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 |
6,735.0 |
6,613.0 |
-122.0 |
-1.8% |
6,795.0 |
High |
6,743.0 |
6,680.0 |
-63.0 |
-0.9% |
6,880.0 |
Low |
6,573.0 |
6,612.0 |
39.0 |
0.6% |
6,682.0 |
Close |
6,608.0 |
6,616.0 |
8.0 |
0.1% |
6,697.0 |
Range |
170.0 |
68.0 |
-102.0 |
-60.0% |
198.0 |
ATR |
100.9 |
98.8 |
-2.1 |
-2.0% |
0.0 |
Volume |
31,429 |
18,516 |
-12,913 |
-41.1% |
111,403 |
|
Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,840.0 |
6,796.0 |
6,653.4 |
|
R3 |
6,772.0 |
6,728.0 |
6,634.7 |
|
R2 |
6,704.0 |
6,704.0 |
6,628.5 |
|
R1 |
6,660.0 |
6,660.0 |
6,622.2 |
6,682.0 |
PP |
6,636.0 |
6,636.0 |
6,636.0 |
6,647.0 |
S1 |
6,592.0 |
6,592.0 |
6,609.8 |
6,614.0 |
S2 |
6,568.0 |
6,568.0 |
6,603.5 |
|
S3 |
6,500.0 |
6,524.0 |
6,597.3 |
|
S4 |
6,432.0 |
6,456.0 |
6,578.6 |
|
|
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 |
6,573.0 |
307.0 |
4.6% |
85.0 |
1.3% |
14% |
False |
False |
25,042 |
10 |
6,880.0 |
6,573.0 |
307.0 |
4.6% |
77.0 |
1.2% |
14% |
False |
False |
23,060 |
20 |
6,880.0 |
6,572.0 |
308.0 |
4.7% |
77.3 |
1.2% |
14% |
False |
False |
21,564 |
40 |
6,880.0 |
6,214.0 |
666.0 |
10.1% |
72.1 |
1.1% |
60% |
False |
False |
23,613 |
60 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
73.1 |
1.1% |
79% |
False |
False |
15,857 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
67.7 |
1.0% |
79% |
False |
False |
11,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,969.0 |
2.618 |
6,858.0 |
1.618 |
6,790.0 |
1.000 |
6,748.0 |
0.618 |
6,722.0 |
HIGH |
6,680.0 |
0.618 |
6,654.0 |
0.500 |
6,646.0 |
0.382 |
6,638.0 |
LOW |
6,612.0 |
0.618 |
6,570.0 |
1.000 |
6,544.0 |
1.618 |
6,502.0 |
2.618 |
6,434.0 |
4.250 |
6,323.0 |
|
|
Fisher Pivots for day following 06-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,646.0 |
6,659.5 |
PP |
6,636.0 |
6,645.0 |
S1 |
6,626.0 |
6,630.5 |
|