Trading Metrics calculated at close of trading on 07-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,542.34 |
13,646.72 |
104.38 |
0.8% |
13,807.35 |
High |
13,669.72 |
13,647.29 |
-22.43 |
-0.2% |
13,962.53 |
Low |
13,511.86 |
13,285.63 |
-226.23 |
-1.7% |
13,446.02 |
Close |
13,660.94 |
13,300.02 |
-360.92 |
-2.6% |
13,595.10 |
Range |
157.86 |
361.66 |
203.80 |
129.1% |
516.51 |
ATR |
174.46 |
188.80 |
14.35 |
8.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,495.96 |
14,259.65 |
13,498.93 |
|
R3 |
14,134.30 |
13,897.99 |
13,399.48 |
|
R2 |
13,772.64 |
13,772.64 |
13,366.32 |
|
R1 |
13,536.33 |
13,536.33 |
13,333.17 |
13,473.66 |
PP |
13,410.98 |
13,410.98 |
13,410.98 |
13,379.64 |
S1 |
13,174.67 |
13,174.67 |
13,266.87 |
13,112.00 |
S2 |
13,049.32 |
13,049.32 |
13,233.72 |
|
S3 |
12,687.66 |
12,813.01 |
13,200.56 |
|
S4 |
12,326.00 |
12,451.35 |
13,101.11 |
|
|
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 |
13,924.16 |
13,285.63 |
638.53 |
4.8% |
250.60 |
1.9% |
2% |
False |
True |
|
10 |
13,962.53 |
13,285.63 |
676.90 |
5.1% |
196.44 |
1.5% |
2% |
False |
True |
|
20 |
14,198.10 |
13,285.63 |
912.47 |
6.9% |
194.02 |
1.5% |
2% |
False |
True |
|
40 |
14,198.10 |
13,285.63 |
912.47 |
6.9% |
159.60 |
1.2% |
2% |
False |
True |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
172.20 |
1.3% |
47% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
187.08 |
1.4% |
47% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
176.41 |
1.3% |
47% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
166.93 |
1.3% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,184.35 |
2.618 |
14,594.12 |
1.618 |
14,232.46 |
1.000 |
14,008.95 |
0.618 |
13,870.80 |
HIGH |
13,647.29 |
0.618 |
13,509.14 |
0.500 |
13,466.46 |
0.382 |
13,423.78 |
LOW |
13,285.63 |
0.618 |
13,062.12 |
1.000 |
12,923.97 |
1.618 |
12,700.46 |
2.618 |
12,338.80 |
4.250 |
11,748.58 |
|
|
Fisher Pivots for day following 07-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,466.46 |
13,477.68 |
PP |
13,410.98 |
13,418.46 |
S1 |
13,355.50 |
13,359.24 |
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