Trading Metrics calculated at close of trading on 01-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,536.25 |
1,552.50 |
16.25 |
1.1% |
1,505.25 |
High |
1,558.75 |
1,555.00 |
-3.75 |
-0.2% |
1,543.25 |
Low |
1,533.75 |
1,510.50 |
-23.25 |
-1.5% |
1,492.50 |
Close |
1,555.00 |
1,515.75 |
-39.25 |
-2.5% |
1,542.50 |
Range |
25.00 |
44.50 |
19.50 |
78.0% |
50.75 |
ATR |
20.59 |
22.30 |
1.71 |
8.3% |
0.00 |
Volume |
1,024,638 |
1,961,311 |
936,673 |
91.4% |
11,480,463 |
|
Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,660.50 |
1,632.75 |
1,540.25 |
|
R3 |
1,616.00 |
1,588.25 |
1,528.00 |
|
R2 |
1,571.50 |
1,571.50 |
1,524.00 |
|
R1 |
1,543.75 |
1,543.75 |
1,519.75 |
1,535.50 |
PP |
1,527.00 |
1,527.00 |
1,527.00 |
1,523.00 |
S1 |
1,499.25 |
1,499.25 |
1,511.75 |
1,491.00 |
S2 |
1,482.50 |
1,482.50 |
1,507.50 |
|
S3 |
1,438.00 |
1,454.75 |
1,503.50 |
|
S4 |
1,393.50 |
1,410.25 |
1,491.25 |
|
|
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 |
1,510.50 |
48.25 |
3.2% |
23.00 |
1.5% |
11% |
False |
True |
1,502,151 |
10 |
1,558.75 |
1,492.50 |
66.25 |
4.4% |
25.25 |
1.7% |
35% |
False |
False |
1,859,312 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
22.25 |
1.5% |
25% |
False |
False |
1,712,795 |
40 |
1,586.75 |
1,453.50 |
133.25 |
8.8% |
20.00 |
1.3% |
47% |
False |
False |
1,483,866 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
23.50 |
1.5% |
65% |
False |
False |
995,150 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
24.50 |
1.6% |
65% |
False |
False |
746,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.00 |
2.618 |
1,671.50 |
1.618 |
1,627.00 |
1.000 |
1,599.50 |
0.618 |
1,582.50 |
HIGH |
1,555.00 |
0.618 |
1,538.00 |
0.500 |
1,532.75 |
0.382 |
1,527.50 |
LOW |
1,510.50 |
0.618 |
1,483.00 |
1.000 |
1,466.00 |
1.618 |
1,438.50 |
2.618 |
1,394.00 |
4.250 |
1,321.50 |
|
|
Fisher Pivots for day following 01-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1,532.75 |
1,534.50 |
PP |
1,527.00 |
1,528.25 |
S1 |
1,521.50 |
1,522.00 |
|