Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,524.75 |
1,482.00 |
-42.75 |
-2.8% |
1,542.00 |
High |
1,525.00 |
1,491.00 |
-34.00 |
-2.2% |
1,558.75 |
Low |
1,478.75 |
1,454.00 |
-24.75 |
-1.7% |
1,496.75 |
Close |
1,482.75 |
1,475.50 |
-7.25 |
-0.5% |
1,517.50 |
Range |
46.25 |
37.00 |
-9.25 |
-20.0% |
62.00 |
ATR |
24.42 |
25.32 |
0.90 |
3.7% |
0.00 |
Volume |
1,721,389 |
2,623,334 |
901,945 |
52.4% |
8,079,028 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,584.50 |
1,567.00 |
1,495.75 |
|
R3 |
1,547.50 |
1,530.00 |
1,485.75 |
|
R2 |
1,510.50 |
1,510.50 |
1,482.25 |
|
R1 |
1,493.00 |
1,493.00 |
1,479.00 |
1,483.25 |
PP |
1,473.50 |
1,473.50 |
1,473.50 |
1,468.50 |
S1 |
1,456.00 |
1,456.00 |
1,472.00 |
1,446.25 |
S2 |
1,436.50 |
1,436.50 |
1,468.75 |
|
S3 |
1,399.50 |
1,419.00 |
1,465.25 |
|
S4 |
1,362.50 |
1,382.00 |
1,455.25 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.25 |
1,676.00 |
1,551.50 |
|
R3 |
1,648.25 |
1,614.00 |
1,534.50 |
|
R2 |
1,586.25 |
1,586.25 |
1,528.75 |
|
R1 |
1,552.00 |
1,552.00 |
1,523.25 |
1,538.00 |
PP |
1,524.25 |
1,524.25 |
1,524.25 |
1,517.50 |
S1 |
1,490.00 |
1,490.00 |
1,511.75 |
1,476.00 |
S2 |
1,462.25 |
1,462.25 |
1,506.25 |
|
S3 |
1,400.25 |
1,428.00 |
1,500.50 |
|
S4 |
1,338.25 |
1,366.00 |
1,483.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,526.00 |
1,454.00 |
72.00 |
4.9% |
31.25 |
2.1% |
30% |
False |
True |
2,347,177 |
10 |
1,558.75 |
1,454.00 |
104.75 |
7.1% |
27.00 |
1.8% |
21% |
False |
True |
1,924,664 |
20 |
1,576.00 |
1,454.00 |
122.00 |
8.3% |
25.50 |
1.7% |
18% |
False |
True |
2,003,053 |
40 |
1,586.75 |
1,454.00 |
132.75 |
9.0% |
21.00 |
1.4% |
16% |
False |
True |
1,764,722 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
23.25 |
1.6% |
45% |
False |
False |
1,189,840 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.50 |
1.7% |
45% |
False |
False |
893,596 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
23.75 |
1.6% |
45% |
False |
False |
715,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.25 |
2.618 |
1,587.75 |
1.618 |
1,550.75 |
1.000 |
1,528.00 |
0.618 |
1,513.75 |
HIGH |
1,491.00 |
0.618 |
1,476.75 |
0.500 |
1,472.50 |
0.382 |
1,468.25 |
LOW |
1,454.00 |
0.618 |
1,431.25 |
1.000 |
1,417.00 |
1.618 |
1,394.25 |
2.618 |
1,357.25 |
4.250 |
1,296.75 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,474.50 |
1,490.00 |
PP |
1,473.50 |
1,485.25 |
S1 |
1,472.50 |
1,480.25 |
|