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 |
6,700.0 |
6,532.0 |
-168.0 |
-2.5% |
6,795.0 |
High |
6,728.0 |
6,571.0 |
-157.0 |
-2.3% |
6,880.0 |
Low |
6,685.0 |
6,513.0 |
-172.0 |
-2.6% |
6,682.0 |
Close |
6,686.0 |
6,538.0 |
-148.0 |
-2.2% |
6,697.0 |
Range |
43.0 |
58.0 |
15.0 |
34.9% |
198.0 |
ATR |
99.8 |
105.0 |
5.2 |
5.2% |
0.0 |
Volume |
23,329 |
36,618 |
13,289 |
57.0% |
111,403 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,714.7 |
6,684.3 |
6,569.9 |
|
R3 |
6,656.7 |
6,626.3 |
6,554.0 |
|
R2 |
6,598.7 |
6,598.7 |
6,548.6 |
|
R1 |
6,568.3 |
6,568.3 |
6,543.3 |
6,583.5 |
PP |
6,540.7 |
6,540.7 |
6,540.7 |
6,548.3 |
S1 |
6,510.3 |
6,510.3 |
6,532.7 |
6,525.5 |
S2 |
6,482.7 |
6,482.7 |
6,527.4 |
|
S3 |
6,424.7 |
6,452.3 |
6,522.1 |
|
S4 |
6,366.7 |
6,394.3 |
6,506.1 |
|
|
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 |
6,746.0 |
6,513.0 |
233.0 |
3.6% |
80.6 |
1.2% |
11% |
False |
True |
27,178 |
10 |
6,880.0 |
6,513.0 |
367.0 |
5.6% |
68.6 |
1.0% |
7% |
False |
True |
23,882 |
20 |
6,880.0 |
6,513.0 |
367.0 |
5.6% |
75.8 |
1.2% |
7% |
False |
True |
22,936 |
40 |
6,880.0 |
6,214.0 |
666.0 |
10.2% |
70.6 |
1.1% |
49% |
False |
False |
24,999 |
60 |
6,880.0 |
5,656.0 |
1,224.0 |
18.7% |
70.0 |
1.1% |
72% |
False |
False |
16,853 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
68.5 |
1.0% |
73% |
False |
False |
12,655 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
60.6 |
0.9% |
73% |
False |
False |
10,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,817.5 |
2.618 |
6,722.8 |
1.618 |
6,664.8 |
1.000 |
6,629.0 |
0.618 |
6,606.8 |
HIGH |
6,571.0 |
0.618 |
6,548.8 |
0.500 |
6,542.0 |
0.382 |
6,535.2 |
LOW |
6,513.0 |
0.618 |
6,477.2 |
1.000 |
6,455.0 |
1.618 |
6,419.2 |
2.618 |
6,361.2 |
4.250 |
6,266.5 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,542.0 |
6,620.5 |
PP |
6,540.7 |
6,593.0 |
S1 |
6,539.3 |
6,565.5 |
|