Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,457.75 |
1,460.25 |
2.50 |
0.2% |
1,453.75 |
High |
1,466.75 |
1,465.75 |
-1.00 |
-0.1% |
1,496.75 |
Low |
1,447.50 |
1,433.25 |
-14.25 |
-1.0% |
1,437.25 |
Close |
1,460.25 |
1,437.50 |
-22.75 |
-1.6% |
1,460.25 |
Range |
19.25 |
32.50 |
13.25 |
68.8% |
59.50 |
ATR |
27.38 |
27.75 |
0.37 |
1.3% |
0.00 |
Volume |
2,256,322 |
2,135,862 |
-120,460 |
-5.3% |
10,691,558 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.00 |
1,522.75 |
1,455.50 |
|
R3 |
1,510.50 |
1,490.25 |
1,446.50 |
|
R2 |
1,478.00 |
1,478.00 |
1,443.50 |
|
R1 |
1,457.75 |
1,457.75 |
1,440.50 |
1,451.50 |
PP |
1,445.50 |
1,445.50 |
1,445.50 |
1,442.50 |
S1 |
1,425.25 |
1,425.25 |
1,434.50 |
1,419.00 |
S2 |
1,413.00 |
1,413.00 |
1,431.50 |
|
S3 |
1,380.50 |
1,392.75 |
1,428.50 |
|
S4 |
1,348.00 |
1,360.25 |
1,419.50 |
|
|
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 |
1,433.25 |
63.50 |
4.4% |
32.50 |
2.3% |
7% |
False |
True |
2,058,796 |
10 |
1,526.00 |
1,433.25 |
92.75 |
6.5% |
32.75 |
2.3% |
5% |
False |
True |
2,235,837 |
20 |
1,558.75 |
1,433.25 |
125.50 |
8.7% |
28.00 |
2.0% |
3% |
False |
True |
2,100,356 |
40 |
1,586.75 |
1,433.25 |
153.50 |
10.7% |
23.00 |
1.6% |
3% |
False |
True |
1,845,309 |
60 |
1,586.75 |
1,433.25 |
153.50 |
10.7% |
22.75 |
1.6% |
3% |
False |
True |
1,453,723 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
25.75 |
1.8% |
26% |
False |
False |
1,092,441 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
24.50 |
1.7% |
26% |
False |
False |
874,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.00 |
2.618 |
1,550.75 |
1.618 |
1,518.25 |
1.000 |
1,498.25 |
0.618 |
1,485.75 |
HIGH |
1,465.75 |
0.618 |
1,453.25 |
0.500 |
1,449.50 |
0.382 |
1,445.75 |
LOW |
1,433.25 |
0.618 |
1,413.25 |
1.000 |
1,400.75 |
1.618 |
1,380.75 |
2.618 |
1,348.25 |
4.250 |
1,295.00 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,449.50 |
1,457.50 |
PP |
1,445.50 |
1,451.00 |
S1 |
1,441.50 |
1,444.25 |
|