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 |
1,453.75 |
1,441.00 |
-12.75 |
-0.9% |
1,515.75 |
High |
1,469.25 |
1,486.25 |
17.00 |
1.2% |
1,526.00 |
Low |
1,439.50 |
1,437.25 |
-2.25 |
-0.2% |
1,451.75 |
Close |
1,440.25 |
1,483.25 |
43.00 |
3.0% |
1,455.00 |
Range |
29.75 |
49.00 |
19.25 |
64.7% |
74.25 |
ATR |
25.85 |
27.50 |
1.65 |
6.4% |
0.00 |
Volume |
2,533,438 |
1,946,149 |
-587,289 |
-23.2% |
12,309,978 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.00 |
1,598.50 |
1,510.25 |
|
R3 |
1,567.00 |
1,549.50 |
1,496.75 |
|
R2 |
1,518.00 |
1,518.00 |
1,492.25 |
|
R1 |
1,500.50 |
1,500.50 |
1,487.75 |
1,509.25 |
PP |
1,469.00 |
1,469.00 |
1,469.00 |
1,473.25 |
S1 |
1,451.50 |
1,451.50 |
1,478.75 |
1,460.25 |
S2 |
1,420.00 |
1,420.00 |
1,474.25 |
|
S3 |
1,371.00 |
1,402.50 |
1,469.75 |
|
S4 |
1,322.00 |
1,353.50 |
1,456.25 |
|
|
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 |
1,525.00 |
1,437.25 |
87.75 |
5.9% |
38.00 |
2.6% |
52% |
False |
True |
2,384,220 |
10 |
1,558.75 |
1,437.25 |
121.50 |
8.2% |
33.25 |
2.2% |
38% |
False |
True |
2,229,821 |
20 |
1,561.25 |
1,437.25 |
124.00 |
8.4% |
28.00 |
1.9% |
37% |
False |
True |
2,099,494 |
40 |
1,586.75 |
1,437.25 |
149.50 |
10.1% |
21.75 |
1.5% |
31% |
False |
True |
1,856,679 |
60 |
1,586.75 |
1,437.25 |
149.50 |
10.1% |
22.25 |
1.5% |
31% |
False |
True |
1,315,470 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
26.25 |
1.8% |
49% |
False |
False |
988,252 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
24.25 |
1.6% |
49% |
False |
False |
790,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,694.50 |
2.618 |
1,614.50 |
1.618 |
1,565.50 |
1.000 |
1,535.25 |
0.618 |
1,516.50 |
HIGH |
1,486.25 |
0.618 |
1,467.50 |
0.500 |
1,461.75 |
0.382 |
1,456.00 |
LOW |
1,437.25 |
0.618 |
1,407.00 |
1.000 |
1,388.25 |
1.618 |
1,358.00 |
2.618 |
1,309.00 |
4.250 |
1,229.00 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,476.00 |
1,476.00 |
PP |
1,469.00 |
1,469.00 |
S1 |
1,461.75 |
1,461.75 |
|