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 |
13,569.90 |
13,592.58 |
22.68 |
0.2% |
13,807.35 |
High |
13,632.90 |
13,618.27 |
-14.63 |
-0.1% |
13,962.53 |
Low |
13,446.02 |
13,446.91 |
0.89 |
0.0% |
13,446.02 |
Close |
13,595.10 |
13,543.40 |
-51.70 |
-0.4% |
13,595.10 |
Range |
186.88 |
171.36 |
-15.52 |
-8.3% |
516.51 |
ATR |
176.07 |
175.73 |
-0.34 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,050.27 |
13,968.20 |
13,637.65 |
|
R3 |
13,878.91 |
13,796.84 |
13,590.52 |
|
R2 |
13,707.55 |
13,707.55 |
13,574.82 |
|
R1 |
13,625.48 |
13,625.48 |
13,559.11 |
13,580.84 |
PP |
13,536.19 |
13,536.19 |
13,536.19 |
13,513.87 |
S1 |
13,454.12 |
13,454.12 |
13,527.69 |
13,409.48 |
S2 |
13,364.83 |
13,364.83 |
13,511.98 |
|
S3 |
13,193.47 |
13,282.76 |
13,496.28 |
|
S4 |
13,022.11 |
13,111.40 |
13,449.15 |
|
|
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% |
203.84 |
1.5% |
19% |
False |
False |
|
10 |
13,962.53 |
13,446.02 |
516.51 |
3.8% |
180.89 |
1.3% |
19% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
182.45 |
1.3% |
17% |
False |
False |
|
40 |
14,198.10 |
13,129.15 |
1,068.95 |
7.9% |
153.96 |
1.1% |
39% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
169.71 |
1.3% |
61% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
182.75 |
1.3% |
61% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
173.13 |
1.3% |
61% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
163.86 |
1.2% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,346.55 |
2.618 |
14,066.89 |
1.618 |
13,895.53 |
1.000 |
13,789.63 |
0.618 |
13,724.17 |
HIGH |
13,618.27 |
0.618 |
13,552.81 |
0.500 |
13,532.59 |
0.382 |
13,512.37 |
LOW |
13,446.91 |
0.618 |
13,341.01 |
1.000 |
13,275.55 |
1.618 |
13,169.65 |
2.618 |
12,998.29 |
4.250 |
12,718.63 |
|
|
Fisher Pivots for day following 05-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,539.80 |
13,685.09 |
PP |
13,536.19 |
13,637.86 |
S1 |
13,532.59 |
13,590.63 |
|