Trading Metrics calculated at close of trading on 05-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,572.0 |
6,525.5 |
-46.5 |
-0.7% |
6,753.0 |
High |
6,599.0 |
6,533.0 |
-66.0 |
-1.0% |
6,760.5 |
Low |
6,514.0 |
6,448.0 |
-66.0 |
-1.0% |
6,514.0 |
Close |
6,573.5 |
6,498.0 |
-75.5 |
-1.1% |
6,573.5 |
Range |
85.0 |
85.0 |
0.0 |
0.0% |
246.5 |
ATR |
101.5 |
103.2 |
1.7 |
1.7% |
0.0 |
Volume |
148,874 |
135,356 |
-13,518 |
-9.1% |
474,802 |
|
Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,748.0 |
6,708.0 |
6,545.0 |
|
R3 |
6,663.0 |
6,623.0 |
6,521.5 |
|
R2 |
6,578.0 |
6,578.0 |
6,513.5 |
|
R1 |
6,538.0 |
6,538.0 |
6,506.0 |
6,515.5 |
PP |
6,493.0 |
6,493.0 |
6,493.0 |
6,482.0 |
S1 |
6,453.0 |
6,453.0 |
6,490.0 |
6,430.5 |
S2 |
6,408.0 |
6,408.0 |
6,482.5 |
|
S3 |
6,323.0 |
6,368.0 |
6,474.5 |
|
S4 |
6,238.0 |
6,283.0 |
6,451.0 |
|
|
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 |
6,448.0 |
312.5 |
4.8% |
95.5 |
1.5% |
16% |
False |
True |
102,643 |
10 |
6,760.5 |
6,448.0 |
312.5 |
4.8% |
88.5 |
1.4% |
16% |
False |
True |
103,691 |
20 |
6,802.0 |
6,440.0 |
362.0 |
5.6% |
91.0 |
1.4% |
16% |
False |
False |
102,045 |
40 |
6,802.0 |
6,212.0 |
590.0 |
9.1% |
88.5 |
1.4% |
48% |
False |
False |
98,320 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
94.0 |
1.4% |
66% |
False |
False |
66,011 |
80 |
6,819.0 |
5,899.0 |
920.0 |
14.2% |
89.0 |
1.4% |
65% |
False |
False |
49,579 |
100 |
6,856.0 |
5,899.0 |
957.0 |
14.7% |
82.0 |
1.3% |
63% |
False |
False |
39,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,894.0 |
2.618 |
6,755.5 |
1.618 |
6,670.5 |
1.000 |
6,618.0 |
0.618 |
6,585.5 |
HIGH |
6,533.0 |
0.618 |
6,500.5 |
0.500 |
6,490.5 |
0.382 |
6,480.5 |
LOW |
6,448.0 |
0.618 |
6,395.5 |
1.000 |
6,363.0 |
1.618 |
6,310.5 |
2.618 |
6,225.5 |
4.250 |
6,087.0 |
|
|
Fisher Pivots for day following 05-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,495.5 |
6,603.5 |
PP |
6,493.0 |
6,568.5 |
S1 |
6,490.5 |
6,533.0 |
|