Trading Metrics calculated at close of trading on 09-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,482.00 |
1,476.50 |
-5.50 |
-0.4% |
1,515.75 |
High |
1,491.00 |
1,480.25 |
-10.75 |
-0.7% |
1,526.00 |
Low |
1,454.00 |
1,451.75 |
-2.25 |
-0.2% |
1,451.75 |
Close |
1,475.50 |
1,455.00 |
-20.50 |
-1.4% |
1,455.00 |
Range |
37.00 |
28.50 |
-8.50 |
-23.0% |
74.25 |
ATR |
25.32 |
25.55 |
0.23 |
0.9% |
0.00 |
Volume |
2,623,334 |
3,096,792 |
473,458 |
18.0% |
12,309,978 |
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.75 |
1,530.00 |
1,470.75 |
|
R3 |
1,519.25 |
1,501.50 |
1,462.75 |
|
R2 |
1,490.75 |
1,490.75 |
1,460.25 |
|
R1 |
1,473.00 |
1,473.00 |
1,457.50 |
1,467.50 |
PP |
1,462.25 |
1,462.25 |
1,462.25 |
1,459.75 |
S1 |
1,444.50 |
1,444.50 |
1,452.50 |
1,439.00 |
S2 |
1,433.75 |
1,433.75 |
1,449.75 |
|
S3 |
1,405.25 |
1,416.00 |
1,447.25 |
|
S4 |
1,376.75 |
1,387.50 |
1,439.25 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.25 |
1,652.00 |
1,495.75 |
|
R3 |
1,626.00 |
1,577.75 |
1,475.50 |
|
R2 |
1,551.75 |
1,551.75 |
1,468.50 |
|
R1 |
1,503.50 |
1,503.50 |
1,461.75 |
1,490.50 |
PP |
1,477.50 |
1,477.50 |
1,477.50 |
1,471.00 |
S1 |
1,429.25 |
1,429.25 |
1,448.25 |
1,416.25 |
S2 |
1,403.25 |
1,403.25 |
1,441.50 |
|
S3 |
1,329.00 |
1,355.00 |
1,434.50 |
|
S4 |
1,254.75 |
1,280.75 |
1,414.25 |
|
|
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 |
1,451.75 |
74.25 |
5.1% |
31.25 |
2.1% |
4% |
False |
True |
2,461,995 |
10 |
1,558.75 |
1,451.75 |
107.00 |
7.4% |
27.75 |
1.9% |
3% |
False |
True |
2,038,900 |
20 |
1,576.00 |
1,451.75 |
124.25 |
8.5% |
26.00 |
1.8% |
3% |
False |
True |
2,043,860 |
40 |
1,586.75 |
1,451.75 |
135.00 |
9.3% |
21.50 |
1.5% |
2% |
False |
True |
1,813,447 |
60 |
1,586.75 |
1,410.75 |
176.00 |
12.1% |
22.75 |
1.6% |
25% |
False |
False |
1,241,157 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
25.75 |
1.8% |
35% |
False |
False |
932,282 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
23.75 |
1.6% |
35% |
False |
False |
746,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.50 |
2.618 |
1,554.75 |
1.618 |
1,526.25 |
1.000 |
1,508.75 |
0.618 |
1,497.75 |
HIGH |
1,480.25 |
0.618 |
1,469.25 |
0.500 |
1,466.00 |
0.382 |
1,462.75 |
LOW |
1,451.75 |
0.618 |
1,434.25 |
1.000 |
1,423.25 |
1.618 |
1,405.75 |
2.618 |
1,377.25 |
4.250 |
1,330.50 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,466.00 |
1,488.50 |
PP |
1,462.25 |
1,477.25 |
S1 |
1,458.75 |
1,466.00 |
|