| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
8,067.0 |
7,860.0 |
-207.0 |
-2.6% |
8,006.5 |
| High |
8,078.5 |
7,893.5 |
-185.0 |
-2.3% |
8,100.0 |
| Low |
7,853.5 |
7,813.5 |
-40.0 |
-0.5% |
7,853.5 |
| Close |
7,927.0 |
7,844.0 |
-83.0 |
-1.0% |
7,927.0 |
| Range |
225.0 |
80.0 |
-145.0 |
-64.4% |
246.5 |
| ATR |
104.4 |
105.0 |
0.7 |
0.6% |
0.0 |
| Volume |
0 |
154,238 |
154,238 |
|
225,753 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,090.3 |
8,047.2 |
7,888.0 |
|
| R3 |
8,010.3 |
7,967.2 |
7,866.0 |
|
| R2 |
7,930.3 |
7,930.3 |
7,858.7 |
|
| R1 |
7,887.2 |
7,887.2 |
7,851.3 |
7,868.8 |
| PP |
7,850.3 |
7,850.3 |
7,850.3 |
7,841.1 |
| S1 |
7,807.2 |
7,807.2 |
7,836.7 |
7,788.8 |
| S2 |
7,770.3 |
7,770.3 |
7,829.3 |
|
| S3 |
7,690.3 |
7,727.2 |
7,822.0 |
|
| S4 |
7,610.3 |
7,647.2 |
7,800.0 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,699.7 |
8,559.8 |
8,062.6 |
|
| R3 |
8,453.2 |
8,313.3 |
7,994.8 |
|
| R2 |
8,206.7 |
8,206.7 |
7,972.2 |
|
| R1 |
8,066.8 |
8,066.8 |
7,949.6 |
8,013.5 |
| PP |
7,960.2 |
7,960.2 |
7,960.2 |
7,933.5 |
| S1 |
7,820.3 |
7,820.3 |
7,904.4 |
7,767.0 |
| S2 |
7,713.7 |
7,713.7 |
7,881.8 |
|
| S3 |
7,467.2 |
7,573.8 |
7,859.2 |
|
| S4 |
7,220.7 |
7,327.3 |
7,791.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,100.0 |
7,813.5 |
286.5 |
3.7% |
114.9 |
1.5% |
11% |
False |
True |
75,998 |
| 10 |
8,100.0 |
7,813.5 |
286.5 |
3.7% |
100.2 |
1.3% |
11% |
False |
True |
106,022 |
| 20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
94.9 |
1.2% |
12% |
False |
False |
133,871 |
| 40 |
8,130.5 |
7,510.0 |
620.5 |
7.9% |
89.0 |
1.1% |
54% |
False |
False |
117,417 |
| 60 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
103.2 |
1.3% |
65% |
False |
False |
78,696 |
| 80 |
8,226.0 |
7,307.0 |
919.0 |
11.7% |
113.8 |
1.5% |
58% |
False |
False |
59,176 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
113.8 |
1.5% |
54% |
False |
False |
47,419 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
110.2 |
1.4% |
54% |
False |
False |
39,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,233.5 |
|
2.618 |
8,102.9 |
|
1.618 |
8,022.9 |
|
1.000 |
7,973.5 |
|
0.618 |
7,942.9 |
|
HIGH |
7,893.5 |
|
0.618 |
7,862.9 |
|
0.500 |
7,853.5 |
|
0.382 |
7,844.1 |
|
LOW |
7,813.5 |
|
0.618 |
7,764.1 |
|
1.000 |
7,733.5 |
|
1.618 |
7,684.1 |
|
2.618 |
7,604.1 |
|
4.250 |
7,473.5 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,853.5 |
7,956.8 |
| PP |
7,850.3 |
7,919.2 |
| S1 |
7,847.2 |
7,881.6 |
|