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 |
6,420.5 |
6,302.5 |
-118.0 |
-1.8% |
6,525.5 |
High |
6,472.5 |
6,393.0 |
-79.5 |
-1.2% |
6,553.5 |
Low |
6,297.0 |
6,293.0 |
-4.0 |
-0.1% |
6,297.0 |
Close |
6,332.0 |
6,364.5 |
32.5 |
0.5% |
6,332.0 |
Range |
175.5 |
100.0 |
-75.5 |
-43.0% |
256.5 |
ATR |
112.2 |
111.3 |
-0.9 |
-0.8% |
0.0 |
Volume |
176,452 |
150,470 |
-25,982 |
-14.7% |
649,418 |
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,650.0 |
6,607.5 |
6,419.5 |
|
R3 |
6,550.0 |
6,507.5 |
6,392.0 |
|
R2 |
6,450.0 |
6,450.0 |
6,383.0 |
|
R1 |
6,407.5 |
6,407.5 |
6,373.5 |
6,429.0 |
PP |
6,350.0 |
6,350.0 |
6,350.0 |
6,361.0 |
S1 |
6,307.5 |
6,307.5 |
6,355.5 |
6,329.0 |
S2 |
6,250.0 |
6,250.0 |
6,346.0 |
|
S3 |
6,150.0 |
6,207.5 |
6,337.0 |
|
S4 |
6,050.0 |
6,107.5 |
6,309.5 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,163.5 |
7,004.5 |
6,473.0 |
|
R3 |
6,907.0 |
6,748.0 |
6,402.5 |
|
R2 |
6,650.5 |
6,650.5 |
6,379.0 |
|
R1 |
6,491.5 |
6,491.5 |
6,355.5 |
6,443.0 |
PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,370.0 |
S1 |
6,235.0 |
6,235.0 |
6,308.5 |
6,186.0 |
S2 |
6,137.5 |
6,137.5 |
6,285.0 |
|
S3 |
5,881.0 |
5,978.5 |
6,261.5 |
|
S4 |
5,624.5 |
5,722.0 |
6,191.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,553.5 |
6,293.0 |
260.5 |
4.1% |
128.0 |
2.0% |
27% |
False |
True |
132,906 |
10 |
6,760.5 |
6,293.0 |
467.5 |
7.3% |
112.0 |
1.8% |
15% |
False |
True |
117,775 |
20 |
6,770.0 |
6,293.0 |
477.0 |
7.5% |
100.0 |
1.6% |
15% |
False |
True |
112,005 |
40 |
6,802.0 |
6,226.0 |
576.0 |
9.1% |
91.5 |
1.4% |
24% |
False |
False |
112,298 |
60 |
6,802.0 |
6,119.5 |
682.5 |
10.7% |
92.5 |
1.4% |
36% |
False |
False |
77,076 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.2% |
92.5 |
1.5% |
52% |
False |
False |
57,878 |
100 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
85.5 |
1.3% |
50% |
False |
False |
46,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,818.0 |
2.618 |
6,655.0 |
1.618 |
6,555.0 |
1.000 |
6,493.0 |
0.618 |
6,455.0 |
HIGH |
6,393.0 |
0.618 |
6,355.0 |
0.500 |
6,343.0 |
0.382 |
6,331.0 |
LOW |
6,293.0 |
0.618 |
6,231.0 |
1.000 |
6,193.0 |
1.618 |
6,131.0 |
2.618 |
6,031.0 |
4.250 |
5,868.0 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
6,357.5 |
6,383.0 |
PP |
6,350.0 |
6,376.5 |
S1 |
6,343.0 |
6,370.5 |
|