Trading Metrics calculated at close of trading on 06-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,515.75 |
1,505.50 |
-10.25 |
-0.7% |
1,542.00 |
High |
1,516.25 |
1,526.00 |
9.75 |
0.6% |
1,558.75 |
Low |
1,494.25 |
1,503.50 |
9.25 |
0.6% |
1,496.75 |
Close |
1,505.50 |
1,525.00 |
19.50 |
1.3% |
1,517.50 |
Range |
22.00 |
22.50 |
0.50 |
2.3% |
62.00 |
ATR |
22.76 |
22.75 |
-0.02 |
-0.1% |
0.00 |
Volume |
2,779,027 |
2,089,436 |
-689,591 |
-24.8% |
8,079,028 |
|
Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.75 |
1,577.75 |
1,537.50 |
|
R3 |
1,563.25 |
1,555.25 |
1,531.25 |
|
R2 |
1,540.75 |
1,540.75 |
1,529.00 |
|
R1 |
1,532.75 |
1,532.75 |
1,527.00 |
1,536.75 |
PP |
1,518.25 |
1,518.25 |
1,518.25 |
1,520.00 |
S1 |
1,510.25 |
1,510.25 |
1,523.00 |
1,514.25 |
S2 |
1,495.75 |
1,495.75 |
1,521.00 |
|
S3 |
1,473.25 |
1,487.75 |
1,518.75 |
|
S4 |
1,450.75 |
1,465.25 |
1,512.50 |
|
|
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 |
4.2% |
28.50 |
1.9% |
48% |
False |
False |
2,075,422 |
10 |
1,558.75 |
1,494.25 |
64.50 |
4.2% |
24.00 |
1.6% |
48% |
False |
False |
1,933,671 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
23.50 |
1.5% |
34% |
False |
False |
1,915,251 |
40 |
1,586.75 |
1,479.00 |
107.75 |
7.1% |
19.75 |
1.3% |
43% |
False |
False |
1,663,359 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.2% |
23.00 |
1.5% |
69% |
False |
False |
1,117,994 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.2% |
24.75 |
1.6% |
69% |
False |
False |
839,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,621.50 |
2.618 |
1,585.00 |
1.618 |
1,562.50 |
1.000 |
1,548.50 |
0.618 |
1,540.00 |
HIGH |
1,526.00 |
0.618 |
1,517.50 |
0.500 |
1,514.75 |
0.382 |
1,512.00 |
LOW |
1,503.50 |
0.618 |
1,489.50 |
1.000 |
1,481.00 |
1.618 |
1,467.00 |
2.618 |
1,444.50 |
4.250 |
1,408.00 |
|
|
Fisher Pivots for day following 06-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,521.50 |
1,520.00 |
PP |
1,518.25 |
1,515.00 |
S1 |
1,514.75 |
1,510.00 |
|