Trading Metrics calculated at close of trading on 06-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,592.58 |
13,542.34 |
-50.24 |
-0.4% |
13,807.35 |
High |
13,618.27 |
13,669.72 |
51.45 |
0.4% |
13,962.53 |
Low |
13,446.91 |
13,511.86 |
64.95 |
0.5% |
13,446.02 |
Close |
13,543.40 |
13,660.94 |
117.54 |
0.9% |
13,595.10 |
Range |
171.36 |
157.86 |
-13.50 |
-7.9% |
516.51 |
ATR |
175.73 |
174.46 |
-1.28 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,087.75 |
14,032.21 |
13,747.76 |
|
R3 |
13,929.89 |
13,874.35 |
13,704.35 |
|
R2 |
13,772.03 |
13,772.03 |
13,689.88 |
|
R1 |
13,716.49 |
13,716.49 |
13,675.41 |
13,744.26 |
PP |
13,614.17 |
13,614.17 |
13,614.17 |
13,628.06 |
S1 |
13,558.63 |
13,558.63 |
13,646.47 |
13,586.40 |
S2 |
13,456.31 |
13,456.31 |
13,632.00 |
|
S3 |
13,298.45 |
13,400.77 |
13,617.53 |
|
S4 |
13,140.59 |
13,242.91 |
13,574.12 |
|
|
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% |
217.24 |
1.6% |
42% |
False |
False |
|
10 |
13,962.53 |
13,446.02 |
516.51 |
3.8% |
182.31 |
1.3% |
42% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
183.72 |
1.3% |
32% |
False |
False |
|
40 |
14,198.10 |
13,263.03 |
935.07 |
6.8% |
152.98 |
1.1% |
43% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
170.36 |
1.2% |
68% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
183.55 |
1.3% |
68% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
173.38 |
1.3% |
68% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
164.60 |
1.2% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,340.63 |
2.618 |
14,083.00 |
1.618 |
13,925.14 |
1.000 |
13,827.58 |
0.618 |
13,767.28 |
HIGH |
13,669.72 |
0.618 |
13,609.42 |
0.500 |
13,590.79 |
0.382 |
13,572.16 |
LOW |
13,511.86 |
0.618 |
13,414.30 |
1.000 |
13,354.00 |
1.618 |
13,256.44 |
2.618 |
13,098.58 |
4.250 |
12,840.96 |
|
|
Fisher Pivots for day following 06-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,637.56 |
13,626.58 |
PP |
13,614.17 |
13,592.23 |
S1 |
13,590.79 |
13,557.87 |
|