Trading Metrics calculated at close of trading on 30-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1,542.00 |
1,547.25 |
5.25 |
0.3% |
1,505.25 |
High |
1,551.00 |
1,548.00 |
-3.00 |
-0.2% |
1,543.25 |
Low |
1,540.75 |
1,534.75 |
-6.00 |
-0.4% |
1,492.50 |
Close |
1,547.00 |
1,536.00 |
-11.00 |
-0.7% |
1,542.50 |
Range |
10.25 |
13.25 |
3.00 |
29.3% |
50.75 |
ATR |
20.80 |
20.26 |
-0.54 |
-2.6% |
0.00 |
Volume |
1,550,975 |
1,019,404 |
-531,571 |
-34.3% |
11,480,463 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.25 |
1,571.00 |
1,543.25 |
|
R3 |
1,566.00 |
1,557.75 |
1,539.75 |
|
R2 |
1,552.75 |
1,552.75 |
1,538.50 |
|
R1 |
1,544.50 |
1,544.50 |
1,537.25 |
1,542.00 |
PP |
1,539.50 |
1,539.50 |
1,539.50 |
1,538.50 |
S1 |
1,531.25 |
1,531.25 |
1,534.75 |
1,528.75 |
S2 |
1,526.25 |
1,526.25 |
1,533.50 |
|
S3 |
1,513.00 |
1,518.00 |
1,532.25 |
|
S4 |
1,499.75 |
1,504.75 |
1,528.75 |
|
|
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 |
1,551.00 |
1,495.25 |
55.75 |
3.6% |
19.75 |
1.3% |
73% |
False |
False |
1,791,920 |
10 |
1,561.25 |
1,492.50 |
68.75 |
4.5% |
22.50 |
1.5% |
63% |
False |
False |
1,969,167 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.1% |
19.75 |
1.3% |
46% |
False |
False |
1,696,464 |
40 |
1,586.75 |
1,453.50 |
133.25 |
8.7% |
19.00 |
1.2% |
62% |
False |
False |
1,411,089 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.1% |
23.25 |
1.5% |
75% |
False |
False |
945,507 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.1% |
24.00 |
1.6% |
75% |
False |
False |
709,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.25 |
2.618 |
1,582.75 |
1.618 |
1,569.50 |
1.000 |
1,561.25 |
0.618 |
1,556.25 |
HIGH |
1,548.00 |
0.618 |
1,543.00 |
0.500 |
1,541.50 |
0.382 |
1,539.75 |
LOW |
1,534.75 |
0.618 |
1,526.50 |
1.000 |
1,521.50 |
1.618 |
1,513.25 |
2.618 |
1,500.00 |
4.250 |
1,478.50 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,541.50 |
1,536.50 |
PP |
1,539.50 |
1,536.25 |
S1 |
1,537.75 |
1,536.00 |
|