Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,441.00 |
1,483.00 |
42.00 |
2.9% |
1,515.75 |
High |
1,486.25 |
1,496.75 |
10.50 |
0.7% |
1,526.00 |
Low |
1,437.25 |
1,470.00 |
32.75 |
2.3% |
1,451.75 |
Close |
1,483.25 |
1,478.00 |
-5.25 |
-0.4% |
1,455.00 |
Range |
49.00 |
26.75 |
-22.25 |
-45.4% |
74.25 |
ATR |
27.50 |
27.45 |
-0.05 |
-0.2% |
0.00 |
Volume |
1,946,149 |
2,063,330 |
117,181 |
6.0% |
12,309,978 |
|
Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.75 |
1,546.75 |
1,492.75 |
|
R3 |
1,535.00 |
1,520.00 |
1,485.25 |
|
R2 |
1,508.25 |
1,508.25 |
1,483.00 |
|
R1 |
1,493.25 |
1,493.25 |
1,480.50 |
1,487.50 |
PP |
1,481.50 |
1,481.50 |
1,481.50 |
1,478.75 |
S1 |
1,466.50 |
1,466.50 |
1,475.50 |
1,460.50 |
S2 |
1,454.75 |
1,454.75 |
1,473.00 |
|
S3 |
1,428.00 |
1,439.75 |
1,470.75 |
|
S4 |
1,401.25 |
1,413.00 |
1,463.25 |
|
|
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 |
1,496.75 |
1,437.25 |
59.50 |
4.0% |
34.25 |
2.3% |
68% |
True |
False |
2,452,608 |
10 |
1,555.00 |
1,437.25 |
117.75 |
8.0% |
33.50 |
2.3% |
35% |
False |
False |
2,333,690 |
20 |
1,558.75 |
1,437.25 |
121.50 |
8.2% |
28.00 |
1.9% |
34% |
False |
False |
2,110,439 |
40 |
1,586.75 |
1,437.25 |
149.50 |
10.1% |
22.00 |
1.5% |
27% |
False |
False |
1,843,195 |
60 |
1,586.75 |
1,437.25 |
149.50 |
10.1% |
22.50 |
1.5% |
27% |
False |
False |
1,349,764 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
26.00 |
1.8% |
46% |
False |
False |
1,014,036 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
24.25 |
1.6% |
46% |
False |
False |
811,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.50 |
2.618 |
1,566.75 |
1.618 |
1,540.00 |
1.000 |
1,523.50 |
0.618 |
1,513.25 |
HIGH |
1,496.75 |
0.618 |
1,486.50 |
0.500 |
1,483.50 |
0.382 |
1,480.25 |
LOW |
1,470.00 |
0.618 |
1,453.50 |
1.000 |
1,443.25 |
1.618 |
1,426.75 |
2.618 |
1,400.00 |
4.250 |
1,356.25 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,483.50 |
1,474.25 |
PP |
1,481.50 |
1,470.75 |
S1 |
1,479.75 |
1,467.00 |
|