Trading Metrics calculated at close of trading on 12-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,615.0 |
6,530.0 |
-85.0 |
-1.3% |
6,735.0 |
High |
6,648.0 |
6,577.0 |
-71.0 |
-1.1% |
6,743.0 |
Low |
6,542.0 |
6,461.0 |
-81.0 |
-1.2% |
6,513.0 |
Close |
6,581.0 |
6,484.0 |
-97.0 |
-1.5% |
6,581.0 |
Range |
106.0 |
116.0 |
10.0 |
9.4% |
230.0 |
ATR |
105.4 |
106.4 |
1.0 |
1.0% |
0.0 |
Volume |
25,973 |
28,678 |
2,705 |
10.4% |
135,865 |
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,855.3 |
6,785.7 |
6,547.8 |
|
R3 |
6,739.3 |
6,669.7 |
6,515.9 |
|
R2 |
6,623.3 |
6,623.3 |
6,505.3 |
|
R1 |
6,553.7 |
6,553.7 |
6,494.6 |
6,530.5 |
PP |
6,507.3 |
6,507.3 |
6,507.3 |
6,495.8 |
S1 |
6,437.7 |
6,437.7 |
6,473.4 |
6,414.5 |
S2 |
6,391.3 |
6,391.3 |
6,462.7 |
|
S3 |
6,275.3 |
6,321.7 |
6,452.1 |
|
S4 |
6,159.3 |
6,205.7 |
6,420.2 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,302.3 |
7,171.7 |
6,707.5 |
|
R3 |
7,072.3 |
6,941.7 |
6,644.3 |
|
R2 |
6,842.3 |
6,842.3 |
6,623.2 |
|
R1 |
6,711.7 |
6,711.7 |
6,602.1 |
6,662.0 |
PP |
6,612.3 |
6,612.3 |
6,612.3 |
6,587.5 |
S1 |
6,481.7 |
6,481.7 |
6,559.9 |
6,432.0 |
S2 |
6,382.3 |
6,382.3 |
6,538.8 |
|
S3 |
6,152.3 |
6,251.7 |
6,517.8 |
|
S4 |
5,922.3 |
6,021.7 |
6,454.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,728.0 |
6,461.0 |
267.0 |
4.1% |
78.2 |
1.2% |
9% |
False |
True |
26,622 |
10 |
6,880.0 |
6,461.0 |
419.0 |
6.5% |
81.1 |
1.3% |
5% |
False |
True |
25,909 |
20 |
6,880.0 |
6,461.0 |
419.0 |
6.5% |
79.8 |
1.2% |
5% |
False |
True |
24,159 |
40 |
6,880.0 |
6,214.0 |
666.0 |
10.3% |
73.4 |
1.1% |
41% |
False |
False |
24,138 |
60 |
6,880.0 |
5,918.0 |
962.0 |
14.8% |
69.4 |
1.1% |
59% |
False |
False |
17,757 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.7% |
70.2 |
1.1% |
69% |
False |
False |
13,337 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.7% |
62.4 |
1.0% |
69% |
False |
False |
10,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,070.0 |
2.618 |
6,880.7 |
1.618 |
6,764.7 |
1.000 |
6,693.0 |
0.618 |
6,648.7 |
HIGH |
6,577.0 |
0.618 |
6,532.7 |
0.500 |
6,519.0 |
0.382 |
6,505.3 |
LOW |
6,461.0 |
0.618 |
6,389.3 |
1.000 |
6,345.0 |
1.618 |
6,273.3 |
2.618 |
6,157.3 |
4.250 |
5,968.0 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,519.0 |
6,554.5 |
PP |
6,507.3 |
6,531.0 |
S1 |
6,495.7 |
6,507.5 |
|