4 |
|
R1 |
6,517.0 |
6,517.0 |
6,378.2 |
6,471.5 |
PP |
6,426.0 |
6,426.0 |
6,426.0 |
6,403.3 |
S1 |
6,264.0 |
6,264.0 |
6,331.8 |
6,218.5 |
S2 |
6,173.0 |
6,173.0 |
6,308.6 |
|
S3 |
5,920.0 |
6,011.0 |
6,285.4 |
|
S4 |
5,667.0 |
5,758.0 |
6,215.9 |
|
|
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% |
66.6 |
1.0% |
8% |
False |
False |
22,406 |
10 |
6,647.0 |
6,335.0 |
312.0 |
4.9% |
75.1 |
1.2% |
6% |
False |
False |
24,017 |
20 |
6,880.0 |
6,335.0 |
545.0 |
8.6% |
74.4 |
1.2% |
4% |
False |
False |
24,372 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.6% |
73.4 |
1.2% |
4% |
False |
False |
21,972 |
60 |
6,880.0 |
6,204.0 |
676.0 |
10.6% |
70.4 |
1.1% |
22% |
False |
False |
21,263 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
20.1% |
70.9 |
1.1% |
59% |
False |
False |
15,973 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.1% |
65.5 |
1.0% |
59% |
False |
False |
12,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,611.0 |
2.618 |
6,526.1 |
1.618 |
6,474.1 |
1.000 |
6,442.0 |
0.618 |
6,422.1 |
HIGH |
6,390.0 |
0.618 |
6,370.1 |
0.500 |
6,364.0 |
0.382 |
6,357.9 |
LOW |
6,338.0 |
0.618 |
6,305.9 |
1.000 |
6,286.0 |
1.618 |
6,253.9 |
2.618 |
6,201.9 |
4.250 |
6,117.0 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,364.0 |
6,419.0 |
PP |
6,361.0 |
6,397.7 |
S1 |
6,358.0 |
6,376.3 |
|