Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,446.75 |
1,421.00 |
-25.75 |
-1.8% |
1,460.25 |
High |
1,448.00 |
1,444.00 |
-4.00 |
-0.3% |
1,465.75 |
Low |
1,417.00 |
1,418.00 |
1.00 |
0.1% |
1,417.00 |
Close |
1,417.75 |
1,442.00 |
24.25 |
1.7% |
1,442.00 |
Range |
31.00 |
26.00 |
-5.00 |
-16.1% |
48.75 |
ATR |
28.43 |
28.27 |
-0.16 |
-0.5% |
0.00 |
Volume |
2,970,104 |
1,996,723 |
-973,381 |
-32.8% |
9,205,541 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.75 |
1,503.25 |
1,456.25 |
|
R3 |
1,486.75 |
1,477.25 |
1,449.25 |
|
R2 |
1,460.75 |
1,460.75 |
1,446.75 |
|
R1 |
1,451.25 |
1,451.25 |
1,444.50 |
1,456.00 |
PP |
1,434.75 |
1,434.75 |
1,434.75 |
1,437.00 |
S1 |
1,425.25 |
1,425.25 |
1,439.50 |
1,430.00 |
S2 |
1,408.75 |
1,408.75 |
1,437.25 |
|
S3 |
1,382.75 |
1,399.25 |
1,434.75 |
|
S4 |
1,356.75 |
1,373.25 |
1,427.75 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.75 |
1,563.75 |
1,468.75 |
|
R3 |
1,539.00 |
1,515.00 |
1,455.50 |
|
R2 |
1,490.25 |
1,490.25 |
1,451.00 |
|
R1 |
1,466.25 |
1,466.25 |
1,446.50 |
1,454.00 |
PP |
1,441.50 |
1,441.50 |
1,441.50 |
1,435.50 |
S1 |
1,417.50 |
1,417.50 |
1,437.50 |
1,405.00 |
S2 |
1,392.75 |
1,392.75 |
1,433.00 |
|
S3 |
1,344.00 |
1,368.75 |
1,428.50 |
|
S4 |
1,295.25 |
1,320.00 |
1,415.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,466.75 |
1,417.00 |
49.75 |
3.5% |
28.75 |
2.0% |
50% |
False |
False |
2,292,372 |
10 |
1,496.75 |
1,417.00 |
79.75 |
5.5% |
31.25 |
2.2% |
31% |
False |
False |
2,299,389 |
20 |
1,558.75 |
1,417.00 |
141.75 |
9.8% |
29.25 |
2.0% |
18% |
False |
False |
2,112,026 |
40 |
1,586.75 |
1,417.00 |
169.75 |
11.8% |
24.50 |
1.7% |
15% |
False |
False |
1,902,846 |
60 |
1,586.75 |
1,417.00 |
169.75 |
11.8% |
23.00 |
1.6% |
15% |
False |
False |
1,570,724 |
80 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
25.50 |
1.8% |
28% |
False |
False |
1,180,681 |
100 |
1,586.75 |
1,385.00 |
201.75 |
14.0% |
25.00 |
1.7% |
28% |
False |
False |
944,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.50 |
2.618 |
1,512.00 |
1.618 |
1,486.00 |
1.000 |
1,470.00 |
0.618 |
1,460.00 |
HIGH |
1,444.00 |
0.618 |
1,434.00 |
0.500 |
1,431.00 |
0.382 |
1,428.00 |
LOW |
1,418.00 |
0.618 |
1,402.00 |
1.000 |
1,392.00 |
1.618 |
1,376.00 |
2.618 |
1,350.00 |
4.250 |
1,307.50 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,438.25 |
1,440.25 |
PP |
1,434.75 |
1,438.50 |
S1 |
1,431.00 |
1,436.75 |
|