Trading Metrics calculated at close of trading on 12-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,476.50 |
1,453.75 |
-22.75 |
-1.5% |
1,515.75 |
High |
1,480.25 |
1,469.25 |
-11.00 |
-0.7% |
1,526.00 |
Low |
1,451.75 |
1,439.50 |
-12.25 |
-0.8% |
1,451.75 |
Close |
1,455.00 |
1,440.25 |
-14.75 |
-1.0% |
1,455.00 |
Range |
28.50 |
29.75 |
1.25 |
4.4% |
74.25 |
ATR |
25.55 |
25.85 |
0.30 |
1.2% |
0.00 |
Volume |
3,096,792 |
2,533,438 |
-563,354 |
-18.2% |
12,309,978 |
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.00 |
1,519.25 |
1,456.50 |
|
R3 |
1,509.25 |
1,489.50 |
1,448.50 |
|
R2 |
1,479.50 |
1,479.50 |
1,445.75 |
|
R1 |
1,459.75 |
1,459.75 |
1,443.00 |
1,454.75 |
PP |
1,449.75 |
1,449.75 |
1,449.75 |
1,447.00 |
S1 |
1,430.00 |
1,430.00 |
1,437.50 |
1,425.00 |
S2 |
1,420.00 |
1,420.00 |
1,434.75 |
|
S3 |
1,390.25 |
1,400.25 |
1,432.00 |
|
S4 |
1,360.50 |
1,370.50 |
1,424.00 |
|
|
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 |
1,439.50 |
86.50 |
6.0% |
32.75 |
2.3% |
1% |
False |
True |
2,412,877 |
10 |
1,558.75 |
1,439.50 |
119.25 |
8.3% |
29.75 |
2.1% |
1% |
False |
True |
2,137,146 |
20 |
1,561.75 |
1,439.50 |
122.25 |
8.5% |
26.25 |
1.8% |
1% |
False |
True |
2,099,895 |
40 |
1,586.75 |
1,439.50 |
147.25 |
10.2% |
21.75 |
1.5% |
1% |
False |
True |
1,841,839 |
60 |
1,586.75 |
1,439.50 |
147.25 |
10.2% |
22.00 |
1.5% |
1% |
False |
True |
1,283,126 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
25.75 |
1.8% |
27% |
False |
False |
963,936 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
24.00 |
1.7% |
27% |
False |
False |
771,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,595.75 |
2.618 |
1,547.25 |
1.618 |
1,517.50 |
1.000 |
1,499.00 |
0.618 |
1,487.75 |
HIGH |
1,469.25 |
0.618 |
1,458.00 |
0.500 |
1,454.50 |
0.382 |
1,450.75 |
LOW |
1,439.50 |
0.618 |
1,421.00 |
1.000 |
1,409.75 |
1.618 |
1,391.25 |
2.618 |
1,361.50 |
4.250 |
1,313.00 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,454.50 |
1,465.25 |
PP |
1,449.75 |
1,457.00 |
S1 |
1,445.00 |
1,448.50 |
|