Trading Metrics calculated at close of trading on 07-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,889.0 |
7,867.5 |
-21.5 |
-0.3% |
8,006.5 |
High |
7,916.0 |
7,892.5 |
-23.5 |
-0.3% |
8,100.0 |
Low |
7,861.0 |
7,777.0 |
-84.0 |
-1.1% |
7,853.5 |
Close |
7,871.5 |
7,833.5 |
-38.0 |
-0.5% |
7,927.0 |
Range |
55.0 |
115.5 |
60.5 |
110.0% |
246.5 |
ATR |
102.7 |
103.6 |
0.9 |
0.9% |
0.0 |
Volume |
136,021 |
230,215 |
94,194 |
69.2% |
225,753 |
|
Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,180.8 |
8,122.7 |
7,897.0 |
|
R3 |
8,065.3 |
8,007.2 |
7,865.3 |
|
R2 |
7,949.8 |
7,949.8 |
7,854.7 |
|
R1 |
7,891.7 |
7,891.7 |
7,844.1 |
7,863.0 |
PP |
7,834.3 |
7,834.3 |
7,834.3 |
7,820.0 |
S1 |
7,776.2 |
7,776.2 |
7,822.9 |
7,747.5 |
S2 |
7,718.8 |
7,718.8 |
7,812.3 |
|
S3 |
7,603.3 |
7,660.7 |
7,801.7 |
|
S4 |
7,487.8 |
7,545.2 |
7,770.0 |
|
|
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 |
7,777.0 |
323.0 |
4.1% |
115.4 |
1.5% |
17% |
False |
True |
104,094 |
10 |
8,100.0 |
7,777.0 |
323.0 |
4.1% |
101.7 |
1.3% |
17% |
False |
True |
110,196 |
20 |
8,130.5 |
7,777.0 |
353.5 |
4.5% |
96.5 |
1.2% |
16% |
False |
True |
139,213 |
40 |
8,130.5 |
7,523.0 |
607.5 |
7.8% |
89.8 |
1.1% |
51% |
False |
False |
126,306 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
101.8 |
1.3% |
64% |
False |
False |
84,788 |
80 |
8,150.0 |
7,307.0 |
843.0 |
10.8% |
113.6 |
1.4% |
62% |
False |
False |
63,745 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
113.5 |
1.4% |
53% |
False |
False |
51,074 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
111.5 |
1.4% |
53% |
False |
False |
42,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,383.4 |
2.618 |
8,194.9 |
1.618 |
8,079.4 |
1.000 |
8,008.0 |
0.618 |
7,963.9 |
HIGH |
7,892.5 |
0.618 |
7,848.4 |
0.500 |
7,834.8 |
0.382 |
7,821.1 |
LOW |
7,777.0 |
0.618 |
7,705.6 |
1.000 |
7,661.5 |
1.618 |
7,590.1 |
2.618 |
7,474.6 |
4.250 |
7,286.1 |
|
|
Fisher Pivots for day following 07-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,834.8 |
7,846.5 |
PP |
7,834.3 |
7,842.2 |
S1 |
7,833.9 |
7,837.8 |
|