Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,867.5 |
7,752.0 |
-115.5 |
-1.5% |
8,006.5 |
High |
7,892.5 |
7,937.5 |
45.0 |
0.6% |
8,100.0 |
Low |
7,777.0 |
7,742.0 |
-35.0 |
-0.5% |
7,853.5 |
Close |
7,833.5 |
7,857.5 |
24.0 |
0.3% |
7,927.0 |
Range |
115.5 |
195.5 |
80.0 |
69.3% |
246.5 |
ATR |
103.6 |
110.2 |
6.6 |
6.3% |
0.0 |
Volume |
230,215 |
242,567 |
12,352 |
5.4% |
225,753 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,432.2 |
8,340.3 |
7,965.0 |
|
R3 |
8,236.7 |
8,144.8 |
7,911.3 |
|
R2 |
8,041.2 |
8,041.2 |
7,893.3 |
|
R1 |
7,949.3 |
7,949.3 |
7,875.4 |
7,995.3 |
PP |
7,845.7 |
7,845.7 |
7,845.7 |
7,868.6 |
S1 |
7,753.8 |
7,753.8 |
7,839.6 |
7,799.8 |
S2 |
7,650.2 |
7,650.2 |
7,821.7 |
|
S3 |
7,454.7 |
7,558.3 |
7,803.7 |
|
S4 |
7,259.2 |
7,362.8 |
7,750.0 |
|
|
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 |
8,078.5 |
7,742.0 |
336.5 |
4.3% |
134.2 |
1.7% |
34% |
False |
True |
152,608 |
10 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
105.3 |
1.3% |
32% |
False |
True |
114,033 |
20 |
8,120.0 |
7,742.0 |
378.0 |
4.8% |
101.5 |
1.3% |
31% |
False |
True |
142,410 |
40 |
8,130.5 |
7,523.0 |
607.5 |
7.7% |
91.9 |
1.2% |
55% |
False |
False |
132,216 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
101.9 |
1.3% |
67% |
False |
False |
88,811 |
80 |
8,142.5 |
7,307.0 |
835.5 |
10.6% |
115.3 |
1.5% |
66% |
False |
False |
66,771 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
114.0 |
1.5% |
55% |
False |
False |
53,495 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
112.8 |
1.4% |
55% |
False |
False |
44,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,768.4 |
2.618 |
8,449.3 |
1.618 |
8,253.8 |
1.000 |
8,133.0 |
0.618 |
8,058.3 |
HIGH |
7,937.5 |
0.618 |
7,862.8 |
0.500 |
7,839.8 |
0.382 |
7,816.7 |
LOW |
7,742.0 |
0.618 |
7,621.2 |
1.000 |
7,546.5 |
1.618 |
7,425.7 |
2.618 |
7,230.2 |
4.250 |
6,911.1 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,851.6 |
7,851.6 |
PP |
7,845.7 |
7,845.7 |
S1 |
7,839.8 |
7,839.8 |
|