Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,302.5 |
6,323.5 |
21.0 |
0.3% |
6,525.5 |
High |
6,393.0 |
6,417.0 |
24.0 |
0.4% |
6,553.5 |
Low |
6,293.0 |
6,300.0 |
7.0 |
0.1% |
6,297.0 |
Close |
6,364.5 |
6,390.0 |
25.5 |
0.4% |
6,332.0 |
Range |
100.0 |
117.0 |
17.0 |
17.0% |
256.5 |
ATR |
111.3 |
111.7 |
0.4 |
0.4% |
0.0 |
Volume |
150,470 |
110,517 |
-39,953 |
-26.6% |
649,418 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,720.0 |
6,672.0 |
6,454.5 |
|
R3 |
6,603.0 |
6,555.0 |
6,422.0 |
|
R2 |
6,486.0 |
6,486.0 |
6,411.5 |
|
R1 |
6,438.0 |
6,438.0 |
6,400.5 |
6,462.0 |
PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,381.0 |
S1 |
6,321.0 |
6,321.0 |
6,379.5 |
6,345.0 |
S2 |
6,252.0 |
6,252.0 |
6,368.5 |
|
S3 |
6,135.0 |
6,204.0 |
6,358.0 |
|
S4 |
6,018.0 |
6,087.0 |
6,325.5 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,163.5 |
7,004.5 |
6,473.0 |
|
R3 |
6,907.0 |
6,748.0 |
6,402.5 |
|
R2 |
6,650.5 |
6,650.5 |
6,379.0 |
|
R1 |
6,491.5 |
6,491.5 |
6,355.5 |
6,443.0 |
PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,370.0 |
S1 |
6,235.0 |
6,235.0 |
6,308.5 |
6,186.0 |
S2 |
6,137.5 |
6,137.5 |
6,285.0 |
|
S3 |
5,881.0 |
5,978.5 |
6,261.5 |
|
S4 |
5,624.5 |
5,722.0 |
6,191.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,553.5 |
6,293.0 |
260.5 |
4.1% |
138.5 |
2.2% |
37% |
False |
False |
130,013 |
10 |
6,760.5 |
6,293.0 |
467.5 |
7.3% |
119.5 |
1.9% |
21% |
False |
False |
121,587 |
20 |
6,770.0 |
6,293.0 |
477.0 |
7.5% |
104.0 |
1.6% |
20% |
False |
False |
113,237 |
40 |
6,802.0 |
6,293.0 |
509.0 |
8.0% |
90.5 |
1.4% |
19% |
False |
False |
111,428 |
60 |
6,802.0 |
6,119.5 |
682.5 |
10.7% |
93.0 |
1.5% |
40% |
False |
False |
78,917 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
93.5 |
1.5% |
54% |
False |
False |
59,255 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.6% |
86.0 |
1.3% |
52% |
False |
False |
47,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,914.0 |
2.618 |
6,723.5 |
1.618 |
6,606.5 |
1.000 |
6,534.0 |
0.618 |
6,489.5 |
HIGH |
6,417.0 |
0.618 |
6,372.5 |
0.500 |
6,358.5 |
0.382 |
6,344.5 |
LOW |
6,300.0 |
0.618 |
6,227.5 |
1.000 |
6,183.0 |
1.618 |
6,110.5 |
2.618 |
5,993.5 |
4.250 |
5,803.0 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,379.5 |
6,387.5 |
PP |
6,369.0 |
6,385.0 |
S1 |
6,358.5 |
6,383.0 |
|