Trading Metrics calculated at close of trading on 12-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,903.0 |
7,819.0 |
-84.0 |
-1.1% |
7,860.0 |
High |
7,957.5 |
7,867.5 |
-90.0 |
-1.1% |
7,957.5 |
Low |
7,829.0 |
7,744.5 |
-84.5 |
-1.1% |
7,742.0 |
Close |
7,858.0 |
7,843.5 |
-14.5 |
-0.2% |
7,858.0 |
Range |
128.5 |
123.0 |
-5.5 |
-4.3% |
215.5 |
ATR |
111.5 |
112.3 |
0.8 |
0.7% |
0.0 |
Volume |
240,692 |
171,014 |
-69,678 |
-28.9% |
1,003,733 |
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,187.5 |
8,138.5 |
7,911.2 |
|
R3 |
8,064.5 |
8,015.5 |
7,877.3 |
|
R2 |
7,941.5 |
7,941.5 |
7,866.1 |
|
R1 |
7,892.5 |
7,892.5 |
7,854.8 |
7,917.0 |
PP |
7,818.5 |
7,818.5 |
7,818.5 |
7,830.8 |
S1 |
7,769.5 |
7,769.5 |
7,832.2 |
7,794.0 |
S2 |
7,695.5 |
7,695.5 |
7,821.0 |
|
S3 |
7,572.5 |
7,646.5 |
7,809.7 |
|
S4 |
7,449.5 |
7,523.5 |
7,775.9 |
|
|
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% |
123.5 |
1.6% |
47% |
False |
False |
204,101 |
10 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
119.2 |
1.5% |
28% |
False |
False |
140,050 |
20 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
105.1 |
1.3% |
28% |
False |
False |
148,472 |
40 |
8,130.5 |
7,533.5 |
597.0 |
7.6% |
93.7 |
1.2% |
52% |
False |
False |
141,154 |
60 |
8,130.5 |
7,459.0 |
671.5 |
8.6% |
99.8 |
1.3% |
57% |
False |
False |
95,598 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
114.9 |
1.5% |
65% |
False |
False |
71,907 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
113.7 |
1.4% |
54% |
False |
False |
57,599 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
113.6 |
1.4% |
54% |
False |
False |
48,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,390.3 |
2.618 |
8,189.5 |
1.618 |
8,066.5 |
1.000 |
7,990.5 |
0.618 |
7,943.5 |
HIGH |
7,867.5 |
0.618 |
7,820.5 |
0.500 |
7,806.0 |
0.382 |
7,791.5 |
LOW |
7,744.5 |
0.618 |
7,668.5 |
1.000 |
7,621.5 |
1.618 |
7,545.5 |
2.618 |
7,422.5 |
4.250 |
7,221.8 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,831.0 |
7,849.8 |
PP |
7,818.5 |
7,847.7 |
S1 |
7,806.0 |
7,845.6 |
|