Trading Metrics calculated at close of trading on 09-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,293 |
13,278 |
-15 |
-0.1% |
13,589 |
High |
13,430 |
13,311 |
-119 |
-0.9% |
13,690 |
Low |
13,096 |
13,013 |
-83 |
-0.6% |
13,013 |
Close |
13,262 |
13,047 |
-215 |
-1.6% |
13,047 |
Range |
334 |
298 |
-36 |
-10.8% |
677 |
ATR |
210 |
216 |
6 |
3.0% |
0 |
Volume |
273,390 |
351,038 |
77,648 |
28.4% |
1,288,654 |
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,018 |
13,830 |
13,211 |
|
R3 |
13,720 |
13,532 |
13,129 |
|
R2 |
13,422 |
13,422 |
13,102 |
|
R1 |
13,234 |
13,234 |
13,074 |
13,179 |
PP |
13,124 |
13,124 |
13,124 |
13,096 |
S1 |
12,936 |
12,936 |
13,020 |
12,881 |
S2 |
12,826 |
12,826 |
12,992 |
|
S3 |
12,528 |
12,638 |
12,965 |
|
S4 |
12,230 |
12,340 |
12,883 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,281 |
14,841 |
13,419 |
|
R3 |
14,604 |
14,164 |
13,233 |
|
R2 |
13,927 |
13,927 |
13,171 |
|
R1 |
13,487 |
13,487 |
13,109 |
13,369 |
PP |
13,250 |
13,250 |
13,250 |
13,191 |
S1 |
12,810 |
12,810 |
12,985 |
12,692 |
S2 |
12,573 |
12,573 |
12,923 |
|
S3 |
11,896 |
12,133 |
12,861 |
|
S4 |
11,219 |
11,456 |
12,675 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,690 |
13,013 |
677 |
5.2% |
266 |
2.0% |
5% |
False |
True |
257,730 |
10 |
13,994 |
13,013 |
981 |
7.5% |
230 |
1.8% |
3% |
False |
True |
206,654 |
20 |
14,205 |
13,013 |
1,192 |
9.1% |
221 |
1.7% |
3% |
False |
True |
205,603 |
40 |
14,267 |
13,013 |
1,254 |
9.6% |
180 |
1.4% |
3% |
False |
True |
170,842 |
60 |
14,267 |
12,887 |
1,380 |
10.6% |
180 |
1.4% |
12% |
False |
False |
115,827 |
80 |
14,267 |
12,649 |
1,618 |
12.4% |
192 |
1.5% |
25% |
False |
False |
86,893 |
100 |
14,267 |
12,649 |
1,618 |
12.4% |
166 |
1.3% |
25% |
False |
False |
69,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,578 |
2.618 |
14,091 |
1.618 |
13,793 |
1.000 |
13,609 |
0.618 |
13,495 |
HIGH |
13,311 |
0.618 |
13,197 |
0.500 |
13,162 |
0.382 |
13,127 |
LOW |
13,013 |
0.618 |
12,829 |
1.000 |
12,715 |
1.618 |
12,531 |
2.618 |
12,233 |
4.250 |
11,747 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,162 |
13,338 |
PP |
13,124 |
13,241 |
S1 |
13,085 |
13,144 |
|