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 |
7,632.5 |
7,661.0 |
28.5 |
0.4% |
7,722.5 |
High |
7,684.0 |
7,735.0 |
51.0 |
0.7% |
7,748.0 |
Low |
7,596.0 |
7,654.5 |
58.5 |
0.8% |
7,590.0 |
Close |
7,671.5 |
7,714.0 |
42.5 |
0.6% |
7,714.0 |
Range |
88.0 |
80.5 |
-7.5 |
-8.5% |
158.0 |
ATR |
113.2 |
110.9 |
-2.3 |
-2.1% |
0.0 |
Volume |
1,955 |
532 |
-1,423 |
-72.8% |
5,867 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,942.7 |
7,908.8 |
7,758.3 |
|
R3 |
7,862.2 |
7,828.3 |
7,736.1 |
|
R2 |
7,781.7 |
7,781.7 |
7,728.8 |
|
R1 |
7,747.8 |
7,747.8 |
7,721.4 |
7,764.8 |
PP |
7,701.2 |
7,701.2 |
7,701.2 |
7,709.6 |
S1 |
7,667.3 |
7,667.3 |
7,706.6 |
7,684.3 |
S2 |
7,620.7 |
7,620.7 |
7,699.2 |
|
S3 |
7,540.2 |
7,586.8 |
7,691.9 |
|
S4 |
7,459.7 |
7,506.3 |
7,669.7 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,158.0 |
8,094.0 |
7,800.9 |
|
R3 |
8,000.0 |
7,936.0 |
7,757.5 |
|
R2 |
7,842.0 |
7,842.0 |
7,743.0 |
|
R1 |
7,778.0 |
7,778.0 |
7,728.5 |
7,731.0 |
PP |
7,684.0 |
7,684.0 |
7,684.0 |
7,660.5 |
S1 |
7,620.0 |
7,620.0 |
7,699.5 |
7,573.0 |
S2 |
7,526.0 |
7,526.0 |
7,685.0 |
|
S3 |
7,368.0 |
7,462.0 |
7,670.6 |
|
S4 |
7,210.0 |
7,304.0 |
7,627.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,748.0 |
7,590.0 |
158.0 |
2.0% |
99.7 |
1.3% |
78% |
False |
False |
1,173 |
10 |
7,991.0 |
7,590.0 |
401.0 |
5.2% |
114.0 |
1.5% |
31% |
False |
False |
952 |
20 |
8,176.0 |
7,590.0 |
586.0 |
7.6% |
105.9 |
1.4% |
21% |
False |
False |
621 |
40 |
8,204.5 |
7,590.0 |
614.5 |
8.0% |
89.0 |
1.2% |
20% |
False |
False |
650 |
60 |
8,204.5 |
7,569.5 |
635.0 |
8.2% |
88.1 |
1.1% |
23% |
False |
False |
981 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.5% |
91.7 |
1.2% |
39% |
False |
False |
762 |
100 |
8,390.0 |
7,398.0 |
992.0 |
12.9% |
97.3 |
1.3% |
32% |
False |
False |
647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,077.1 |
2.618 |
7,945.7 |
1.618 |
7,865.2 |
1.000 |
7,815.5 |
0.618 |
7,784.7 |
HIGH |
7,735.0 |
0.618 |
7,704.2 |
0.500 |
7,694.8 |
0.382 |
7,685.3 |
LOW |
7,654.5 |
0.618 |
7,604.8 |
1.000 |
7,574.0 |
1.618 |
7,524.3 |
2.618 |
7,443.8 |
4.250 |
7,312.4 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,707.6 |
7,696.8 |
PP |
7,701.2 |
7,679.7 |
S1 |
7,694.8 |
7,662.5 |
|