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 |
6,335.0 |
6,420.5 |
85.5 |
1.3% |
6,525.5 |
High |
6,461.0 |
6,472.5 |
11.5 |
0.2% |
6,553.5 |
Low |
6,314.5 |
6,297.0 |
-17.5 |
-0.3% |
6,297.0 |
Close |
6,419.5 |
6,332.0 |
-87.5 |
-1.4% |
6,332.0 |
Range |
146.5 |
175.5 |
29.0 |
19.8% |
256.5 |
ATR |
107.3 |
112.2 |
4.9 |
4.5% |
0.0 |
Volume |
126,869 |
176,452 |
49,583 |
39.1% |
649,418 |
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,893.5 |
6,788.5 |
6,428.5 |
|
R3 |
6,718.0 |
6,613.0 |
6,380.5 |
|
R2 |
6,542.5 |
6,542.5 |
6,364.0 |
|
R1 |
6,437.5 |
6,437.5 |
6,348.0 |
6,402.0 |
PP |
6,367.0 |
6,367.0 |
6,367.0 |
6,349.5 |
S1 |
6,262.0 |
6,262.0 |
6,316.0 |
6,227.0 |
S2 |
6,191.5 |
6,191.5 |
6,300.0 |
|
S3 |
6,016.0 |
6,086.5 |
6,283.5 |
|
S4 |
5,840.5 |
5,911.0 |
6,235.5 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,163.5 |
7,004.5 |
6,473.0 |
|
R3 |
6,907.0 |
6,748.0 |
6,402.5 |
|
R2 |
6,650.5 |
6,650.5 |
6,379.0 |
|
R1 |
6,491.5 |
6,491.5 |
6,355.5 |
6,443.0 |
PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,370.0 |
S1 |
6,235.0 |
6,235.0 |
6,308.5 |
6,186.0 |
S2 |
6,137.5 |
6,137.5 |
6,285.0 |
|
S3 |
5,881.0 |
5,978.5 |
6,261.5 |
|
S4 |
5,624.5 |
5,722.0 |
6,191.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,553.5 |
6,297.0 |
256.5 |
4.1% |
125.0 |
2.0% |
14% |
False |
True |
129,883 |
10 |
6,760.5 |
6,297.0 |
463.5 |
7.3% |
107.0 |
1.7% |
8% |
False |
True |
112,422 |
20 |
6,802.0 |
6,297.0 |
505.0 |
8.0% |
101.5 |
1.6% |
7% |
False |
True |
109,348 |
40 |
6,802.0 |
6,212.0 |
590.0 |
9.3% |
92.0 |
1.5% |
20% |
False |
False |
109,621 |
60 |
6,802.0 |
5,899.0 |
903.0 |
14.3% |
96.0 |
1.5% |
48% |
False |
False |
74,570 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.3% |
93.0 |
1.5% |
48% |
False |
False |
55,999 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.8% |
85.0 |
1.3% |
46% |
False |
False |
44,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,218.5 |
2.618 |
6,932.0 |
1.618 |
6,756.5 |
1.000 |
6,648.0 |
0.618 |
6,581.0 |
HIGH |
6,472.5 |
0.618 |
6,405.5 |
0.500 |
6,385.0 |
0.382 |
6,364.0 |
LOW |
6,297.0 |
0.618 |
6,188.5 |
1.000 |
6,121.5 |
1.618 |
6,013.0 |
2.618 |
5,837.5 |
4.250 |
5,551.0 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,385.0 |
6,425.0 |
PP |
6,367.0 |
6,394.0 |
S1 |
6,349.5 |
6,363.0 |
|