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 |
13,589 |
13,559 |
-30 |
-0.2% |
13,855 |
High |
13,640 |
13,690 |
50 |
0.4% |
13,994 |
Low |
13,467 |
13,532 |
65 |
0.5% |
13,467 |
Close |
13,555 |
13,677 |
122 |
0.9% |
13,642 |
Range |
173 |
158 |
-15 |
-8.7% |
527 |
ATR |
188 |
186 |
-2 |
-1.2% |
0 |
Volume |
271,643 |
218,660 |
-52,983 |
-19.5% |
777,893 |
|
Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,107 |
14,050 |
13,764 |
|
R3 |
13,949 |
13,892 |
13,721 |
|
R2 |
13,791 |
13,791 |
13,706 |
|
R1 |
13,734 |
13,734 |
13,692 |
13,763 |
PP |
13,633 |
13,633 |
13,633 |
13,647 |
S1 |
13,576 |
13,576 |
13,663 |
13,605 |
S2 |
13,475 |
13,475 |
13,648 |
|
S3 |
13,317 |
13,418 |
13,634 |
|
S4 |
13,159 |
13,260 |
13,590 |
|
|
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% |
226 |
1.7% |
40% |
False |
False |
202,429 |
10 |
13,994 |
13,467 |
527 |
3.9% |
189 |
1.4% |
40% |
False |
False |
194,743 |
20 |
14,267 |
13,412 |
855 |
6.3% |
200 |
1.5% |
31% |
False |
False |
190,545 |
40 |
14,267 |
13,375 |
892 |
6.5% |
166 |
1.2% |
34% |
False |
False |
153,583 |
60 |
14,267 |
12,649 |
1,618 |
11.8% |
178 |
1.3% |
64% |
False |
False |
102,525 |
80 |
14,267 |
12,649 |
1,618 |
11.8% |
182 |
1.3% |
64% |
False |
False |
76,915 |
100 |
14,267 |
12,649 |
1,618 |
11.8% |
159 |
1.2% |
64% |
False |
False |
61,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,362 |
2.618 |
14,104 |
1.618 |
13,946 |
1.000 |
13,848 |
0.618 |
13,788 |
HIGH |
13,690 |
0.618 |
13,630 |
0.500 |
13,611 |
0.382 |
13,592 |
LOW |
13,532 |
0.618 |
13,434 |
1.000 |
13,374 |
1.618 |
13,276 |
2.618 |
13,118 |
4.250 |
12,861 |
|
|
Fisher Pivots for day following 06-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,655 |
13,644 |
PP |
13,633 |
13,611 |
S1 |
13,611 |
13,579 |
|