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 |
1,547.25 |
1,536.25 |
-11.00 |
-0.7% |
1,505.25 |
High |
1,548.00 |
1,558.75 |
10.75 |
0.7% |
1,543.25 |
Low |
1,534.75 |
1,533.75 |
-1.00 |
-0.1% |
1,492.50 |
Close |
1,536.00 |
1,555.00 |
19.00 |
1.2% |
1,542.50 |
Range |
13.25 |
25.00 |
11.75 |
88.7% |
50.75 |
ATR |
20.26 |
20.59 |
0.34 |
1.7% |
0.00 |
Volume |
1,019,404 |
1,024,638 |
5,234 |
0.5% |
11,480,463 |
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.25 |
1,614.50 |
1,568.75 |
|
R3 |
1,599.25 |
1,589.50 |
1,562.00 |
|
R2 |
1,574.25 |
1,574.25 |
1,559.50 |
|
R1 |
1,564.50 |
1,564.50 |
1,557.25 |
1,569.50 |
PP |
1,549.25 |
1,549.25 |
1,549.25 |
1,551.50 |
S1 |
1,539.50 |
1,539.50 |
1,552.75 |
1,544.50 |
S2 |
1,524.25 |
1,524.25 |
1,550.50 |
|
S3 |
1,499.25 |
1,514.50 |
1,548.00 |
|
S4 |
1,474.25 |
1,489.50 |
1,541.25 |
|
|
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 |
1,558.75 |
1,505.50 |
53.25 |
3.4% |
18.75 |
1.2% |
93% |
True |
False |
1,647,617 |
10 |
1,558.75 |
1,492.50 |
66.25 |
4.3% |
22.25 |
1.4% |
94% |
True |
False |
1,887,188 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.1% |
20.50 |
1.3% |
66% |
False |
False |
1,684,009 |
40 |
1,586.75 |
1,453.50 |
133.25 |
8.6% |
19.25 |
1.2% |
76% |
False |
False |
1,435,746 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
23.25 |
1.5% |
84% |
False |
False |
962,518 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
24.00 |
1.6% |
84% |
False |
False |
722,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.00 |
2.618 |
1,624.25 |
1.618 |
1,599.25 |
1.000 |
1,583.75 |
0.618 |
1,574.25 |
HIGH |
1,558.75 |
0.618 |
1,549.25 |
0.500 |
1,546.25 |
0.382 |
1,543.25 |
LOW |
1,533.75 |
0.618 |
1,518.25 |
1.000 |
1,508.75 |
1.618 |
1,493.25 |
2.618 |
1,468.25 |
4.250 |
1,427.50 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,552.00 |
1,552.00 |
PP |
1,549.25 |
1,549.25 |
S1 |
1,546.25 |
1,546.25 |
|