Trading Metrics calculated at close of trading on 15-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,483.00 |
1,478.00 |
-5.00 |
-0.3% |
1,515.75 |
High |
1,496.75 |
1,482.00 |
-14.75 |
-1.0% |
1,526.00 |
Low |
1,470.00 |
1,446.75 |
-23.25 |
-1.6% |
1,451.75 |
Close |
1,478.00 |
1,458.00 |
-20.00 |
-1.4% |
1,455.00 |
Range |
26.75 |
35.25 |
8.50 |
31.8% |
74.25 |
ATR |
27.45 |
28.01 |
0.56 |
2.0% |
0.00 |
Volume |
2,063,330 |
1,892,319 |
-171,011 |
-8.3% |
12,309,978 |
|
Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.00 |
1,548.25 |
1,477.50 |
|
R3 |
1,532.75 |
1,513.00 |
1,467.75 |
|
R2 |
1,497.50 |
1,497.50 |
1,464.50 |
|
R1 |
1,477.75 |
1,477.75 |
1,461.25 |
1,470.00 |
PP |
1,462.25 |
1,462.25 |
1,462.25 |
1,458.50 |
S1 |
1,442.50 |
1,442.50 |
1,454.75 |
1,434.75 |
S2 |
1,427.00 |
1,427.00 |
1,451.50 |
|
S3 |
1,391.75 |
1,407.25 |
1,448.25 |
|
S4 |
1,356.50 |
1,372.00 |
1,438.50 |
|
|
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 |
4.1% |
33.75 |
2.3% |
35% |
False |
False |
2,306,405 |
10 |
1,526.00 |
1,437.25 |
88.75 |
6.1% |
32.50 |
2.2% |
23% |
False |
False |
2,326,791 |
20 |
1,558.75 |
1,437.25 |
121.50 |
8.3% |
29.00 |
2.0% |
17% |
False |
False |
2,093,052 |
40 |
1,586.75 |
1,437.25 |
149.50 |
10.3% |
22.50 |
1.5% |
14% |
False |
False |
1,824,210 |
60 |
1,586.75 |
1,437.25 |
149.50 |
10.3% |
22.75 |
1.6% |
14% |
False |
False |
1,381,115 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
26.25 |
1.8% |
36% |
False |
False |
1,037,631 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
24.50 |
1.7% |
36% |
False |
False |
830,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,631.75 |
2.618 |
1,574.25 |
1.618 |
1,539.00 |
1.000 |
1,517.25 |
0.618 |
1,503.75 |
HIGH |
1,482.00 |
0.618 |
1,468.50 |
0.500 |
1,464.50 |
0.382 |
1,460.25 |
LOW |
1,446.75 |
0.618 |
1,425.00 |
1.000 |
1,411.50 |
1.618 |
1,389.75 |
2.618 |
1,354.50 |
4.250 |
1,297.00 |
|
|
Fisher Pivots for day following 15-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,464.50 |
1,467.00 |
PP |
1,462.25 |
1,464.00 |
S1 |
1,460.00 |
1,461.00 |
|