Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,678.5 |
7,880.5 |
202.0 |
2.6% |
7,722.5 |
High |
7,891.5 |
7,899.0 |
7.5 |
0.1% |
7,748.0 |
Low |
7,645.5 |
7,836.0 |
190.5 |
2.5% |
7,590.0 |
Close |
7,834.0 |
7,859.5 |
25.5 |
0.3% |
7,714.0 |
Range |
246.0 |
63.0 |
-183.0 |
-74.4% |
158.0 |
ATR |
129.2 |
124.6 |
-4.6 |
-3.5% |
0.0 |
Volume |
1,786 |
745 |
-1,041 |
-58.3% |
5,867 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,053.8 |
8,019.7 |
7,894.2 |
|
R3 |
7,990.8 |
7,956.7 |
7,876.8 |
|
R2 |
7,927.8 |
7,927.8 |
7,871.1 |
|
R1 |
7,893.7 |
7,893.7 |
7,865.3 |
7,879.3 |
PP |
7,864.8 |
7,864.8 |
7,864.8 |
7,857.6 |
S1 |
7,830.7 |
7,830.7 |
7,853.7 |
7,816.3 |
S2 |
7,801.8 |
7,801.8 |
7,848.0 |
|
S3 |
7,738.8 |
7,767.7 |
7,842.2 |
|
S4 |
7,675.8 |
7,704.7 |
7,824.9 |
|
|
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 |
7,899.0 |
7,553.5 |
345.5 |
4.4% |
147.4 |
1.9% |
89% |
True |
False |
1,098 |
10 |
7,899.0 |
7,553.5 |
345.5 |
4.4% |
124.7 |
1.6% |
89% |
True |
False |
1,197 |
20 |
8,033.0 |
7,553.5 |
479.5 |
6.1% |
119.3 |
1.5% |
64% |
False |
False |
810 |
40 |
8,204.5 |
7,553.5 |
651.0 |
8.3% |
99.7 |
1.3% |
47% |
False |
False |
695 |
60 |
8,204.5 |
7,553.5 |
651.0 |
8.3% |
91.9 |
1.2% |
47% |
False |
False |
1,050 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.3% |
96.4 |
1.2% |
57% |
False |
False |
823 |
100 |
8,390.0 |
7,398.0 |
992.0 |
12.6% |
98.1 |
1.2% |
47% |
False |
False |
689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,166.8 |
2.618 |
8,063.9 |
1.618 |
8,000.9 |
1.000 |
7,962.0 |
0.618 |
7,937.9 |
HIGH |
7,899.0 |
0.618 |
7,874.9 |
0.500 |
7,867.5 |
0.382 |
7,860.1 |
LOW |
7,836.0 |
0.618 |
7,797.1 |
1.000 |
7,773.0 |
1.618 |
7,734.1 |
2.618 |
7,671.1 |
4.250 |
7,568.3 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,867.5 |
7,815.3 |
PP |
7,864.8 |
7,771.2 |
S1 |
7,862.2 |
7,727.0 |
|