Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,450.0 |
6,518.0 |
68.0 |
1.1% |
6,563.0 |
High |
6,453.0 |
6,520.0 |
67.0 |
1.0% |
6,588.0 |
Low |
6,362.0 |
6,467.0 |
105.0 |
1.7% |
6,335.0 |
Close |
6,387.0 |
6,476.0 |
89.0 |
1.4% |
6,355.0 |
Range |
91.0 |
53.0 |
-38.0 |
-41.8% |
253.0 |
ATR |
105.8 |
107.7 |
1.9 |
1.8% |
0.0 |
Volume |
28,867 |
24,632 |
-4,235 |
-14.7% |
112,032 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,646.7 |
6,614.3 |
6,505.2 |
|
R3 |
6,593.7 |
6,561.3 |
6,490.6 |
|
R2 |
6,540.7 |
6,540.7 |
6,485.7 |
|
R1 |
6,508.3 |
6,508.3 |
6,480.9 |
6,498.0 |
PP |
6,487.7 |
6,487.7 |
6,487.7 |
6,482.5 |
S1 |
6,455.3 |
6,455.3 |
6,471.1 |
6,445.0 |
S2 |
6,434.7 |
6,434.7 |
6,466.3 |
|
S3 |
6,381.7 |
6,402.3 |
6,461.4 |
|
S4 |
6,328.7 |
6,349.3 |
6,446.9 |
|
|
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 |
6,520.0 |
6,338.0 |
182.0 |
2.8% |
77.4 |
1.2% |
76% |
True |
False |
23,294 |
10 |
6,588.0 |
6,335.0 |
253.0 |
3.9% |
72.5 |
1.1% |
56% |
False |
False |
23,888 |
20 |
6,746.0 |
6,335.0 |
411.0 |
6.3% |
79.8 |
1.2% |
34% |
False |
False |
25,332 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
75.8 |
1.2% |
26% |
False |
False |
22,723 |
60 |
6,880.0 |
6,204.0 |
676.0 |
10.4% |
72.5 |
1.1% |
40% |
False |
False |
22,996 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.7% |
73.1 |
1.1% |
68% |
False |
False |
17,277 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.7% |
67.8 |
1.0% |
68% |
False |
False |
13,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,745.3 |
2.618 |
6,658.8 |
1.618 |
6,605.8 |
1.000 |
6,573.0 |
0.618 |
6,552.8 |
HIGH |
6,520.0 |
0.618 |
6,499.8 |
0.500 |
6,493.5 |
0.382 |
6,487.2 |
LOW |
6,467.0 |
0.618 |
6,434.2 |
1.000 |
6,414.0 |
1.618 |
6,381.2 |
2.618 |
6,328.2 |
4.250 |
6,241.8 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,493.5 |
6,464.3 |
PP |
6,487.7 |
6,452.7 |
S1 |
6,481.8 |
6,441.0 |
|