Trading Metrics calculated at close of trading on 16-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,478.00 |
1,457.75 |
-20.25 |
-1.4% |
1,453.75 |
High |
1,482.00 |
1,466.75 |
-15.25 |
-1.0% |
1,496.75 |
Low |
1,446.75 |
1,447.50 |
0.75 |
0.1% |
1,437.25 |
Close |
1,458.00 |
1,460.25 |
2.25 |
0.2% |
1,460.25 |
Range |
35.25 |
19.25 |
-16.00 |
-45.4% |
59.50 |
ATR |
28.01 |
27.38 |
-0.63 |
-2.2% |
0.00 |
Volume |
1,892,319 |
2,256,322 |
364,003 |
19.2% |
10,691,558 |
|
Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,516.00 |
1,507.25 |
1,470.75 |
|
R3 |
1,496.75 |
1,488.00 |
1,465.50 |
|
R2 |
1,477.50 |
1,477.50 |
1,463.75 |
|
R1 |
1,468.75 |
1,468.75 |
1,462.00 |
1,473.00 |
PP |
1,458.25 |
1,458.25 |
1,458.25 |
1,460.25 |
S1 |
1,449.50 |
1,449.50 |
1,458.50 |
1,454.00 |
S2 |
1,439.00 |
1,439.00 |
1,456.75 |
|
S3 |
1,419.75 |
1,430.25 |
1,455.00 |
|
S4 |
1,400.50 |
1,411.00 |
1,449.75 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.25 |
1,611.25 |
1,493.00 |
|
R3 |
1,583.75 |
1,551.75 |
1,476.50 |
|
R2 |
1,524.25 |
1,524.25 |
1,471.25 |
|
R1 |
1,492.25 |
1,492.25 |
1,465.75 |
1,508.25 |
PP |
1,464.75 |
1,464.75 |
1,464.75 |
1,472.75 |
S1 |
1,432.75 |
1,432.75 |
1,454.75 |
1,448.75 |
S2 |
1,405.25 |
1,405.25 |
1,449.25 |
|
S3 |
1,345.75 |
1,373.25 |
1,444.00 |
|
S4 |
1,286.25 |
1,313.75 |
1,427.50 |
|
|
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% |
32.00 |
2.2% |
39% |
False |
False |
2,138,311 |
10 |
1,526.00 |
1,437.25 |
88.75 |
6.1% |
31.50 |
2.2% |
26% |
False |
False |
2,300,153 |
20 |
1,558.75 |
1,437.25 |
121.50 |
8.3% |
27.75 |
1.9% |
19% |
False |
False |
2,128,051 |
40 |
1,586.75 |
1,437.25 |
149.50 |
10.2% |
22.50 |
1.5% |
15% |
False |
False |
1,825,581 |
60 |
1,586.75 |
1,437.25 |
149.50 |
10.2% |
22.50 |
1.5% |
15% |
False |
False |
1,418,527 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
25.75 |
1.8% |
37% |
False |
False |
1,065,788 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
24.25 |
1.7% |
37% |
False |
False |
852,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.50 |
2.618 |
1,517.25 |
1.618 |
1,498.00 |
1.000 |
1,486.00 |
0.618 |
1,478.75 |
HIGH |
1,466.75 |
0.618 |
1,459.50 |
0.500 |
1,457.00 |
0.382 |
1,454.75 |
LOW |
1,447.50 |
0.618 |
1,435.50 |
1.000 |
1,428.25 |
1.618 |
1,416.25 |
2.618 |
1,397.00 |
4.250 |
1,365.75 |
|
|
Fisher Pivots for day following 16-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,459.25 |
1,471.75 |
PP |
1,458.25 |
1,468.00 |
S1 |
1,457.00 |
1,464.00 |
|