Trading Metrics calculated at close of trading on 29-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,748 |
13,855 |
107 |
0.8% |
13,532 |
High |
13,874 |
13,932 |
58 |
0.4% |
13,874 |
Low |
13,710 |
13,855 |
145 |
1.1% |
13,412 |
Close |
13,848 |
13,907 |
59 |
0.4% |
13,848 |
Range |
164 |
77 |
-87 |
-53.0% |
462 |
ATR |
183 |
176 |
-7 |
-3.9% |
0 |
Volume |
225,195 |
151,787 |
-73,408 |
-32.6% |
1,193,058 |
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,129 |
14,095 |
13,949 |
|
R3 |
14,052 |
14,018 |
13,928 |
|
R2 |
13,975 |
13,975 |
13,921 |
|
R1 |
13,941 |
13,941 |
13,914 |
13,958 |
PP |
13,898 |
13,898 |
13,898 |
13,907 |
S1 |
13,864 |
13,864 |
13,900 |
13,881 |
S2 |
13,821 |
13,821 |
13,893 |
|
S3 |
13,744 |
13,787 |
13,886 |
|
S4 |
13,667 |
13,710 |
13,865 |
|
|
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 |
13,932 |
13,505 |
427 |
3.1% |
161 |
1.2% |
94% |
True |
False |
214,129 |
10 |
14,085 |
13,412 |
673 |
4.8% |
197 |
1.4% |
74% |
False |
False |
205,538 |
20 |
14,267 |
13,412 |
855 |
6.1% |
172 |
1.2% |
58% |
False |
False |
170,363 |
40 |
14,267 |
13,137 |
1,130 |
8.1% |
164 |
1.2% |
68% |
False |
False |
125,836 |
60 |
14,267 |
12,649 |
1,618 |
11.6% |
181 |
1.3% |
78% |
False |
False |
83,934 |
80 |
14,267 |
12,649 |
1,618 |
11.6% |
174 |
1.3% |
78% |
False |
False |
62,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,259 |
2.618 |
14,134 |
1.618 |
14,057 |
1.000 |
14,009 |
0.618 |
13,980 |
HIGH |
13,932 |
0.618 |
13,903 |
0.500 |
13,894 |
0.382 |
13,885 |
LOW |
13,855 |
0.618 |
13,808 |
1.000 |
13,778 |
1.618 |
13,731 |
2.618 |
13,654 |
4.250 |
13,528 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,903 |
13,857 |
PP |
13,898 |
13,807 |
S1 |
13,894 |
13,757 |
|