| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
13,032 |
12,887 |
-145 |
-1.1% |
13,214 |
| High |
13,041 |
13,000 |
-41 |
-0.3% |
13,228 |
| Low |
12,809 |
12,831 |
22 |
0.2% |
12,809 |
| Close |
12,816 |
12,986 |
170 |
1.3% |
12,986 |
| Range |
232 |
169 |
-63 |
-27.2% |
419 |
| ATR |
228 |
225 |
-3 |
-1.4% |
0 |
| Volume |
294,469 |
221,158 |
-73,311 |
-24.9% |
981,190 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,446 |
13,385 |
13,079 |
|
| R3 |
13,277 |
13,216 |
13,033 |
|
| R2 |
13,108 |
13,108 |
13,017 |
|
| R1 |
13,047 |
13,047 |
13,002 |
13,078 |
| PP |
12,939 |
12,939 |
12,939 |
12,954 |
| S1 |
12,878 |
12,878 |
12,971 |
12,909 |
| S2 |
12,770 |
12,770 |
12,955 |
|
| S3 |
12,601 |
12,709 |
12,940 |
|
| S4 |
12,432 |
12,540 |
12,893 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,265 |
14,044 |
13,217 |
|
| R3 |
13,846 |
13,625 |
13,101 |
|
| R2 |
13,427 |
13,427 |
13,063 |
|
| R1 |
13,206 |
13,206 |
13,025 |
13,107 |
| PP |
13,008 |
13,008 |
13,008 |
12,958 |
| S1 |
12,787 |
12,787 |
12,948 |
12,688 |
| S2 |
12,589 |
12,589 |
12,909 |
|
| S3 |
12,170 |
12,368 |
12,871 |
|
| S4 |
11,751 |
11,949 |
12,756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,243 |
12,809 |
434 |
3.3% |
220 |
1.7% |
41% |
False |
False |
246,881 |
| 10 |
13,423 |
12,809 |
614 |
4.7% |
239 |
1.8% |
29% |
False |
False |
250,334 |
| 20 |
13,994 |
12,809 |
1,185 |
9.1% |
228 |
1.8% |
15% |
False |
False |
222,202 |
| 40 |
14,267 |
12,809 |
1,458 |
11.2% |
201 |
1.6% |
12% |
False |
False |
193,139 |
| 60 |
14,267 |
12,809 |
1,458 |
11.2% |
186 |
1.4% |
12% |
False |
False |
151,681 |
| 80 |
14,267 |
12,649 |
1,618 |
12.5% |
195 |
1.5% |
21% |
False |
False |
113,790 |
| 100 |
14,267 |
12,649 |
1,618 |
12.5% |
183 |
1.4% |
21% |
False |
False |
91,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,718 |
|
2.618 |
13,443 |
|
1.618 |
13,274 |
|
1.000 |
13,169 |
|
0.618 |
13,105 |
|
HIGH |
13,000 |
|
0.618 |
12,936 |
|
0.500 |
12,916 |
|
0.382 |
12,896 |
|
LOW |
12,831 |
|
0.618 |
12,727 |
|
1.000 |
12,662 |
|
1.618 |
12,558 |
|
2.618 |
12,389 |
|
4.250 |
12,113 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,963 |
12,981 |
| PP |
12,939 |
12,976 |
| S1 |
12,916 |
12,971 |
|