Trading Metrics calculated at close of trading on 02-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,850.0 |
6,694.0 |
-156.0 |
-2.3% |
6,795.0 |
High |
6,880.0 |
6,746.0 |
-134.0 |
-1.9% |
6,880.0 |
Low |
6,822.0 |
6,682.0 |
-140.0 |
-2.1% |
6,682.0 |
Close |
6,844.0 |
6,697.0 |
-147.0 |
-2.1% |
6,697.0 |
Range |
58.0 |
64.0 |
6.0 |
10.3% |
198.0 |
ATR |
90.5 |
95.6 |
5.1 |
5.6% |
0.0 |
Volume |
23,354 |
25,999 |
2,645 |
11.3% |
111,403 |
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,900.3 |
6,862.7 |
6,732.2 |
|
R3 |
6,836.3 |
6,798.7 |
6,714.6 |
|
R2 |
6,772.3 |
6,772.3 |
6,708.7 |
|
R1 |
6,734.7 |
6,734.7 |
6,702.9 |
6,753.5 |
PP |
6,708.3 |
6,708.3 |
6,708.3 |
6,717.8 |
S1 |
6,670.7 |
6,670.7 |
6,691.1 |
6,689.5 |
S2 |
6,644.3 |
6,644.3 |
6,685.3 |
|
S3 |
6,580.3 |
6,606.7 |
6,679.4 |
|
S4 |
6,516.3 |
6,542.7 |
6,661.8 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,347.0 |
7,220.0 |
6,805.9 |
|
R3 |
7,149.0 |
7,022.0 |
6,751.5 |
|
R2 |
6,951.0 |
6,951.0 |
6,733.3 |
|
R1 |
6,824.0 |
6,824.0 |
6,715.2 |
6,788.5 |
PP |
6,753.0 |
6,753.0 |
6,753.0 |
6,735.3 |
S1 |
6,626.0 |
6,626.0 |
6,678.9 |
6,590.5 |
S2 |
6,555.0 |
6,555.0 |
6,660.7 |
|
S3 |
6,357.0 |
6,428.0 |
6,642.6 |
|
S4 |
6,159.0 |
6,230.0 |
6,588.1 |
|
|
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 |
6,682.0 |
198.0 |
3.0% |
58.4 |
0.9% |
8% |
False |
True |
22,280 |
10 |
6,880.0 |
6,572.0 |
308.0 |
4.6% |
68.0 |
1.0% |
41% |
False |
False |
23,064 |
20 |
6,880.0 |
6,572.0 |
308.0 |
4.6% |
73.2 |
1.1% |
41% |
False |
False |
20,844 |
40 |
6,880.0 |
6,204.0 |
676.0 |
10.1% |
69.3 |
1.0% |
73% |
False |
False |
22,475 |
60 |
6,880.0 |
5,603.0 |
1,277.0 |
19.1% |
70.7 |
1.1% |
86% |
False |
False |
15,025 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.1% |
65.4 |
1.0% |
86% |
False |
False |
11,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,018.0 |
2.618 |
6,913.6 |
1.618 |
6,849.6 |
1.000 |
6,810.0 |
0.618 |
6,785.6 |
HIGH |
6,746.0 |
0.618 |
6,721.6 |
0.500 |
6,714.0 |
0.382 |
6,706.4 |
LOW |
6,682.0 |
0.618 |
6,642.4 |
1.000 |
6,618.0 |
1.618 |
6,578.4 |
2.618 |
6,514.4 |
4.250 |
6,410.0 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,714.0 |
6,781.0 |
PP |
6,708.3 |
6,753.0 |
S1 |
6,702.7 |
6,725.0 |
|