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 |
13,924.16 |
13,569.90 |
-354.26 |
-2.5% |
13,807.35 |
High |
13,924.16 |
13,632.90 |
-291.26 |
-2.1% |
13,962.53 |
Low |
13,548.93 |
13,446.02 |
-102.91 |
-0.8% |
13,446.02 |
Close |
13,567.87 |
13,595.10 |
27.23 |
0.2% |
13,595.10 |
Range |
375.23 |
186.88 |
-188.35 |
-50.2% |
516.51 |
ATR |
175.24 |
176.07 |
0.83 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,118.65 |
14,043.75 |
13,697.88 |
|
R3 |
13,931.77 |
13,856.87 |
13,646.49 |
|
R2 |
13,744.89 |
13,744.89 |
13,629.36 |
|
R1 |
13,669.99 |
13,669.99 |
13,612.23 |
13,707.44 |
PP |
13,558.01 |
13,558.01 |
13,558.01 |
13,576.73 |
S1 |
13,483.11 |
13,483.11 |
13,577.97 |
13,520.56 |
S2 |
13,371.13 |
13,371.13 |
13,560.84 |
|
S3 |
13,184.25 |
13,296.23 |
13,543.71 |
|
S4 |
12,997.37 |
13,109.35 |
13,492.32 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,217.41 |
14,922.77 |
13,879.18 |
|
R3 |
14,700.90 |
14,406.26 |
13,737.14 |
|
R2 |
14,184.39 |
14,184.39 |
13,689.79 |
|
R1 |
13,889.75 |
13,889.75 |
13,642.45 |
13,778.82 |
PP |
13,667.88 |
13,667.88 |
13,667.88 |
13,612.42 |
S1 |
13,373.24 |
13,373.24 |
13,547.75 |
13,262.31 |
S2 |
13,151.37 |
13,151.37 |
13,500.41 |
|
S3 |
12,634.86 |
12,856.73 |
13,453.06 |
|
S4 |
12,118.35 |
12,340.22 |
13,311.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,962.53 |
13,446.02 |
516.51 |
3.8% |
188.79 |
1.4% |
29% |
False |
True |
|
10 |
13,962.53 |
13,407.49 |
555.04 |
4.1% |
181.73 |
1.3% |
34% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
176.80 |
1.3% |
24% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.7% |
154.30 |
1.1% |
49% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
171.00 |
1.3% |
64% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
181.69 |
1.3% |
64% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
172.43 |
1.3% |
64% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
163.48 |
1.2% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,427.14 |
2.618 |
14,122.15 |
1.618 |
13,935.27 |
1.000 |
13,819.78 |
0.618 |
13,748.39 |
HIGH |
13,632.90 |
0.618 |
13,561.51 |
0.500 |
13,539.46 |
0.382 |
13,517.41 |
LOW |
13,446.02 |
0.618 |
13,330.53 |
1.000 |
13,259.14 |
1.618 |
13,143.65 |
2.618 |
12,956.77 |
4.250 |
12,651.78 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,576.55 |
13,704.28 |
PP |
13,558.01 |
13,667.88 |
S1 |
13,539.46 |
13,631.49 |
|