Trading Metrics calculated at close of trading on 26-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,677.85 |
13,675.66 |
-2.19 |
0.0% |
13,521.62 |
High |
13,741.26 |
13,811.25 |
69.99 |
0.5% |
13,811.25 |
Low |
13,547.63 |
13,675.25 |
127.62 |
0.9% |
13,407.49 |
Close |
13,671.92 |
13,806.70 |
134.78 |
1.0% |
13,806.70 |
Range |
193.63 |
136.00 |
-57.63 |
-29.8% |
403.76 |
ATR |
168.82 |
166.71 |
-2.11 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,172.40 |
14,125.55 |
13,881.50 |
|
R3 |
14,036.40 |
13,989.55 |
13,844.10 |
|
R2 |
13,900.40 |
13,900.40 |
13,831.63 |
|
R1 |
13,853.55 |
13,853.55 |
13,819.17 |
13,876.98 |
PP |
13,764.40 |
13,764.40 |
13,764.40 |
13,776.11 |
S1 |
13,717.55 |
13,717.55 |
13,794.23 |
13,740.98 |
S2 |
13,628.40 |
13,628.40 |
13,781.77 |
|
S3 |
13,492.40 |
13,581.55 |
13,769.30 |
|
S4 |
13,356.40 |
13,445.55 |
13,731.90 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,886.43 |
14,750.32 |
14,028.77 |
|
R3 |
14,482.67 |
14,346.56 |
13,917.73 |
|
R2 |
14,078.91 |
14,078.91 |
13,880.72 |
|
R1 |
13,942.80 |
13,942.80 |
13,843.71 |
14,010.86 |
PP |
13,675.15 |
13,675.15 |
13,675.15 |
13,709.17 |
S1 |
13,539.04 |
13,539.04 |
13,769.69 |
13,607.10 |
S2 |
13,271.39 |
13,271.39 |
13,732.68 |
|
S3 |
12,867.63 |
13,135.28 |
13,695.67 |
|
S4 |
12,463.87 |
12,731.52 |
13,584.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,811.25 |
13,407.49 |
403.76 |
2.9% |
174.67 |
1.3% |
99% |
True |
False |
|
10 |
14,118.52 |
13,407.49 |
711.03 |
5.1% |
190.98 |
1.4% |
56% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.7% |
160.76 |
1.2% |
50% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.5% |
154.76 |
1.1% |
67% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
179.63 |
1.3% |
77% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
178.86 |
1.3% |
77% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
171.48 |
1.2% |
77% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
160.52 |
1.2% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,389.25 |
2.618 |
14,167.30 |
1.618 |
14,031.30 |
1.000 |
13,947.25 |
0.618 |
13,895.30 |
HIGH |
13,811.25 |
0.618 |
13,759.30 |
0.500 |
13,743.25 |
0.382 |
13,727.20 |
LOW |
13,675.25 |
0.618 |
13,591.20 |
1.000 |
13,539.25 |
1.618 |
13,455.20 |
2.618 |
13,319.20 |
4.250 |
13,097.25 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,785.55 |
13,751.37 |
PP |
13,764.40 |
13,696.04 |
S1 |
13,743.25 |
13,640.71 |
|