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 |
13,812 |
13,940 |
128 |
0.9% |
13,532 |
High |
13,994 |
13,949 |
-45 |
-0.3% |
13,874 |
Low |
13,792 |
13,571 |
-221 |
-1.6% |
13,412 |
Close |
13,936 |
13,608 |
-328 |
-2.4% |
13,848 |
Range |
202 |
378 |
176 |
87.1% |
462 |
ATR |
172 |
187 |
15 |
8.5% |
0 |
Volume |
103,311 |
189,499 |
86,188 |
83.4% |
1,193,058 |
|
Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,843 |
14,604 |
13,816 |
|
R3 |
14,465 |
14,226 |
13,712 |
|
R2 |
14,087 |
14,087 |
13,677 |
|
R1 |
13,848 |
13,848 |
13,643 |
13,779 |
PP |
13,709 |
13,709 |
13,709 |
13,675 |
S1 |
13,470 |
13,470 |
13,573 |
13,401 |
S2 |
13,331 |
13,331 |
13,539 |
|
S3 |
12,953 |
13,092 |
13,504 |
|
S4 |
12,575 |
12,714 |
13,400 |
|
|
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 |
13,571 |
423 |
3.1% |
183 |
1.3% |
9% |
False |
True |
154,811 |
10 |
13,994 |
13,412 |
582 |
4.3% |
214 |
1.6% |
34% |
False |
False |
188,410 |
20 |
14,267 |
13,412 |
855 |
6.3% |
193 |
1.4% |
23% |
False |
False |
169,220 |
40 |
14,267 |
13,137 |
1,130 |
8.3% |
168 |
1.2% |
42% |
False |
False |
135,724 |
60 |
14,267 |
12,649 |
1,618 |
11.9% |
180 |
1.3% |
59% |
False |
False |
90,549 |
80 |
14,267 |
12,649 |
1,618 |
11.9% |
179 |
1.3% |
59% |
False |
False |
67,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,556 |
2.618 |
14,939 |
1.618 |
14,561 |
1.000 |
14,327 |
0.618 |
14,183 |
HIGH |
13,949 |
0.618 |
13,805 |
0.500 |
13,760 |
0.382 |
13,716 |
LOW |
13,571 |
0.618 |
13,338 |
1.000 |
13,193 |
1.618 |
12,960 |
2.618 |
12,582 |
4.250 |
11,965 |
|
|
Fisher Pivots for day following 01-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,760 |
13,783 |
PP |
13,709 |
13,724 |
S1 |
13,659 |
13,666 |
|