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 |
7,662.5 |
7,632.5 |
-30.0 |
-0.4% |
7,882.0 |
High |
7,677.0 |
7,684.0 |
7.0 |
0.1% |
7,991.0 |
Low |
7,590.0 |
7,596.0 |
6.0 |
0.1% |
7,675.0 |
Close |
7,634.5 |
7,671.5 |
37.0 |
0.5% |
7,722.0 |
Range |
87.0 |
88.0 |
1.0 |
1.1% |
316.0 |
ATR |
115.2 |
113.2 |
-1.9 |
-1.7% |
0.0 |
Volume |
1,720 |
1,955 |
235 |
13.7% |
3,659 |
|
Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,914.5 |
7,881.0 |
7,719.9 |
|
R3 |
7,826.5 |
7,793.0 |
7,695.7 |
|
R2 |
7,738.5 |
7,738.5 |
7,687.6 |
|
R1 |
7,705.0 |
7,705.0 |
7,679.6 |
7,721.8 |
PP |
7,650.5 |
7,650.5 |
7,650.5 |
7,658.9 |
S1 |
7,617.0 |
7,617.0 |
7,663.4 |
7,633.8 |
S2 |
7,562.5 |
7,562.5 |
7,655.4 |
|
S3 |
7,474.5 |
7,529.0 |
7,647.3 |
|
S4 |
7,386.5 |
7,441.0 |
7,623.1 |
|
|
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 |
7,767.0 |
7,590.0 |
177.0 |
2.3% |
102.0 |
1.3% |
46% |
False |
False |
1,296 |
10 |
8,033.0 |
7,590.0 |
443.0 |
5.8% |
117.5 |
1.5% |
18% |
False |
False |
940 |
20 |
8,176.0 |
7,590.0 |
586.0 |
7.6% |
103.9 |
1.4% |
14% |
False |
False |
667 |
40 |
8,204.5 |
7,590.0 |
614.5 |
8.0% |
89.1 |
1.2% |
13% |
False |
False |
662 |
60 |
8,204.5 |
7,569.5 |
635.0 |
8.3% |
89.1 |
1.2% |
16% |
False |
False |
974 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.5% |
92.3 |
1.2% |
34% |
False |
False |
759 |
100 |
8,390.0 |
7,398.0 |
992.0 |
12.9% |
97.5 |
1.3% |
28% |
False |
False |
643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,058.0 |
2.618 |
7,914.4 |
1.618 |
7,826.4 |
1.000 |
7,772.0 |
0.618 |
7,738.4 |
HIGH |
7,684.0 |
0.618 |
7,650.4 |
0.500 |
7,640.0 |
0.382 |
7,629.6 |
LOW |
7,596.0 |
0.618 |
7,541.6 |
1.000 |
7,508.0 |
1.618 |
7,453.6 |
2.618 |
7,365.6 |
4.250 |
7,222.0 |
|
|
Fisher Pivots for day following 22-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,661.0 |
7,669.8 |
PP |
7,650.5 |
7,668.2 |
S1 |
7,640.0 |
7,666.5 |
|