Trading Metrics calculated at close of trading on 31-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8,043.0 |
8,019.0 |
-24.0 |
-0.3% |
7,820.5 |
High |
8,049.5 |
8,100.0 |
50.5 |
0.6% |
8,025.0 |
Low |
7,983.0 |
7,998.5 |
15.5 |
0.2% |
7,806.5 |
Close |
8,020.0 |
8,059.5 |
39.5 |
0.5% |
7,992.0 |
Range |
66.5 |
101.5 |
35.0 |
52.6% |
218.5 |
ATR |
94.1 |
94.6 |
0.5 |
0.6% |
0.0 |
Volume |
90,235 |
135,518 |
45,283 |
50.2% |
860,879 |
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,357.2 |
8,309.8 |
8,115.3 |
|
R3 |
8,255.7 |
8,208.3 |
8,087.4 |
|
R2 |
8,154.2 |
8,154.2 |
8,078.1 |
|
R1 |
8,106.8 |
8,106.8 |
8,068.8 |
8,130.5 |
PP |
8,052.7 |
8,052.7 |
8,052.7 |
8,064.5 |
S1 |
8,005.3 |
8,005.3 |
8,050.2 |
8,029.0 |
S2 |
7,951.2 |
7,951.2 |
8,040.9 |
|
S3 |
7,849.7 |
7,903.8 |
8,031.6 |
|
S4 |
7,748.2 |
7,802.3 |
8,003.7 |
|
|
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 |
8,100.0 |
7,860.0 |
240.0 |
3.0% |
87.9 |
1.1% |
83% |
True |
False |
116,297 |
10 |
8,100.0 |
7,806.5 |
293.5 |
3.6% |
94.7 |
1.2% |
86% |
True |
False |
144,933 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.0% |
84.6 |
1.0% |
78% |
False |
False |
143,578 |
40 |
8,130.5 |
7,465.0 |
665.5 |
8.3% |
89.8 |
1.1% |
89% |
False |
False |
113,691 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.2% |
103.1 |
1.3% |
91% |
False |
False |
76,163 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.5 |
1.4% |
76% |
False |
False |
57,263 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.3 |
1.4% |
76% |
False |
False |
45,908 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
108.1 |
1.3% |
76% |
False |
False |
38,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,531.4 |
2.618 |
8,365.7 |
1.618 |
8,264.2 |
1.000 |
8,201.5 |
0.618 |
8,162.7 |
HIGH |
8,100.0 |
0.618 |
8,061.2 |
0.500 |
8,049.3 |
0.382 |
8,037.3 |
LOW |
7,998.5 |
0.618 |
7,935.8 |
1.000 |
7,897.0 |
1.618 |
7,834.3 |
2.618 |
7,732.8 |
4.250 |
7,567.1 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8,056.1 |
8,051.2 |
PP |
8,052.7 |
8,042.8 |
S1 |
8,049.3 |
8,034.5 |
|