Trading Metrics calculated at close of trading on 20-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,460.25 |
1,438.50 |
-21.75 |
-1.5% |
1,453.75 |
High |
1,465.75 |
1,456.50 |
-9.25 |
-0.6% |
1,496.75 |
Low |
1,433.25 |
1,422.00 |
-11.25 |
-0.8% |
1,437.25 |
Close |
1,437.50 |
1,446.00 |
8.50 |
0.6% |
1,460.25 |
Range |
32.50 |
34.50 |
2.00 |
6.2% |
59.50 |
ATR |
27.75 |
28.23 |
0.48 |
1.7% |
0.00 |
Volume |
2,135,862 |
2,102,852 |
-33,010 |
-1.5% |
10,691,558 |
|
Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.00 |
1,530.00 |
1,465.00 |
|
R3 |
1,510.50 |
1,495.50 |
1,455.50 |
|
R2 |
1,476.00 |
1,476.00 |
1,452.25 |
|
R1 |
1,461.00 |
1,461.00 |
1,449.25 |
1,468.50 |
PP |
1,441.50 |
1,441.50 |
1,441.50 |
1,445.25 |
S1 |
1,426.50 |
1,426.50 |
1,442.75 |
1,434.00 |
S2 |
1,407.00 |
1,407.00 |
1,439.75 |
|
S3 |
1,372.50 |
1,392.00 |
1,436.50 |
|
S4 |
1,338.00 |
1,357.50 |
1,427.00 |
|
|
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 |
1,422.00 |
74.75 |
5.2% |
29.75 |
2.1% |
32% |
False |
True |
2,090,137 |
10 |
1,525.00 |
1,422.00 |
103.00 |
7.1% |
34.00 |
2.3% |
23% |
False |
True |
2,237,178 |
20 |
1,558.75 |
1,422.00 |
136.75 |
9.5% |
29.00 |
2.0% |
18% |
False |
True |
2,085,425 |
40 |
1,586.75 |
1,422.00 |
164.75 |
11.4% |
23.50 |
1.6% |
15% |
False |
True |
1,860,460 |
60 |
1,586.75 |
1,422.00 |
164.75 |
11.4% |
23.00 |
1.6% |
15% |
False |
True |
1,488,426 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
25.75 |
1.8% |
30% |
False |
False |
1,118,680 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
24.75 |
1.7% |
30% |
False |
False |
895,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,603.00 |
2.618 |
1,546.75 |
1.618 |
1,512.25 |
1.000 |
1,491.00 |
0.618 |
1,477.75 |
HIGH |
1,456.50 |
0.618 |
1,443.25 |
0.500 |
1,439.25 |
0.382 |
1,435.25 |
LOW |
1,422.00 |
0.618 |
1,400.75 |
1.000 |
1,387.50 |
1.618 |
1,366.25 |
2.618 |
1,331.75 |
4.250 |
1,275.50 |
|
|
Fisher Pivots for day following 20-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,443.75 |
1,445.50 |
PP |
1,441.50 |
1,445.00 |
S1 |
1,439.25 |
1,444.50 |
|