Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,646.72 |
13,299.70 |
-347.02 |
-2.5% |
13,807.35 |
High |
13,647.29 |
13,354.00 |
-293.29 |
-2.1% |
13,962.53 |
Low |
13,285.63 |
13,079.48 |
-206.15 |
-1.6% |
13,446.02 |
Close |
13,300.02 |
13,266.29 |
-33.73 |
-0.3% |
13,595.10 |
Range |
361.66 |
274.52 |
-87.14 |
-24.1% |
516.51 |
ATR |
188.80 |
194.93 |
6.12 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,056.82 |
13,936.07 |
13,417.28 |
|
R3 |
13,782.30 |
13,661.55 |
13,341.78 |
|
R2 |
13,507.78 |
13,507.78 |
13,316.62 |
|
R1 |
13,387.03 |
13,387.03 |
13,291.45 |
13,310.15 |
PP |
13,233.26 |
13,233.26 |
13,233.26 |
13,194.81 |
S1 |
13,112.51 |
13,112.51 |
13,241.13 |
13,035.63 |
S2 |
12,958.74 |
12,958.74 |
13,215.96 |
|
S3 |
12,684.22 |
12,837.99 |
13,190.80 |
|
S4 |
12,409.70 |
12,563.47 |
13,115.30 |
|
|
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 |
13,669.72 |
13,079.48 |
590.24 |
4.4% |
230.46 |
1.7% |
32% |
False |
True |
|
10 |
13,962.53 |
13,079.48 |
883.05 |
6.7% |
204.53 |
1.5% |
21% |
False |
True |
|
20 |
14,118.52 |
13,079.48 |
1,039.04 |
7.8% |
195.36 |
1.5% |
18% |
False |
True |
|
40 |
14,198.10 |
13,079.48 |
1,118.62 |
8.4% |
162.04 |
1.2% |
17% |
False |
True |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
172.02 |
1.3% |
45% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
188.73 |
1.4% |
45% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
178.40 |
1.3% |
45% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
168.74 |
1.3% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,520.71 |
2.618 |
14,072.69 |
1.618 |
13,798.17 |
1.000 |
13,628.52 |
0.618 |
13,523.65 |
HIGH |
13,354.00 |
0.618 |
13,249.13 |
0.500 |
13,216.74 |
0.382 |
13,184.35 |
LOW |
13,079.48 |
0.618 |
12,909.83 |
1.000 |
12,804.96 |
1.618 |
12,635.31 |
2.618 |
12,360.79 |
4.250 |
11,912.77 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,249.77 |
13,374.60 |
PP |
13,233.26 |
13,338.50 |
S1 |
13,216.74 |
13,302.39 |
|