| 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 |
12,887 |
13,005 |
118 |
0.9% |
13,214 |
| High |
13,000 |
13,082 |
82 |
0.6% |
13,228 |
| Low |
12,831 |
12,742 |
-89 |
-0.7% |
12,809 |
| Close |
12,986 |
12,772 |
-214 |
-1.6% |
12,986 |
| Range |
169 |
340 |
171 |
101.2% |
419 |
| ATR |
225 |
233 |
8 |
3.7% |
0 |
| Volume |
221,158 |
67,298 |
-153,860 |
-69.6% |
981,190 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,885 |
13,669 |
12,959 |
|
| R3 |
13,545 |
13,329 |
12,866 |
|
| R2 |
13,205 |
13,205 |
12,834 |
|
| R1 |
12,989 |
12,989 |
12,803 |
12,927 |
| PP |
12,865 |
12,865 |
12,865 |
12,835 |
| S1 |
12,649 |
12,649 |
12,741 |
12,587 |
| S2 |
12,525 |
12,525 |
12,710 |
|
| S3 |
12,185 |
12,309 |
12,679 |
|
| S4 |
11,845 |
11,969 |
12,585 |
|
|
| 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 |
13,228 |
12,742 |
486 |
3.8% |
255 |
2.0% |
6% |
False |
True |
209,697 |
| 10 |
13,423 |
12,742 |
681 |
5.3% |
243 |
1.9% |
4% |
False |
True |
221,960 |
| 20 |
13,994 |
12,742 |
1,252 |
9.8% |
236 |
1.8% |
2% |
False |
True |
214,307 |
| 40 |
14,267 |
12,742 |
1,525 |
11.9% |
208 |
1.6% |
2% |
False |
True |
191,705 |
| 60 |
14,267 |
12,742 |
1,525 |
11.9% |
190 |
1.5% |
2% |
False |
True |
152,799 |
| 80 |
14,267 |
12,649 |
1,618 |
12.7% |
198 |
1.5% |
8% |
False |
False |
114,630 |
| 100 |
14,267 |
12,649 |
1,618 |
12.7% |
186 |
1.5% |
8% |
False |
False |
91,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,527 |
|
2.618 |
13,972 |
|
1.618 |
13,632 |
|
1.000 |
13,422 |
|
0.618 |
13,292 |
|
HIGH |
13,082 |
|
0.618 |
12,952 |
|
0.500 |
12,912 |
|
0.382 |
12,872 |
|
LOW |
12,742 |
|
0.618 |
12,532 |
|
1.000 |
12,402 |
|
1.618 |
12,192 |
|
2.618 |
11,852 |
|
4.250 |
11,297 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,912 |
12,912 |
| PP |
12,865 |
12,865 |
| S1 |
12,819 |
12,819 |
|