Trading Metrics calculated at close of trading on 26-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7,935.0 |
8,006.5 |
71.5 |
0.9% |
7,820.5 |
High |
8,019.5 |
8,025.0 |
5.5 |
0.1% |
8,025.0 |
Low |
7,860.0 |
7,969.0 |
109.0 |
1.4% |
7,806.5 |
Close |
7,974.5 |
7,992.0 |
17.5 |
0.2% |
7,992.0 |
Range |
159.5 |
56.0 |
-103.5 |
-64.9% |
218.5 |
ATR |
102.6 |
99.3 |
-3.3 |
-3.2% |
0.0 |
Volume |
204,196 |
151,540 |
-52,656 |
-25.8% |
860,879 |
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,163.3 |
8,133.7 |
8,022.8 |
|
R3 |
8,107.3 |
8,077.7 |
8,007.4 |
|
R2 |
8,051.3 |
8,051.3 |
8,002.3 |
|
R1 |
8,021.7 |
8,021.7 |
7,997.1 |
8,008.5 |
PP |
7,995.3 |
7,995.3 |
7,995.3 |
7,988.8 |
S1 |
7,965.7 |
7,965.7 |
7,986.9 |
7,952.5 |
S2 |
7,939.3 |
7,939.3 |
7,981.7 |
|
S3 |
7,883.3 |
7,909.7 |
7,976.6 |
|
S4 |
7,827.3 |
7,853.7 |
7,961.2 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,596.7 |
8,512.8 |
8,112.2 |
|
R3 |
8,378.2 |
8,294.3 |
8,052.1 |
|
R2 |
8,159.7 |
8,159.7 |
8,032.1 |
|
R1 |
8,075.8 |
8,075.8 |
8,012.0 |
8,117.8 |
PP |
7,941.2 |
7,941.2 |
7,941.2 |
7,962.1 |
S1 |
7,857.3 |
7,857.3 |
7,972.0 |
7,899.3 |
S2 |
7,722.7 |
7,722.7 |
7,951.9 |
|
S3 |
7,504.2 |
7,638.8 |
7,931.9 |
|
S4 |
7,285.7 |
7,420.3 |
7,871.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,025.0 |
7,806.5 |
218.5 |
2.7% |
90.8 |
1.1% |
85% |
True |
False |
172,175 |
10 |
8,102.5 |
7,806.5 |
296.0 |
3.7% |
94.5 |
1.2% |
63% |
False |
False |
171,164 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
84.3 |
1.1% |
57% |
False |
False |
153,297 |
40 |
8,130.5 |
7,465.0 |
665.5 |
8.3% |
92.4 |
1.2% |
79% |
False |
False |
108,128 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
106.3 |
1.3% |
83% |
False |
False |
72,425 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
116.0 |
1.5% |
69% |
False |
False |
54,456 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
114.5 |
1.4% |
69% |
False |
False |
43,776 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
108.5 |
1.4% |
69% |
False |
False |
36,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,263.0 |
2.618 |
8,171.6 |
1.618 |
8,115.6 |
1.000 |
8,081.0 |
0.618 |
8,059.6 |
HIGH |
8,025.0 |
0.618 |
8,003.6 |
0.500 |
7,997.0 |
0.382 |
7,990.4 |
LOW |
7,969.0 |
0.618 |
7,934.4 |
1.000 |
7,913.0 |
1.618 |
7,878.4 |
2.618 |
7,822.4 |
4.250 |
7,731.0 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7,997.0 |
7,975.5 |
PP |
7,995.3 |
7,959.0 |
S1 |
7,993.7 |
7,942.5 |
|