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 |
13,729 |
13,748 |
19 |
0.1% |
13,532 |
High |
13,776 |
13,874 |
98 |
0.7% |
13,874 |
Low |
13,582 |
13,710 |
128 |
0.9% |
13,412 |
Close |
13,739 |
13,848 |
109 |
0.8% |
13,848 |
Range |
194 |
164 |
-30 |
-15.5% |
462 |
ATR |
184 |
183 |
-1 |
-0.8% |
0 |
Volume |
272,458 |
225,195 |
-47,263 |
-17.3% |
1,193,058 |
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,303 |
14,239 |
13,938 |
|
R3 |
14,139 |
14,075 |
13,893 |
|
R2 |
13,975 |
13,975 |
13,878 |
|
R1 |
13,911 |
13,911 |
13,863 |
13,943 |
PP |
13,811 |
13,811 |
13,811 |
13,827 |
S1 |
13,747 |
13,747 |
13,833 |
13,779 |
S2 |
13,647 |
13,647 |
13,818 |
|
S3 |
13,483 |
13,583 |
13,803 |
|
S4 |
13,319 |
13,419 |
13,758 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,097 |
14,935 |
14,102 |
|
R3 |
14,635 |
14,473 |
13,975 |
|
R2 |
14,173 |
14,173 |
13,933 |
|
R1 |
14,011 |
14,011 |
13,890 |
14,092 |
PP |
13,711 |
13,711 |
13,711 |
13,752 |
S1 |
13,549 |
13,549 |
13,806 |
13,630 |
S2 |
13,249 |
13,249 |
13,763 |
|
S3 |
12,787 |
13,087 |
13,721 |
|
S4 |
12,325 |
12,625 |
13,594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,874 |
13,412 |
462 |
3.3% |
191 |
1.4% |
94% |
True |
False |
238,611 |
10 |
14,205 |
13,412 |
793 |
5.7% |
213 |
1.5% |
55% |
False |
False |
204,552 |
20 |
14,267 |
13,412 |
855 |
6.2% |
180 |
1.3% |
51% |
False |
False |
169,103 |
40 |
14,267 |
13,137 |
1,130 |
8.2% |
166 |
1.2% |
63% |
False |
False |
122,045 |
60 |
14,267 |
12,649 |
1,618 |
11.7% |
185 |
1.3% |
74% |
False |
False |
81,404 |
80 |
14,267 |
12,649 |
1,618 |
11.7% |
174 |
1.3% |
74% |
False |
False |
61,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,571 |
2.618 |
14,303 |
1.618 |
14,139 |
1.000 |
14,038 |
0.618 |
13,975 |
HIGH |
13,874 |
0.618 |
13,811 |
0.500 |
13,792 |
0.382 |
13,773 |
LOW |
13,710 |
0.618 |
13,609 |
1.000 |
13,546 |
1.618 |
13,445 |
2.618 |
13,281 |
4.250 |
13,013 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,829 |
13,795 |
PP |
13,811 |
13,742 |
S1 |
13,792 |
13,690 |
|