Trading Metrics calculated at close of trading on 26-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,661.0 |
7,770.0 |
109.0 |
1.4% |
7,722.5 |
High |
7,735.0 |
7,786.0 |
51.0 |
0.7% |
7,748.0 |
Low |
7,654.5 |
7,553.5 |
-101.0 |
-1.3% |
7,590.0 |
Close |
7,714.0 |
7,676.0 |
-38.0 |
-0.5% |
7,714.0 |
Range |
80.5 |
232.5 |
152.0 |
188.8% |
158.0 |
ATR |
110.9 |
119.6 |
8.7 |
7.8% |
0.0 |
Volume |
532 |
1,040 |
508 |
95.5% |
5,867 |
|
Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,369.3 |
8,255.2 |
7,803.9 |
|
R3 |
8,136.8 |
8,022.7 |
7,739.9 |
|
R2 |
7,904.3 |
7,904.3 |
7,718.6 |
|
R1 |
7,790.2 |
7,790.2 |
7,697.3 |
7,731.0 |
PP |
7,671.8 |
7,671.8 |
7,671.8 |
7,642.3 |
S1 |
7,557.7 |
7,557.7 |
7,654.7 |
7,498.5 |
S2 |
7,439.3 |
7,439.3 |
7,633.4 |
|
S3 |
7,206.8 |
7,325.2 |
7,612.1 |
|
S4 |
6,974.3 |
7,092.7 |
7,548.1 |
|
|
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 |
7,786.0 |
7,553.5 |
232.5 |
3.0% |
118.2 |
1.5% |
53% |
True |
True |
1,192 |
10 |
7,991.0 |
7,553.5 |
437.5 |
5.7% |
126.7 |
1.7% |
28% |
False |
True |
1,038 |
20 |
8,176.0 |
7,553.5 |
622.5 |
8.1% |
116.2 |
1.5% |
20% |
False |
True |
652 |
40 |
8,204.5 |
7,553.5 |
651.0 |
8.5% |
91.8 |
1.2% |
19% |
False |
True |
656 |
60 |
8,204.5 |
7,553.5 |
651.0 |
8.5% |
91.7 |
1.2% |
19% |
False |
True |
998 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.5% |
94.5 |
1.2% |
34% |
False |
False |
775 |
100 |
8,390.0 |
7,398.0 |
992.0 |
12.9% |
99.2 |
1.3% |
28% |
False |
False |
655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,774.1 |
2.618 |
8,394.7 |
1.618 |
8,162.2 |
1.000 |
8,018.5 |
0.618 |
7,929.7 |
HIGH |
7,786.0 |
0.618 |
7,697.2 |
0.500 |
7,669.8 |
0.382 |
7,642.3 |
LOW |
7,553.5 |
0.618 |
7,409.8 |
1.000 |
7,321.0 |
1.618 |
7,177.3 |
2.618 |
6,944.8 |
4.250 |
6,565.4 |
|
|
Fisher Pivots for day following 26-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,673.9 |
7,673.9 |
PP |
7,671.8 |
7,671.8 |
S1 |
7,669.8 |
7,669.8 |
|