Trading Metrics calculated at close of trading on 07-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,505.50 |
1,524.75 |
19.25 |
1.3% |
1,542.00 |
High |
1,526.00 |
1,525.00 |
-1.00 |
-0.1% |
1,558.75 |
Low |
1,503.50 |
1,478.75 |
-24.75 |
-1.6% |
1,496.75 |
Close |
1,525.00 |
1,482.75 |
-42.25 |
-2.8% |
1,517.50 |
Range |
22.50 |
46.25 |
23.75 |
105.6% |
62.00 |
ATR |
22.75 |
24.42 |
1.68 |
7.4% |
0.00 |
Volume |
2,089,436 |
1,721,389 |
-368,047 |
-17.6% |
8,079,028 |
|
Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.25 |
1,604.75 |
1,508.25 |
|
R3 |
1,588.00 |
1,558.50 |
1,495.50 |
|
R2 |
1,541.75 |
1,541.75 |
1,491.25 |
|
R1 |
1,512.25 |
1,512.25 |
1,487.00 |
1,504.00 |
PP |
1,495.50 |
1,495.50 |
1,495.50 |
1,491.25 |
S1 |
1,466.00 |
1,466.00 |
1,478.50 |
1,457.50 |
S2 |
1,449.25 |
1,449.25 |
1,474.25 |
|
S3 |
1,403.00 |
1,419.75 |
1,470.00 |
|
S4 |
1,356.75 |
1,373.50 |
1,457.25 |
|
|
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 |
1,555.00 |
1,478.75 |
76.25 |
5.1% |
32.75 |
2.2% |
5% |
False |
True |
2,214,772 |
10 |
1,558.75 |
1,478.75 |
80.00 |
5.4% |
25.75 |
1.7% |
5% |
False |
True |
1,931,195 |
20 |
1,586.75 |
1,478.75 |
108.00 |
7.3% |
25.25 |
1.7% |
4% |
False |
True |
1,937,205 |
40 |
1,586.75 |
1,478.75 |
108.00 |
7.3% |
20.50 |
1.4% |
4% |
False |
True |
1,704,063 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
23.25 |
1.6% |
48% |
False |
False |
1,146,528 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
25.25 |
1.7% |
48% |
False |
False |
860,810 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
23.50 |
1.6% |
48% |
False |
False |
688,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.50 |
2.618 |
1,646.00 |
1.618 |
1,599.75 |
1.000 |
1,571.25 |
0.618 |
1,553.50 |
HIGH |
1,525.00 |
0.618 |
1,507.25 |
0.500 |
1,502.00 |
0.382 |
1,496.50 |
LOW |
1,478.75 |
0.618 |
1,450.25 |
1.000 |
1,432.50 |
1.618 |
1,404.00 |
2.618 |
1,357.75 |
4.250 |
1,282.25 |
|
|
Fisher Pivots for day following 07-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,502.00 |
1,502.50 |
PP |
1,495.50 |
1,495.75 |
S1 |
1,489.00 |
1,489.25 |
|