Trading Metrics calculated at close of trading on 02-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,741.0 |
6,572.0 |
-169.0 |
-2.5% |
6,753.0 |
High |
6,759.0 |
6,599.0 |
-160.0 |
-2.4% |
6,760.5 |
Low |
6,582.0 |
6,514.0 |
-68.0 |
-1.0% |
6,514.0 |
Close |
6,628.0 |
6,573.5 |
-54.5 |
-0.8% |
6,573.5 |
Range |
177.0 |
85.0 |
-92.0 |
-52.0% |
246.5 |
ATR |
100.6 |
101.5 |
1.0 |
1.0% |
0.0 |
Volume |
81,091 |
148,874 |
67,783 |
83.6% |
474,802 |
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,817.0 |
6,780.5 |
6,620.0 |
|
R3 |
6,732.0 |
6,695.5 |
6,597.0 |
|
R2 |
6,647.0 |
6,647.0 |
6,589.0 |
|
R1 |
6,610.5 |
6,610.5 |
6,581.5 |
6,629.0 |
PP |
6,562.0 |
6,562.0 |
6,562.0 |
6,571.5 |
S1 |
6,525.5 |
6,525.5 |
6,565.5 |
6,544.0 |
S2 |
6,477.0 |
6,477.0 |
6,558.0 |
|
S3 |
6,392.0 |
6,440.5 |
6,550.0 |
|
S4 |
6,307.0 |
6,355.5 |
6,527.0 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,355.5 |
7,211.0 |
6,709.0 |
|
R3 |
7,109.0 |
6,964.5 |
6,641.5 |
|
R2 |
6,862.5 |
6,862.5 |
6,618.5 |
|
R1 |
6,718.0 |
6,718.0 |
6,596.0 |
6,667.0 |
PP |
6,616.0 |
6,616.0 |
6,616.0 |
6,590.5 |
S1 |
6,471.5 |
6,471.5 |
6,551.0 |
6,420.5 |
S2 |
6,369.5 |
6,369.5 |
6,528.5 |
|
S3 |
6,123.0 |
6,225.0 |
6,505.5 |
|
S4 |
5,876.5 |
5,978.5 |
6,438.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,760.5 |
6,514.0 |
246.5 |
3.7% |
88.5 |
1.3% |
24% |
False |
True |
94,960 |
10 |
6,760.5 |
6,440.0 |
320.5 |
4.9% |
89.0 |
1.4% |
42% |
False |
False |
101,767 |
20 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
90.5 |
1.4% |
37% |
False |
False |
99,165 |
40 |
6,802.0 |
6,195.0 |
607.0 |
9.2% |
89.5 |
1.4% |
62% |
False |
False |
94,947 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.7% |
94.5 |
1.4% |
75% |
False |
False |
63,756 |
80 |
6,835.0 |
5,899.0 |
936.0 |
14.2% |
88.5 |
1.3% |
72% |
False |
False |
47,887 |
100 |
6,856.0 |
5,899.0 |
957.0 |
14.6% |
82.0 |
1.2% |
70% |
False |
False |
38,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,960.0 |
2.618 |
6,821.5 |
1.618 |
6,736.5 |
1.000 |
6,684.0 |
0.618 |
6,651.5 |
HIGH |
6,599.0 |
0.618 |
6,566.5 |
0.500 |
6,556.5 |
0.382 |
6,546.5 |
LOW |
6,514.0 |
0.618 |
6,461.5 |
1.000 |
6,429.0 |
1.618 |
6,376.5 |
2.618 |
6,291.5 |
4.250 |
6,153.0 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,568.0 |
6,637.0 |
PP |
6,562.0 |
6,616.0 |
S1 |
6,556.5 |
6,595.0 |
|