Trading Metrics calculated at close of trading on 06-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,860.0 |
7,889.0 |
29.0 |
0.4% |
8,006.5 |
High |
7,893.5 |
7,916.0 |
22.5 |
0.3% |
8,100.0 |
Low |
7,813.5 |
7,861.0 |
47.5 |
0.6% |
7,853.5 |
Close |
7,844.0 |
7,871.5 |
27.5 |
0.4% |
7,927.0 |
Range |
80.0 |
55.0 |
-25.0 |
-31.3% |
246.5 |
ATR |
105.0 |
102.7 |
-2.4 |
-2.2% |
0.0 |
Volume |
154,238 |
136,021 |
-18,217 |
-11.8% |
225,753 |
|
Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,047.8 |
8,014.7 |
7,901.8 |
|
R3 |
7,992.8 |
7,959.7 |
7,886.6 |
|
R2 |
7,937.8 |
7,937.8 |
7,881.6 |
|
R1 |
7,904.7 |
7,904.7 |
7,876.5 |
7,893.8 |
PP |
7,882.8 |
7,882.8 |
7,882.8 |
7,877.4 |
S1 |
7,849.7 |
7,849.7 |
7,866.5 |
7,838.8 |
S2 |
7,827.8 |
7,827.8 |
7,861.4 |
|
S3 |
7,772.8 |
7,794.7 |
7,856.4 |
|
S4 |
7,717.8 |
7,739.7 |
7,841.3 |
|
|
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 |
7,813.5 |
286.5 |
3.6% |
112.6 |
1.4% |
20% |
False |
False |
85,155 |
10 |
8,100.0 |
7,813.5 |
286.5 |
3.6% |
99.9 |
1.3% |
20% |
False |
False |
106,477 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
94.5 |
1.2% |
20% |
False |
False |
134,135 |
40 |
8,130.5 |
7,520.0 |
610.5 |
7.8% |
88.3 |
1.1% |
58% |
False |
False |
120,666 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
102.4 |
1.3% |
69% |
False |
False |
80,955 |
80 |
8,150.0 |
7,307.0 |
843.0 |
10.7% |
113.5 |
1.4% |
67% |
False |
False |
60,873 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
113.7 |
1.4% |
57% |
False |
False |
48,775 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
110.7 |
1.4% |
57% |
False |
False |
40,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,149.8 |
2.618 |
8,060.0 |
1.618 |
8,005.0 |
1.000 |
7,971.0 |
0.618 |
7,950.0 |
HIGH |
7,916.0 |
0.618 |
7,895.0 |
0.500 |
7,888.5 |
0.382 |
7,882.0 |
LOW |
7,861.0 |
0.618 |
7,827.0 |
1.000 |
7,806.0 |
1.618 |
7,772.0 |
2.618 |
7,717.0 |
4.250 |
7,627.3 |
|
|
Fisher Pivots for day following 06-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,888.5 |
7,946.0 |
PP |
7,882.8 |
7,921.2 |
S1 |
7,877.2 |
7,896.3 |
|