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 |
13,605 |
13,589 |
-16 |
-0.1% |
13,855 |
High |
13,685 |
13,640 |
-45 |
-0.3% |
13,994 |
Low |
13,467 |
13,467 |
0 |
0.0% |
13,467 |
Close |
13,642 |
13,555 |
-87 |
-0.6% |
13,642 |
Range |
218 |
173 |
-45 |
-20.6% |
527 |
ATR |
189 |
188 |
-1 |
-0.5% |
0 |
Volume |
229,033 |
271,643 |
42,610 |
18.6% |
777,893 |
|
Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,073 |
13,987 |
13,650 |
|
R3 |
13,900 |
13,814 |
13,603 |
|
R2 |
13,727 |
13,727 |
13,587 |
|
R1 |
13,641 |
13,641 |
13,571 |
13,598 |
PP |
13,554 |
13,554 |
13,554 |
13,532 |
S1 |
13,468 |
13,468 |
13,539 |
13,425 |
S2 |
13,381 |
13,381 |
13,523 |
|
S3 |
13,208 |
13,295 |
13,508 |
|
S4 |
13,035 |
13,122 |
13,460 |
|
|
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% |
213 |
1.6% |
17% |
False |
True |
179,549 |
10 |
13,994 |
13,467 |
527 |
3.9% |
187 |
1.4% |
17% |
False |
True |
196,839 |
20 |
14,267 |
13,412 |
855 |
6.3% |
199 |
1.5% |
17% |
False |
False |
183,028 |
40 |
14,267 |
13,238 |
1,029 |
7.6% |
167 |
1.2% |
31% |
False |
False |
148,173 |
60 |
14,267 |
12,649 |
1,618 |
11.9% |
177 |
1.3% |
56% |
False |
False |
98,886 |
80 |
14,267 |
12,649 |
1,618 |
11.9% |
181 |
1.3% |
56% |
False |
False |
74,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,375 |
2.618 |
14,093 |
1.618 |
13,920 |
1.000 |
13,813 |
0.618 |
13,747 |
HIGH |
13,640 |
0.618 |
13,574 |
0.500 |
13,554 |
0.382 |
13,533 |
LOW |
13,467 |
0.618 |
13,360 |
1.000 |
13,294 |
1.618 |
13,187 |
2.618 |
13,014 |
4.250 |
12,732 |
|
|
Fisher Pivots for day following 05-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,555 |
13,708 |
PP |
13,554 |
13,657 |
S1 |
13,554 |
13,606 |
|