Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,640.0 |
7,662.5 |
22.5 |
0.3% |
7,882.0 |
High |
7,743.0 |
7,677.0 |
-66.0 |
-0.9% |
7,991.0 |
Low |
7,640.0 |
7,590.0 |
-50.0 |
-0.7% |
7,675.0 |
Close |
7,740.0 |
7,634.5 |
-105.5 |
-1.4% |
7,722.0 |
Range |
103.0 |
87.0 |
-16.0 |
-15.5% |
316.0 |
ATR |
112.5 |
115.2 |
2.7 |
2.4% |
0.0 |
Volume |
715 |
1,720 |
1,005 |
140.6% |
3,659 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,894.8 |
7,851.7 |
7,682.4 |
|
R3 |
7,807.8 |
7,764.7 |
7,658.4 |
|
R2 |
7,720.8 |
7,720.8 |
7,650.5 |
|
R1 |
7,677.7 |
7,677.7 |
7,642.5 |
7,655.8 |
PP |
7,633.8 |
7,633.8 |
7,633.8 |
7,622.9 |
S1 |
7,590.7 |
7,590.7 |
7,626.5 |
7,568.8 |
S2 |
7,546.8 |
7,546.8 |
7,618.6 |
|
S3 |
7,459.8 |
7,503.7 |
7,610.6 |
|
S4 |
7,372.8 |
7,416.7 |
7,586.7 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,744.0 |
8,549.0 |
7,895.8 |
|
R3 |
8,428.0 |
8,233.0 |
7,808.9 |
|
R2 |
8,112.0 |
8,112.0 |
7,779.9 |
|
R1 |
7,917.0 |
7,917.0 |
7,751.0 |
7,856.5 |
PP |
7,796.0 |
7,796.0 |
7,796.0 |
7,765.8 |
S1 |
7,601.0 |
7,601.0 |
7,693.0 |
7,540.5 |
S2 |
7,480.0 |
7,480.0 |
7,664.1 |
|
S3 |
7,164.0 |
7,285.0 |
7,635.1 |
|
S4 |
6,848.0 |
6,969.0 |
7,548.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,916.5 |
7,590.0 |
326.5 |
4.3% |
130.7 |
1.7% |
14% |
False |
True |
1,042 |
10 |
8,033.0 |
7,590.0 |
443.0 |
5.8% |
127.2 |
1.7% |
10% |
False |
True |
788 |
20 |
8,176.0 |
7,590.0 |
586.0 |
7.7% |
107.0 |
1.4% |
8% |
False |
True |
589 |
40 |
8,204.5 |
7,590.0 |
614.5 |
8.0% |
87.9 |
1.2% |
7% |
False |
True |
629 |
60 |
8,204.5 |
7,569.5 |
635.0 |
8.3% |
89.1 |
1.2% |
10% |
False |
False |
942 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.6% |
91.9 |
1.2% |
29% |
False |
False |
736 |
100 |
8,390.0 |
7,398.0 |
992.0 |
13.0% |
98.4 |
1.3% |
24% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,046.8 |
2.618 |
7,904.8 |
1.618 |
7,817.8 |
1.000 |
7,764.0 |
0.618 |
7,730.8 |
HIGH |
7,677.0 |
0.618 |
7,643.8 |
0.500 |
7,633.5 |
0.382 |
7,623.2 |
LOW |
7,590.0 |
0.618 |
7,536.2 |
1.000 |
7,503.0 |
1.618 |
7,449.2 |
2.618 |
7,362.2 |
4.250 |
7,220.3 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,634.2 |
7,669.0 |
PP |
7,633.8 |
7,657.5 |
S1 |
7,633.5 |
7,646.0 |
|