Trading Metrics calculated at close of trading on 27-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,770.0 |
7,612.0 |
-158.0 |
-2.0% |
7,722.5 |
High |
7,786.0 |
7,670.0 |
-116.0 |
-1.5% |
7,748.0 |
Low |
7,553.5 |
7,555.0 |
1.5 |
0.0% |
7,590.0 |
Close |
7,676.0 |
7,638.5 |
-37.5 |
-0.5% |
7,714.0 |
Range |
232.5 |
115.0 |
-117.5 |
-50.5% |
158.0 |
ATR |
119.6 |
119.7 |
0.1 |
0.1% |
0.0 |
Volume |
1,040 |
1,387 |
347 |
33.4% |
5,867 |
|
Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,966.2 |
7,917.3 |
7,701.8 |
|
R3 |
7,851.2 |
7,802.3 |
7,670.1 |
|
R2 |
7,736.2 |
7,736.2 |
7,659.6 |
|
R1 |
7,687.3 |
7,687.3 |
7,649.0 |
7,711.8 |
PP |
7,621.2 |
7,621.2 |
7,621.2 |
7,633.4 |
S1 |
7,572.3 |
7,572.3 |
7,628.0 |
7,596.8 |
S2 |
7,506.2 |
7,506.2 |
7,617.4 |
|
S3 |
7,391.2 |
7,457.3 |
7,606.9 |
|
S4 |
7,276.2 |
7,342.3 |
7,575.3 |
|
|
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% |
120.6 |
1.6% |
37% |
False |
False |
1,326 |
10 |
7,991.0 |
7,553.5 |
437.5 |
5.7% |
129.4 |
1.7% |
19% |
False |
False |
1,103 |
20 |
8,176.0 |
7,553.5 |
622.5 |
8.1% |
119.3 |
1.6% |
14% |
False |
False |
713 |
40 |
8,204.5 |
7,553.5 |
651.0 |
8.5% |
93.7 |
1.2% |
13% |
False |
False |
645 |
60 |
8,204.5 |
7,553.5 |
651.0 |
8.5% |
91.0 |
1.2% |
13% |
False |
False |
1,018 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.6% |
95.1 |
1.2% |
30% |
False |
False |
792 |
100 |
8,390.0 |
7,398.0 |
992.0 |
13.0% |
98.0 |
1.3% |
24% |
False |
False |
667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,158.8 |
2.618 |
7,971.1 |
1.618 |
7,856.1 |
1.000 |
7,785.0 |
0.618 |
7,741.1 |
HIGH |
7,670.0 |
0.618 |
7,626.1 |
0.500 |
7,612.5 |
0.382 |
7,598.9 |
LOW |
7,555.0 |
0.618 |
7,483.9 |
1.000 |
7,440.0 |
1.618 |
7,368.9 |
2.618 |
7,253.9 |
4.250 |
7,066.3 |
|
|
Fisher Pivots for day following 27-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,629.8 |
7,669.8 |
PP |
7,621.2 |
7,659.3 |
S1 |
7,612.5 |
7,648.9 |
|