Trading Metrics calculated at close of trading on 28-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,612.0 |
7,678.5 |
66.5 |
0.9% |
7,722.5 |
High |
7,670.0 |
7,891.5 |
221.5 |
2.9% |
7,748.0 |
Low |
7,555.0 |
7,645.5 |
90.5 |
1.2% |
7,590.0 |
Close |
7,638.5 |
7,834.0 |
195.5 |
2.6% |
7,714.0 |
Range |
115.0 |
246.0 |
131.0 |
113.9% |
158.0 |
ATR |
119.7 |
129.2 |
9.5 |
8.0% |
0.0 |
Volume |
1,387 |
1,786 |
399 |
28.8% |
5,867 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,528.3 |
8,427.2 |
7,969.3 |
|
R3 |
8,282.3 |
8,181.2 |
7,901.7 |
|
R2 |
8,036.3 |
8,036.3 |
7,879.1 |
|
R1 |
7,935.2 |
7,935.2 |
7,856.6 |
7,985.8 |
PP |
7,790.3 |
7,790.3 |
7,790.3 |
7,815.6 |
S1 |
7,689.2 |
7,689.2 |
7,811.5 |
7,739.8 |
S2 |
7,544.3 |
7,544.3 |
7,788.9 |
|
S3 |
7,298.3 |
7,443.2 |
7,766.4 |
|
S4 |
7,052.3 |
7,197.2 |
7,698.7 |
|
|
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 |
7,891.5 |
7,553.5 |
338.0 |
4.3% |
152.4 |
1.9% |
83% |
True |
False |
1,340 |
10 |
7,916.5 |
7,553.5 |
363.0 |
4.6% |
141.6 |
1.8% |
77% |
False |
False |
1,191 |
20 |
8,157.0 |
7,553.5 |
603.5 |
7.7% |
127.0 |
1.6% |
46% |
False |
False |
784 |
40 |
8,204.5 |
7,553.5 |
651.0 |
8.3% |
99.2 |
1.3% |
43% |
False |
False |
685 |
60 |
8,204.5 |
7,553.5 |
651.0 |
8.3% |
92.8 |
1.2% |
43% |
False |
False |
1,045 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.3% |
97.0 |
1.2% |
54% |
False |
False |
814 |
100 |
8,390.0 |
7,398.0 |
992.0 |
12.7% |
99.5 |
1.3% |
44% |
False |
False |
684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,937.0 |
2.618 |
8,535.5 |
1.618 |
8,289.5 |
1.000 |
8,137.5 |
0.618 |
8,043.5 |
HIGH |
7,891.5 |
0.618 |
7,797.5 |
0.500 |
7,768.5 |
0.382 |
7,739.5 |
LOW |
7,645.5 |
0.618 |
7,493.5 |
1.000 |
7,399.5 |
1.618 |
7,247.5 |
2.618 |
7,001.5 |
4.250 |
6,600.0 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,812.2 |
7,796.8 |
PP |
7,790.3 |
7,759.7 |
S1 |
7,768.5 |
7,722.5 |
|