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 |
13,559 |
13,662 |
103 |
0.8% |
13,855 |
High |
13,690 |
13,662 |
-28 |
-0.2% |
13,994 |
Low |
13,532 |
13,297 |
-235 |
-1.7% |
13,467 |
Close |
13,677 |
13,355 |
-322 |
-2.4% |
13,642 |
Range |
158 |
365 |
207 |
131.0% |
527 |
ATR |
186 |
200 |
14 |
7.4% |
0 |
Volume |
218,660 |
173,923 |
-44,737 |
-20.5% |
777,893 |
|
Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,533 |
14,309 |
13,556 |
|
R3 |
14,168 |
13,944 |
13,456 |
|
R2 |
13,803 |
13,803 |
13,422 |
|
R1 |
13,579 |
13,579 |
13,389 |
13,509 |
PP |
13,438 |
13,438 |
13,438 |
13,403 |
S1 |
13,214 |
13,214 |
13,322 |
13,144 |
S2 |
13,073 |
13,073 |
13,288 |
|
S3 |
12,708 |
12,849 |
13,255 |
|
S4 |
12,343 |
12,484 |
13,154 |
|
|
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 |
13,949 |
13,297 |
652 |
4.9% |
259 |
1.9% |
9% |
False |
True |
216,551 |
10 |
13,994 |
13,297 |
697 |
5.2% |
202 |
1.5% |
8% |
False |
True |
193,977 |
20 |
14,267 |
13,297 |
970 |
7.3% |
210 |
1.6% |
6% |
False |
True |
192,908 |
40 |
14,267 |
13,297 |
970 |
7.3% |
172 |
1.3% |
6% |
False |
True |
157,814 |
60 |
14,267 |
12,649 |
1,618 |
12.1% |
180 |
1.3% |
44% |
False |
False |
105,422 |
80 |
14,267 |
12,649 |
1,618 |
12.1% |
186 |
1.4% |
44% |
False |
False |
79,089 |
100 |
14,267 |
12,649 |
1,618 |
12.1% |
162 |
1.2% |
44% |
False |
False |
63,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,213 |
2.618 |
14,618 |
1.618 |
14,253 |
1.000 |
14,027 |
0.618 |
13,888 |
HIGH |
13,662 |
0.618 |
13,523 |
0.500 |
13,480 |
0.382 |
13,437 |
LOW |
13,297 |
0.618 |
13,072 |
1.000 |
12,932 |
1.618 |
12,707 |
2.618 |
12,342 |
4.250 |
11,746 |
|
|
Fisher Pivots for day following 07-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,480 |
13,494 |
PP |
13,438 |
13,447 |
S1 |
13,397 |
13,401 |
|