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 |
1,522.25 |
1,528.00 |
5.75 |
0.4% |
1,505.25 |
High |
1,529.75 |
1,543.25 |
13.50 |
0.9% |
1,543.25 |
Low |
1,505.50 |
1,521.75 |
16.25 |
1.1% |
1,492.50 |
Close |
1,525.00 |
1,542.50 |
17.50 |
1.1% |
1,542.50 |
Range |
24.25 |
21.50 |
-2.75 |
-11.3% |
50.75 |
ATR |
21.61 |
21.61 |
-0.01 |
0.0% |
0.00 |
Volume |
2,688,644 |
1,954,427 |
-734,217 |
-27.3% |
11,480,463 |
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.25 |
1,593.00 |
1,554.25 |
|
R3 |
1,578.75 |
1,571.50 |
1,548.50 |
|
R2 |
1,557.25 |
1,557.25 |
1,546.50 |
|
R1 |
1,550.00 |
1,550.00 |
1,544.50 |
1,553.50 |
PP |
1,535.75 |
1,535.75 |
1,535.75 |
1,537.75 |
S1 |
1,528.50 |
1,528.50 |
1,540.50 |
1,532.00 |
S2 |
1,514.25 |
1,514.25 |
1,538.50 |
|
S3 |
1,492.75 |
1,507.00 |
1,536.50 |
|
S4 |
1,471.25 |
1,485.50 |
1,530.75 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.25 |
1,661.25 |
1,570.50 |
|
R3 |
1,627.50 |
1,610.50 |
1,556.50 |
|
R2 |
1,576.75 |
1,576.75 |
1,551.75 |
|
R1 |
1,559.75 |
1,559.75 |
1,547.25 |
1,568.25 |
PP |
1,526.00 |
1,526.00 |
1,526.00 |
1,530.50 |
S1 |
1,509.00 |
1,509.00 |
1,537.75 |
1,517.50 |
S2 |
1,475.25 |
1,475.25 |
1,533.25 |
|
S3 |
1,424.50 |
1,458.25 |
1,528.50 |
|
S4 |
1,373.75 |
1,407.50 |
1,514.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,543.25 |
1,492.50 |
50.75 |
3.3% |
23.00 |
1.5% |
99% |
True |
False |
2,296,092 |
10 |
1,576.00 |
1,492.50 |
83.50 |
5.4% |
24.50 |
1.6% |
60% |
False |
False |
2,048,820 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.1% |
20.25 |
1.3% |
53% |
False |
False |
1,725,793 |
40 |
1,586.75 |
1,453.50 |
133.25 |
8.6% |
19.75 |
1.3% |
67% |
False |
False |
1,348,415 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.1% |
24.50 |
1.6% |
78% |
False |
False |
902,725 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.1% |
24.00 |
1.6% |
78% |
False |
False |
677,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.50 |
2.618 |
1,599.50 |
1.618 |
1,578.00 |
1.000 |
1,564.75 |
0.618 |
1,556.50 |
HIGH |
1,543.25 |
0.618 |
1,535.00 |
0.500 |
1,532.50 |
0.382 |
1,530.00 |
LOW |
1,521.75 |
0.618 |
1,508.50 |
1.000 |
1,500.25 |
1.618 |
1,487.00 |
2.618 |
1,465.50 |
4.250 |
1,430.50 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,539.25 |
1,534.75 |
PP |
1,535.75 |
1,527.00 |
S1 |
1,532.50 |
1,519.25 |
|