Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,662 |
13,293 |
-369 |
-2.7% |
13,855 |
High |
13,662 |
13,430 |
-232 |
-1.7% |
13,994 |
Low |
13,297 |
13,096 |
-201 |
-1.5% |
13,467 |
Close |
13,355 |
13,262 |
-93 |
-0.7% |
13,642 |
Range |
365 |
334 |
-31 |
-8.5% |
527 |
ATR |
200 |
210 |
10 |
4.8% |
0 |
Volume |
173,923 |
273,390 |
99,467 |
57.2% |
777,893 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,265 |
14,097 |
13,446 |
|
R3 |
13,931 |
13,763 |
13,354 |
|
R2 |
13,597 |
13,597 |
13,323 |
|
R1 |
13,429 |
13,429 |
13,293 |
13,346 |
PP |
13,263 |
13,263 |
13,263 |
13,221 |
S1 |
13,095 |
13,095 |
13,232 |
13,012 |
S2 |
12,929 |
12,929 |
13,201 |
|
S3 |
12,595 |
12,761 |
13,170 |
|
S4 |
12,261 |
12,427 |
13,078 |
|
|
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 |
13,690 |
13,096 |
594 |
4.5% |
250 |
1.9% |
28% |
False |
True |
233,329 |
10 |
13,994 |
13,096 |
898 |
6.8% |
216 |
1.6% |
18% |
False |
True |
194,070 |
20 |
14,205 |
13,096 |
1,109 |
8.4% |
214 |
1.6% |
15% |
False |
True |
199,211 |
40 |
14,267 |
13,096 |
1,171 |
8.8% |
176 |
1.3% |
14% |
False |
True |
164,356 |
60 |
14,267 |
12,649 |
1,618 |
12.2% |
181 |
1.4% |
38% |
False |
False |
109,978 |
80 |
14,267 |
12,649 |
1,618 |
12.2% |
189 |
1.4% |
38% |
False |
False |
82,505 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
163 |
1.2% |
38% |
False |
False |
66,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,850 |
2.618 |
14,305 |
1.618 |
13,971 |
1.000 |
13,764 |
0.618 |
13,637 |
HIGH |
13,430 |
0.618 |
13,303 |
0.500 |
13,263 |
0.382 |
13,224 |
LOW |
13,096 |
0.618 |
12,890 |
1.000 |
12,762 |
1.618 |
12,556 |
2.618 |
12,222 |
4.250 |
11,677 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,263 |
13,393 |
PP |
13,263 |
13,349 |
S1 |
13,262 |
13,306 |
|