Trading Metrics calculated at close of trading on 02-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,940 |
13,605 |
-335 |
-2.4% |
13,855 |
High |
13,949 |
13,685 |
-264 |
-1.9% |
13,994 |
Low |
13,571 |
13,467 |
-104 |
-0.8% |
13,467 |
Close |
13,608 |
13,642 |
34 |
0.2% |
13,642 |
Range |
378 |
218 |
-160 |
-42.3% |
527 |
ATR |
187 |
189 |
2 |
1.2% |
0 |
Volume |
189,499 |
229,033 |
39,534 |
20.9% |
777,893 |
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,252 |
14,165 |
13,762 |
|
R3 |
14,034 |
13,947 |
13,702 |
|
R2 |
13,816 |
13,816 |
13,682 |
|
R1 |
13,729 |
13,729 |
13,662 |
13,773 |
PP |
13,598 |
13,598 |
13,598 |
13,620 |
S1 |
13,511 |
13,511 |
13,622 |
13,555 |
S2 |
13,380 |
13,380 |
13,602 |
|
S3 |
13,162 |
13,293 |
13,582 |
|
S4 |
12,944 |
13,075 |
13,522 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,282 |
14,989 |
13,932 |
|
R3 |
14,755 |
14,462 |
13,787 |
|
R2 |
14,228 |
14,228 |
13,739 |
|
R1 |
13,935 |
13,935 |
13,690 |
13,818 |
PP |
13,701 |
13,701 |
13,701 |
13,643 |
S1 |
13,408 |
13,408 |
13,594 |
13,291 |
S2 |
13,174 |
13,174 |
13,546 |
|
S3 |
12,647 |
12,881 |
13,497 |
|
S4 |
12,120 |
12,354 |
13,352 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,994 |
13,467 |
527 |
3.9% |
194 |
1.4% |
33% |
False |
True |
155,578 |
10 |
13,994 |
13,412 |
582 |
4.3% |
192 |
1.4% |
40% |
False |
False |
197,095 |
20 |
14,267 |
13,412 |
855 |
6.3% |
195 |
1.4% |
27% |
False |
False |
176,311 |
40 |
14,267 |
13,137 |
1,130 |
8.3% |
167 |
1.2% |
45% |
False |
False |
141,436 |
60 |
14,267 |
12,649 |
1,618 |
11.9% |
179 |
1.3% |
61% |
False |
False |
94,364 |
80 |
14,267 |
12,649 |
1,618 |
11.9% |
179 |
1.3% |
61% |
False |
False |
70,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,612 |
2.618 |
14,256 |
1.618 |
14,038 |
1.000 |
13,903 |
0.618 |
13,820 |
HIGH |
13,685 |
0.618 |
13,602 |
0.500 |
13,576 |
0.382 |
13,550 |
LOW |
13,467 |
0.618 |
13,332 |
1.000 |
13,249 |
1.618 |
13,114 |
2.618 |
12,896 |
4.250 |
12,541 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,620 |
13,731 |
PP |
13,598 |
13,701 |
S1 |
13,576 |
13,672 |
|