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 |
6,618.0 |
6,753.0 |
135.0 |
2.0% |
6,444.5 |
High |
6,719.5 |
6,754.5 |
35.0 |
0.5% |
6,719.5 |
Low |
6,600.0 |
6,705.0 |
105.0 |
1.6% |
6,440.0 |
Close |
6,695.5 |
6,734.0 |
38.5 |
0.6% |
6,695.5 |
Range |
119.5 |
49.5 |
-70.0 |
-58.6% |
279.5 |
ATR |
101.8 |
98.7 |
-3.1 |
-3.0% |
0.0 |
Volume |
100,199 |
96,939 |
-3,260 |
-3.3% |
542,876 |
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,879.5 |
6,856.5 |
6,761.0 |
|
R3 |
6,830.0 |
6,807.0 |
6,747.5 |
|
R2 |
6,780.5 |
6,780.5 |
6,743.0 |
|
R1 |
6,757.5 |
6,757.5 |
6,738.5 |
6,744.0 |
PP |
6,731.0 |
6,731.0 |
6,731.0 |
6,724.5 |
S1 |
6,708.0 |
6,708.0 |
6,729.5 |
6,695.0 |
S2 |
6,681.5 |
6,681.5 |
6,725.0 |
|
S3 |
6,632.0 |
6,658.5 |
6,720.5 |
|
S4 |
6,582.5 |
6,609.0 |
6,707.0 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,457.0 |
7,355.5 |
6,849.0 |
|
R3 |
7,177.5 |
7,076.0 |
6,772.5 |
|
R2 |
6,898.0 |
6,898.0 |
6,746.5 |
|
R1 |
6,796.5 |
6,796.5 |
6,721.0 |
6,847.0 |
PP |
6,618.5 |
6,618.5 |
6,618.5 |
6,643.5 |
S1 |
6,517.0 |
6,517.0 |
6,670.0 |
6,568.0 |
S2 |
6,339.0 |
6,339.0 |
6,644.5 |
|
S3 |
6,059.5 |
6,237.5 |
6,618.5 |
|
S4 |
5,780.0 |
5,958.0 |
6,542.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,754.5 |
6,494.0 |
260.5 |
3.9% |
81.5 |
1.2% |
92% |
True |
False |
104,740 |
10 |
6,770.0 |
6,440.0 |
330.0 |
4.9% |
88.5 |
1.3% |
89% |
False |
False |
106,235 |
20 |
6,802.0 |
6,440.0 |
362.0 |
5.4% |
84.0 |
1.3% |
81% |
False |
False |
101,870 |
40 |
6,802.0 |
6,195.0 |
607.0 |
9.0% |
92.5 |
1.4% |
89% |
False |
False |
86,041 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.4% |
91.5 |
1.4% |
92% |
False |
False |
57,487 |
80 |
6,835.0 |
5,899.0 |
936.0 |
13.9% |
86.5 |
1.3% |
89% |
False |
False |
43,182 |
100 |
6,856.0 |
5,899.0 |
957.0 |
14.2% |
79.5 |
1.2% |
87% |
False |
False |
34,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,965.0 |
2.618 |
6,884.0 |
1.618 |
6,834.5 |
1.000 |
6,804.0 |
0.618 |
6,785.0 |
HIGH |
6,754.5 |
0.618 |
6,735.5 |
0.500 |
6,730.0 |
0.382 |
6,724.0 |
LOW |
6,705.0 |
0.618 |
6,674.5 |
1.000 |
6,655.5 |
1.618 |
6,625.0 |
2.618 |
6,575.5 |
4.250 |
6,494.5 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,732.5 |
6,708.0 |
PP |
6,731.0 |
6,682.0 |
S1 |
6,730.0 |
6,656.0 |
|