Trading Metrics calculated at close of trading on 05-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,515.75 |
1,515.75 |
0.00 |
0.0% |
1,542.00 |
High |
1,525.00 |
1,516.25 |
-8.75 |
-0.6% |
1,558.75 |
Low |
1,496.75 |
1,494.25 |
-2.50 |
-0.2% |
1,496.75 |
Close |
1,517.50 |
1,505.50 |
-12.00 |
-0.8% |
1,517.50 |
Range |
28.25 |
22.00 |
-6.25 |
-22.1% |
62.00 |
ATR |
22.73 |
22.76 |
0.04 |
0.2% |
0.00 |
Volume |
2,522,700 |
2,779,027 |
256,327 |
10.2% |
8,079,028 |
|
Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,571.25 |
1,560.50 |
1,517.50 |
|
R3 |
1,549.25 |
1,538.50 |
1,511.50 |
|
R2 |
1,527.25 |
1,527.25 |
1,509.50 |
|
R1 |
1,516.50 |
1,516.50 |
1,507.50 |
1,511.00 |
PP |
1,505.25 |
1,505.25 |
1,505.25 |
1,502.50 |
S1 |
1,494.50 |
1,494.50 |
1,503.50 |
1,489.00 |
S2 |
1,483.25 |
1,483.25 |
1,501.50 |
|
S3 |
1,461.25 |
1,472.50 |
1,499.50 |
|
S4 |
1,439.25 |
1,450.50 |
1,493.50 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.25 |
1,676.00 |
1,551.50 |
|
R3 |
1,648.25 |
1,614.00 |
1,534.50 |
|
R2 |
1,586.25 |
1,586.25 |
1,528.75 |
|
R1 |
1,552.00 |
1,552.00 |
1,523.25 |
1,538.00 |
PP |
1,524.25 |
1,524.25 |
1,524.25 |
1,517.50 |
S1 |
1,490.00 |
1,490.00 |
1,511.75 |
1,476.00 |
S2 |
1,462.25 |
1,462.25 |
1,506.25 |
|
S3 |
1,400.25 |
1,428.00 |
1,500.50 |
|
S4 |
1,338.25 |
1,366.00 |
1,483.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,558.75 |
1,494.25 |
64.50 |
4.3% |
26.50 |
1.8% |
17% |
False |
True |
1,861,416 |
10 |
1,558.75 |
1,494.25 |
64.50 |
4.3% |
23.50 |
1.6% |
17% |
False |
True |
1,964,876 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.3% |
23.00 |
1.5% |
14% |
False |
False |
1,846,696 |
40 |
1,586.75 |
1,465.75 |
121.00 |
8.0% |
19.75 |
1.3% |
33% |
False |
False |
1,613,734 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
22.75 |
1.5% |
60% |
False |
False |
1,083,331 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
24.50 |
1.6% |
60% |
False |
False |
813,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.75 |
2.618 |
1,573.75 |
1.618 |
1,551.75 |
1.000 |
1,538.25 |
0.618 |
1,529.75 |
HIGH |
1,516.25 |
0.618 |
1,507.75 |
0.500 |
1,505.25 |
0.382 |
1,502.75 |
LOW |
1,494.25 |
0.618 |
1,480.75 |
1.000 |
1,472.25 |
1.618 |
1,458.75 |
2.618 |
1,436.75 |
4.250 |
1,400.75 |
|
|
Fisher Pivots for day following 05-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,505.50 |
1,524.50 |
PP |
1,505.25 |
1,518.25 |
S1 |
1,505.25 |
1,512.00 |
|