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 |
13,900 |
13,812 |
-88 |
-0.6% |
13,532 |
High |
13,900 |
13,994 |
94 |
0.7% |
13,874 |
Low |
13,808 |
13,792 |
-16 |
-0.1% |
13,412 |
Close |
13,822 |
13,936 |
114 |
0.8% |
13,848 |
Range |
92 |
202 |
110 |
119.6% |
462 |
ATR |
170 |
172 |
2 |
1.3% |
0 |
Volume |
104,263 |
103,311 |
-952 |
-0.9% |
1,193,058 |
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,513 |
14,427 |
14,047 |
|
R3 |
14,311 |
14,225 |
13,992 |
|
R2 |
14,109 |
14,109 |
13,973 |
|
R1 |
14,023 |
14,023 |
13,955 |
14,066 |
PP |
13,907 |
13,907 |
13,907 |
13,929 |
S1 |
13,821 |
13,821 |
13,918 |
13,864 |
S2 |
13,705 |
13,705 |
13,899 |
|
S3 |
13,503 |
13,619 |
13,881 |
|
S4 |
13,301 |
13,417 |
13,825 |
|
|
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 |
13,994 |
13,582 |
412 |
3.0% |
146 |
1.0% |
86% |
True |
False |
171,402 |
10 |
13,994 |
13,412 |
582 |
4.2% |
187 |
1.3% |
90% |
True |
False |
191,046 |
20 |
14,267 |
13,412 |
855 |
6.1% |
177 |
1.3% |
61% |
False |
False |
166,324 |
40 |
14,267 |
13,137 |
1,130 |
8.1% |
162 |
1.2% |
71% |
False |
False |
130,998 |
60 |
14,267 |
12,649 |
1,618 |
11.6% |
177 |
1.3% |
80% |
False |
False |
87,392 |
80 |
14,267 |
12,649 |
1,618 |
11.6% |
176 |
1.3% |
80% |
False |
False |
65,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,853 |
2.618 |
14,523 |
1.618 |
14,321 |
1.000 |
14,196 |
0.618 |
14,119 |
HIGH |
13,994 |
0.618 |
13,917 |
0.500 |
13,893 |
0.382 |
13,869 |
LOW |
13,792 |
0.618 |
13,667 |
1.000 |
13,590 |
1.618 |
13,465 |
2.618 |
13,263 |
4.250 |
12,934 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,922 |
13,922 |
PP |
13,907 |
13,907 |
S1 |
13,893 |
13,893 |
|