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 |
6,613.0 |
6,700.0 |
87.0 |
1.3% |
6,795.0 |
High |
6,680.0 |
6,728.0 |
48.0 |
0.7% |
6,880.0 |
Low |
6,612.0 |
6,685.0 |
73.0 |
1.1% |
6,682.0 |
Close |
6,616.0 |
6,686.0 |
70.0 |
1.1% |
6,697.0 |
Range |
68.0 |
43.0 |
-25.0 |
-36.8% |
198.0 |
ATR |
98.8 |
99.8 |
0.9 |
1.0% |
0.0 |
Volume |
18,516 |
23,329 |
4,813 |
26.0% |
111,403 |
|
Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,828.7 |
6,800.3 |
6,709.7 |
|
R3 |
6,785.7 |
6,757.3 |
6,697.8 |
|
R2 |
6,742.7 |
6,742.7 |
6,693.9 |
|
R1 |
6,714.3 |
6,714.3 |
6,689.9 |
6,707.0 |
PP |
6,699.7 |
6,699.7 |
6,699.7 |
6,696.0 |
S1 |
6,671.3 |
6,671.3 |
6,682.1 |
6,664.0 |
S2 |
6,656.7 |
6,656.7 |
6,678.1 |
|
S3 |
6,613.7 |
6,628.3 |
6,674.2 |
|
S4 |
6,570.7 |
6,585.3 |
6,662.4 |
|
|
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% |
80.6 |
1.2% |
37% |
False |
False |
24,525 |
10 |
6,880.0 |
6,573.0 |
307.0 |
4.6% |
70.4 |
1.1% |
37% |
False |
False |
22,755 |
20 |
6,880.0 |
6,572.0 |
308.0 |
4.6% |
76.8 |
1.1% |
37% |
False |
False |
21,904 |
40 |
6,880.0 |
6,214.0 |
666.0 |
10.0% |
70.3 |
1.1% |
71% |
False |
False |
24,137 |
60 |
6,880.0 |
5,603.0 |
1,277.0 |
19.1% |
72.0 |
1.1% |
85% |
False |
False |
16,244 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.1% |
68.2 |
1.0% |
85% |
False |
False |
12,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,910.8 |
2.618 |
6,840.6 |
1.618 |
6,797.6 |
1.000 |
6,771.0 |
0.618 |
6,754.6 |
HIGH |
6,728.0 |
0.618 |
6,711.6 |
0.500 |
6,706.5 |
0.382 |
6,701.4 |
LOW |
6,685.0 |
0.618 |
6,658.4 |
1.000 |
6,642.0 |
1.618 |
6,615.4 |
2.618 |
6,572.4 |
4.250 |
6,502.3 |
|
|
Fisher Pivots for day following 07-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,706.5 |
6,676.7 |
PP |
6,699.7 |
6,667.3 |
S1 |
6,692.8 |
6,658.0 |
|