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 |
13,855 |
13,900 |
45 |
0.3% |
13,532 |
High |
13,932 |
13,900 |
-32 |
-0.2% |
13,874 |
Low |
13,855 |
13,808 |
-47 |
-0.3% |
13,412 |
Close |
13,907 |
13,822 |
-85 |
-0.6% |
13,848 |
Range |
77 |
92 |
15 |
19.5% |
462 |
ATR |
176 |
170 |
-5 |
-3.1% |
0 |
Volume |
151,787 |
104,263 |
-47,524 |
-31.3% |
1,193,058 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,119 |
14,063 |
13,873 |
|
R3 |
14,027 |
13,971 |
13,847 |
|
R2 |
13,935 |
13,935 |
13,839 |
|
R1 |
13,879 |
13,879 |
13,831 |
13,861 |
PP |
13,843 |
13,843 |
13,843 |
13,835 |
S1 |
13,787 |
13,787 |
13,814 |
13,769 |
S2 |
13,751 |
13,751 |
13,805 |
|
S3 |
13,659 |
13,695 |
13,797 |
|
S4 |
13,567 |
13,603 |
13,772 |
|
|
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% |
151 |
1.1% |
74% |
False |
False |
187,058 |
10 |
14,078 |
13,412 |
666 |
4.8% |
191 |
1.4% |
62% |
False |
False |
198,241 |
20 |
14,267 |
13,412 |
855 |
6.2% |
172 |
1.2% |
48% |
False |
False |
167,372 |
40 |
14,267 |
13,137 |
1,130 |
8.2% |
161 |
1.2% |
61% |
False |
False |
128,436 |
60 |
14,267 |
12,649 |
1,618 |
11.7% |
178 |
1.3% |
72% |
False |
False |
85,671 |
80 |
14,267 |
12,649 |
1,618 |
11.7% |
175 |
1.3% |
72% |
False |
False |
64,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,291 |
2.618 |
14,141 |
1.618 |
14,049 |
1.000 |
13,992 |
0.618 |
13,957 |
HIGH |
13,900 |
0.618 |
13,865 |
0.500 |
13,854 |
0.382 |
13,843 |
LOW |
13,808 |
0.618 |
13,751 |
1.000 |
13,716 |
1.618 |
13,659 |
2.618 |
13,567 |
4.250 |
13,417 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,854 |
13,822 |
PP |
13,843 |
13,821 |
S1 |
13,833 |
13,821 |
|