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 |
6,753.0 |
6,715.5 |
-37.5 |
-0.6% |
6,444.5 |
High |
6,754.5 |
6,727.0 |
-27.5 |
-0.4% |
6,719.5 |
Low |
6,705.0 |
6,685.0 |
-20.0 |
-0.3% |
6,440.0 |
Close |
6,734.0 |
6,697.5 |
-36.5 |
-0.5% |
6,695.5 |
Range |
49.5 |
42.0 |
-7.5 |
-15.2% |
279.5 |
ATR |
98.7 |
95.2 |
-3.6 |
-3.6% |
0.0 |
Volume |
96,939 |
72,397 |
-24,542 |
-25.3% |
542,876 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,829.0 |
6,805.5 |
6,720.5 |
|
R3 |
6,787.0 |
6,763.5 |
6,709.0 |
|
R2 |
6,745.0 |
6,745.0 |
6,705.0 |
|
R1 |
6,721.5 |
6,721.5 |
6,701.5 |
6,712.0 |
PP |
6,703.0 |
6,703.0 |
6,703.0 |
6,698.5 |
S1 |
6,679.5 |
6,679.5 |
6,693.5 |
6,670.0 |
S2 |
6,661.0 |
6,661.0 |
6,690.0 |
|
S3 |
6,619.0 |
6,637.5 |
6,686.0 |
|
S4 |
6,577.0 |
6,595.5 |
6,674.5 |
|
|
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% |
74.5 |
1.1% |
78% |
False |
False |
95,996 |
10 |
6,770.0 |
6,440.0 |
330.0 |
4.9% |
88.5 |
1.3% |
78% |
False |
False |
104,887 |
20 |
6,802.0 |
6,440.0 |
362.0 |
5.4% |
82.5 |
1.2% |
71% |
False |
False |
99,606 |
40 |
6,802.0 |
6,195.0 |
607.0 |
9.1% |
91.0 |
1.4% |
83% |
False |
False |
87,796 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.5% |
92.0 |
1.4% |
88% |
False |
False |
58,694 |
80 |
6,835.0 |
5,899.0 |
936.0 |
14.0% |
87.0 |
1.3% |
85% |
False |
False |
44,086 |
100 |
6,856.0 |
5,899.0 |
957.0 |
14.3% |
80.0 |
1.2% |
83% |
False |
False |
35,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,905.5 |
2.618 |
6,837.0 |
1.618 |
6,795.0 |
1.000 |
6,769.0 |
0.618 |
6,753.0 |
HIGH |
6,727.0 |
0.618 |
6,711.0 |
0.500 |
6,706.0 |
0.382 |
6,701.0 |
LOW |
6,685.0 |
0.618 |
6,659.0 |
1.000 |
6,643.0 |
1.618 |
6,617.0 |
2.618 |
6,575.0 |
4.250 |
6,506.5 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,706.0 |
6,691.0 |
PP |
6,703.0 |
6,684.0 |
S1 |
6,700.5 |
6,677.0 |
|