Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,438.50 |
1,446.75 |
8.25 |
0.6% |
1,453.75 |
High |
1,456.50 |
1,448.00 |
-8.50 |
-0.6% |
1,496.75 |
Low |
1,422.00 |
1,417.00 |
-5.00 |
-0.4% |
1,437.25 |
Close |
1,446.00 |
1,417.75 |
-28.25 |
-2.0% |
1,460.25 |
Range |
34.50 |
31.00 |
-3.50 |
-10.1% |
59.50 |
ATR |
28.23 |
28.43 |
0.20 |
0.7% |
0.00 |
Volume |
2,102,852 |
2,970,104 |
867,252 |
41.2% |
10,691,558 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.50 |
1,500.25 |
1,434.75 |
|
R3 |
1,489.50 |
1,469.25 |
1,426.25 |
|
R2 |
1,458.50 |
1,458.50 |
1,423.50 |
|
R1 |
1,438.25 |
1,438.25 |
1,420.50 |
1,433.00 |
PP |
1,427.50 |
1,427.50 |
1,427.50 |
1,425.00 |
S1 |
1,407.25 |
1,407.25 |
1,415.00 |
1,402.00 |
S2 |
1,396.50 |
1,396.50 |
1,412.00 |
|
S3 |
1,365.50 |
1,376.25 |
1,409.25 |
|
S4 |
1,334.50 |
1,345.25 |
1,400.75 |
|
|
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 |
1,482.00 |
1,417.00 |
65.00 |
4.6% |
30.50 |
2.2% |
1% |
False |
True |
2,271,491 |
10 |
1,496.75 |
1,417.00 |
79.75 |
5.6% |
32.25 |
2.3% |
1% |
False |
True |
2,362,050 |
20 |
1,558.75 |
1,417.00 |
141.75 |
10.0% |
29.00 |
2.0% |
1% |
False |
True |
2,146,622 |
40 |
1,586.75 |
1,417.00 |
169.75 |
12.0% |
24.00 |
1.7% |
0% |
False |
True |
1,895,161 |
60 |
1,586.75 |
1,417.00 |
169.75 |
12.0% |
23.00 |
1.6% |
0% |
False |
True |
1,537,747 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.2% |
25.75 |
1.8% |
16% |
False |
False |
1,155,759 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.2% |
24.75 |
1.7% |
16% |
False |
False |
924,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,579.75 |
2.618 |
1,529.25 |
1.618 |
1,498.25 |
1.000 |
1,479.00 |
0.618 |
1,467.25 |
HIGH |
1,448.00 |
0.618 |
1,436.25 |
0.500 |
1,432.50 |
0.382 |
1,428.75 |
LOW |
1,417.00 |
0.618 |
1,397.75 |
1.000 |
1,386.00 |
1.618 |
1,366.75 |
2.618 |
1,335.75 |
4.250 |
1,285.25 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,432.50 |
1,441.50 |
PP |
1,427.50 |
1,433.50 |
S1 |
1,422.75 |
1,425.50 |
|