Trading Metrics calculated at close of trading on 15-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,894.0 |
7,806.0 |
-88.0 |
-1.1% |
7,860.0 |
High |
7,913.5 |
7,837.5 |
-76.0 |
-1.0% |
7,957.5 |
Low |
7,783.5 |
7,600.0 |
-183.5 |
-2.4% |
7,742.0 |
Close |
7,818.5 |
7,700.0 |
-118.5 |
-1.5% |
7,858.0 |
Range |
130.0 |
237.5 |
107.5 |
82.7% |
215.5 |
ATR |
112.7 |
121.7 |
8.9 |
7.9% |
0.0 |
Volume |
184,930 |
241,548 |
56,618 |
30.6% |
1,003,733 |
|
Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,425.0 |
8,300.0 |
7,830.6 |
|
R3 |
8,187.5 |
8,062.5 |
7,765.3 |
|
R2 |
7,950.0 |
7,950.0 |
7,743.5 |
|
R1 |
7,825.0 |
7,825.0 |
7,721.8 |
7,768.8 |
PP |
7,712.5 |
7,712.5 |
7,712.5 |
7,684.4 |
S1 |
7,587.5 |
7,587.5 |
7,678.2 |
7,531.3 |
S2 |
7,475.0 |
7,475.0 |
7,656.5 |
|
S3 |
7,237.5 |
7,350.0 |
7,634.7 |
|
S4 |
7,000.0 |
7,112.5 |
7,569.4 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,499.0 |
8,394.0 |
7,976.5 |
|
R3 |
8,283.5 |
8,178.5 |
7,917.3 |
|
R2 |
8,068.0 |
8,068.0 |
7,897.5 |
|
R1 |
7,963.0 |
7,963.0 |
7,877.8 |
7,907.8 |
PP |
7,852.5 |
7,852.5 |
7,852.5 |
7,824.9 |
S1 |
7,747.5 |
7,747.5 |
7,838.2 |
7,692.3 |
S2 |
7,637.0 |
7,637.0 |
7,818.5 |
|
S3 |
7,421.5 |
7,532.0 |
7,798.7 |
|
S4 |
7,206.0 |
7,316.5 |
7,739.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,957.5 |
7,600.0 |
357.5 |
4.6% |
143.8 |
1.9% |
28% |
False |
True |
199,028 |
10 |
8,078.5 |
7,600.0 |
478.5 |
6.2% |
139.0 |
1.8% |
21% |
False |
True |
175,818 |
20 |
8,100.0 |
7,600.0 |
500.0 |
6.5% |
115.6 |
1.5% |
20% |
False |
True |
151,866 |
40 |
8,130.5 |
7,600.0 |
530.5 |
6.9% |
95.8 |
1.2% |
19% |
False |
True |
148,778 |
60 |
8,130.5 |
7,460.0 |
670.5 |
8.7% |
101.8 |
1.3% |
36% |
False |
False |
105,245 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.7% |
111.9 |
1.5% |
48% |
False |
False |
79,161 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
115.5 |
1.5% |
40% |
False |
False |
63,424 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
116.3 |
1.5% |
40% |
False |
False |
53,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,846.9 |
2.618 |
8,459.3 |
1.618 |
8,221.8 |
1.000 |
8,075.0 |
0.618 |
7,984.3 |
HIGH |
7,837.5 |
0.618 |
7,746.8 |
0.500 |
7,718.8 |
0.382 |
7,690.7 |
LOW |
7,600.0 |
0.618 |
7,453.2 |
1.000 |
7,362.5 |
1.618 |
7,215.7 |
2.618 |
6,978.2 |
4.250 |
6,590.6 |
|
|
Fisher Pivots for day following 15-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,718.8 |
7,756.8 |
PP |
7,712.5 |
7,737.8 |
S1 |
7,706.3 |
7,718.9 |
|