Trading Metrics calculated at close of trading on 02-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
8,019.0 |
8,067.0 |
48.0 |
0.6% |
8,006.5 |
High |
8,100.0 |
8,078.5 |
-21.5 |
-0.3% |
8,100.0 |
Low |
7,998.5 |
7,853.5 |
-145.0 |
-1.8% |
7,853.5 |
Close |
8,059.5 |
7,927.0 |
-132.5 |
-1.6% |
7,927.0 |
Range |
101.5 |
225.0 |
123.5 |
121.7% |
246.5 |
ATR |
95.1 |
104.4 |
9.3 |
9.8% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,628.0 |
8,502.5 |
8,050.8 |
|
R3 |
8,403.0 |
8,277.5 |
7,988.9 |
|
R2 |
8,178.0 |
8,178.0 |
7,968.3 |
|
R1 |
8,052.5 |
8,052.5 |
7,947.6 |
8,002.8 |
PP |
7,953.0 |
7,953.0 |
7,953.0 |
7,928.1 |
S1 |
7,827.5 |
7,827.5 |
7,906.4 |
7,777.8 |
S2 |
7,728.0 |
7,728.0 |
7,885.8 |
|
S3 |
7,503.0 |
7,602.5 |
7,865.1 |
|
S4 |
7,278.0 |
7,377.5 |
7,803.3 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,699.7 |
8,559.8 |
8,062.6 |
|
R3 |
8,453.2 |
8,313.3 |
7,994.8 |
|
R2 |
8,206.7 |
8,206.7 |
7,972.2 |
|
R1 |
8,066.8 |
8,066.8 |
7,949.6 |
8,013.5 |
PP |
7,960.2 |
7,960.2 |
7,960.2 |
7,933.5 |
S1 |
7,820.3 |
7,820.3 |
7,904.4 |
7,767.0 |
S2 |
7,713.7 |
7,713.7 |
7,881.8 |
|
S3 |
7,467.2 |
7,573.8 |
7,859.2 |
|
S4 |
7,220.7 |
7,327.3 |
7,791.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,100.0 |
7,853.5 |
246.5 |
3.1% |
110.1 |
1.4% |
30% |
False |
True |
45,150 |
10 |
8,100.0 |
7,806.5 |
293.5 |
3.7% |
100.5 |
1.3% |
41% |
False |
False |
108,663 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
93.9 |
1.2% |
37% |
False |
False |
130,302 |
40 |
8,130.5 |
7,465.0 |
665.5 |
8.4% |
89.5 |
1.1% |
69% |
False |
False |
113,620 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.4% |
103.3 |
1.3% |
75% |
False |
False |
76,140 |
80 |
8,279.5 |
7,307.0 |
972.5 |
12.3% |
113.5 |
1.4% |
64% |
False |
False |
57,251 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
113.7 |
1.4% |
62% |
False |
False |
45,879 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
110.3 |
1.4% |
62% |
False |
False |
38,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,034.8 |
2.618 |
8,667.6 |
1.618 |
8,442.6 |
1.000 |
8,303.5 |
0.618 |
8,217.6 |
HIGH |
8,078.5 |
0.618 |
7,992.6 |
0.500 |
7,966.0 |
0.382 |
7,939.5 |
LOW |
7,853.5 |
0.618 |
7,714.5 |
1.000 |
7,628.5 |
1.618 |
7,489.5 |
2.618 |
7,264.5 |
4.250 |
6,897.3 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,966.0 |
7,976.8 |
PP |
7,953.0 |
7,960.2 |
S1 |
7,940.0 |
7,943.6 |
|