Trading Metrics calculated at close of trading on 09-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,752.0 |
7,903.0 |
151.0 |
1.9% |
7,860.0 |
High |
7,937.5 |
7,957.5 |
20.0 |
0.3% |
7,957.5 |
Low |
7,742.0 |
7,829.0 |
87.0 |
1.1% |
7,742.0 |
Close |
7,857.5 |
7,858.0 |
0.5 |
0.0% |
7,858.0 |
Range |
195.5 |
128.5 |
-67.0 |
-34.3% |
215.5 |
ATR |
110.2 |
111.5 |
1.3 |
1.2% |
0.0 |
Volume |
242,567 |
240,692 |
-1,875 |
-0.8% |
1,003,733 |
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,267.0 |
8,191.0 |
7,928.7 |
|
R3 |
8,138.5 |
8,062.5 |
7,893.3 |
|
R2 |
8,010.0 |
8,010.0 |
7,881.6 |
|
R1 |
7,934.0 |
7,934.0 |
7,869.8 |
7,907.8 |
PP |
7,881.5 |
7,881.5 |
7,881.5 |
7,868.4 |
S1 |
7,805.5 |
7,805.5 |
7,846.2 |
7,779.3 |
S2 |
7,753.0 |
7,753.0 |
7,834.4 |
|
S3 |
7,624.5 |
7,677.0 |
7,822.7 |
|
S4 |
7,496.0 |
7,548.5 |
7,787.3 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,499.0 |
8,394.0 |
7,976.5 |
|
R3 |
8,283.5 |
8,178.5 |
7,917.3 |
|
R2 |
8,068.0 |
8,068.0 |
7,897.5 |
|
R1 |
7,963.0 |
7,963.0 |
7,877.8 |
7,907.8 |
PP |
7,852.5 |
7,852.5 |
7,852.5 |
7,824.9 |
S1 |
7,747.5 |
7,747.5 |
7,838.2 |
7,692.3 |
S2 |
7,637.0 |
7,637.0 |
7,818.5 |
|
S3 |
7,421.5 |
7,532.0 |
7,798.7 |
|
S4 |
7,206.0 |
7,316.5 |
7,739.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,957.5 |
7,742.0 |
215.5 |
2.7% |
114.9 |
1.5% |
54% |
True |
False |
200,746 |
10 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
112.5 |
1.4% |
32% |
False |
False |
122,948 |
20 |
8,102.5 |
7,742.0 |
360.5 |
4.6% |
103.5 |
1.3% |
32% |
False |
False |
147,056 |
40 |
8,130.5 |
7,523.0 |
607.5 |
7.7% |
93.1 |
1.2% |
55% |
False |
False |
138,028 |
60 |
8,130.5 |
7,459.0 |
671.5 |
8.5% |
99.1 |
1.3% |
59% |
False |
False |
92,791 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
114.8 |
1.5% |
67% |
False |
False |
69,775 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
113.9 |
1.4% |
55% |
False |
False |
55,897 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
113.2 |
1.4% |
55% |
False |
False |
46,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,503.6 |
2.618 |
8,293.9 |
1.618 |
8,165.4 |
1.000 |
8,086.0 |
0.618 |
8,036.9 |
HIGH |
7,957.5 |
0.618 |
7,908.4 |
0.500 |
7,893.3 |
0.382 |
7,878.1 |
LOW |
7,829.0 |
0.618 |
7,749.6 |
1.000 |
7,700.5 |
1.618 |
7,621.1 |
2.618 |
7,492.6 |
4.250 |
7,282.9 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,893.3 |
7,855.3 |
PP |
7,881.5 |
7,852.5 |
S1 |
7,869.8 |
7,849.8 |
|