Trading Metrics calculated at close of trading on 01-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,757.0 |
6,850.0 |
93.0 |
1.4% |
6,590.0 |
High |
6,802.0 |
6,880.0 |
78.0 |
1.1% |
6,767.0 |
Low |
6,737.0 |
6,822.0 |
85.0 |
1.3% |
6,572.0 |
Close |
6,793.0 |
6,844.0 |
51.0 |
0.8% |
6,724.0 |
Range |
65.0 |
58.0 |
-7.0 |
-10.8% |
195.0 |
ATR |
90.7 |
90.5 |
-0.3 |
-0.3% |
0.0 |
Volume |
25,915 |
23,354 |
-2,561 |
-9.9% |
119,243 |
|
Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,022.7 |
6,991.3 |
6,875.9 |
|
R3 |
6,964.7 |
6,933.3 |
6,860.0 |
|
R2 |
6,906.7 |
6,906.7 |
6,854.6 |
|
R1 |
6,875.3 |
6,875.3 |
6,849.3 |
6,862.0 |
PP |
6,848.7 |
6,848.7 |
6,848.7 |
6,842.0 |
S1 |
6,817.3 |
6,817.3 |
6,838.7 |
6,804.0 |
S2 |
6,790.7 |
6,790.7 |
6,833.4 |
|
S3 |
6,732.7 |
6,759.3 |
6,828.1 |
|
S4 |
6,674.7 |
6,701.3 |
6,812.1 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,272.7 |
7,193.3 |
6,831.3 |
|
R3 |
7,077.7 |
6,998.3 |
6,777.6 |
|
R2 |
6,882.7 |
6,882.7 |
6,759.8 |
|
R1 |
6,803.3 |
6,803.3 |
6,741.9 |
6,843.0 |
PP |
6,687.7 |
6,687.7 |
6,687.7 |
6,707.5 |
S1 |
6,608.3 |
6,608.3 |
6,706.1 |
6,648.0 |
S2 |
6,492.7 |
6,492.7 |
6,688.3 |
|
S3 |
6,297.7 |
6,413.3 |
6,670.4 |
|
S4 |
6,102.7 |
6,218.3 |
6,616.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,880.0 |
6,677.0 |
203.0 |
3.0% |
56.6 |
0.8% |
82% |
True |
False |
20,586 |
10 |
6,880.0 |
6,572.0 |
308.0 |
4.5% |
70.8 |
1.0% |
88% |
True |
False |
22,735 |
20 |
6,880.0 |
6,572.0 |
308.0 |
4.5% |
71.9 |
1.0% |
88% |
True |
False |
20,114 |
40 |
6,880.0 |
6,204.0 |
676.0 |
9.9% |
68.8 |
1.0% |
95% |
True |
False |
21,829 |
60 |
6,880.0 |
5,603.0 |
1,277.0 |
18.7% |
70.9 |
1.0% |
97% |
True |
False |
14,592 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
18.7% |
64.8 |
0.9% |
97% |
True |
False |
10,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,126.5 |
2.618 |
7,031.8 |
1.618 |
6,973.8 |
1.000 |
6,938.0 |
0.618 |
6,915.8 |
HIGH |
6,880.0 |
0.618 |
6,857.8 |
0.500 |
6,851.0 |
0.382 |
6,844.2 |
LOW |
6,822.0 |
0.618 |
6,786.2 |
1.000 |
6,764.0 |
1.618 |
6,728.2 |
2.618 |
6,670.2 |
4.250 |
6,575.5 |
|
|
Fisher Pivots for day following 01-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,851.0 |
6,832.2 |
PP |
6,848.7 |
6,820.3 |
S1 |
6,846.3 |
6,808.5 |
|