| 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 |
6,694.0 |
6,735.0 |
41.0 |
0.6% |
6,795.0 |
| High |
6,746.0 |
6,743.0 |
-3.0 |
0.0% |
6,880.0 |
| Low |
6,682.0 |
6,573.0 |
-109.0 |
-1.6% |
6,682.0 |
| Close |
6,697.0 |
6,608.0 |
-89.0 |
-1.3% |
6,697.0 |
| Range |
64.0 |
170.0 |
106.0 |
165.6% |
198.0 |
| ATR |
95.6 |
100.9 |
5.3 |
5.6% |
0.0 |
| Volume |
25,999 |
31,429 |
5,430 |
20.9% |
111,403 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,151.3 |
7,049.7 |
6,701.5 |
|
| R3 |
6,981.3 |
6,879.7 |
6,654.8 |
|
| R2 |
6,811.3 |
6,811.3 |
6,639.2 |
|
| R1 |
6,709.7 |
6,709.7 |
6,623.6 |
6,675.5 |
| PP |
6,641.3 |
6,641.3 |
6,641.3 |
6,624.3 |
| S1 |
6,539.7 |
6,539.7 |
6,592.4 |
6,505.5 |
| S2 |
6,471.3 |
6,471.3 |
6,576.8 |
|
| S3 |
6,301.3 |
6,369.7 |
6,561.3 |
|
| S4 |
6,131.3 |
6,199.7 |
6,514.5 |
|
|
| 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% |
84.0 |
1.3% |
11% |
False |
True |
25,196 |
| 10 |
6,880.0 |
6,573.0 |
307.0 |
4.6% |
79.5 |
1.2% |
11% |
False |
True |
23,421 |
| 20 |
6,880.0 |
6,572.0 |
308.0 |
4.7% |
78.1 |
1.2% |
12% |
False |
False |
21,687 |
| 40 |
6,880.0 |
6,214.0 |
666.0 |
10.1% |
71.9 |
1.1% |
59% |
False |
False |
23,239 |
| 60 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
73.0 |
1.1% |
79% |
False |
False |
15,549 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
67.2 |
1.0% |
79% |
False |
False |
11,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,465.5 |
|
2.618 |
7,188.1 |
|
1.618 |
7,018.1 |
|
1.000 |
6,913.0 |
|
0.618 |
6,848.1 |
|
HIGH |
6,743.0 |
|
0.618 |
6,678.1 |
|
0.500 |
6,658.0 |
|
0.382 |
6,637.9 |
|
LOW |
6,573.0 |
|
0.618 |
6,467.9 |
|
1.000 |
6,403.0 |
|
1.618 |
6,297.9 |
|
2.618 |
6,127.9 |
|
4.250 |
5,850.5 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,658.0 |
6,726.5 |
| PP |
6,641.3 |
6,687.0 |
| S1 |
6,624.7 |
6,647.5 |
|