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 |
13,675.66 |
13,807.35 |
131.69 |
1.0% |
13,521.62 |
High |
13,811.25 |
13,901.40 |
90.15 |
0.7% |
13,811.25 |
Low |
13,675.25 |
13,805.31 |
130.06 |
1.0% |
13,407.49 |
Close |
13,806.70 |
13,870.26 |
63.56 |
0.5% |
13,806.70 |
Range |
136.00 |
96.09 |
-39.91 |
-29.3% |
403.76 |
ATR |
166.71 |
161.67 |
-5.04 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,147.26 |
14,104.85 |
13,923.11 |
|
R3 |
14,051.17 |
14,008.76 |
13,896.68 |
|
R2 |
13,955.08 |
13,955.08 |
13,887.88 |
|
R1 |
13,912.67 |
13,912.67 |
13,879.07 |
13,933.88 |
PP |
13,858.99 |
13,858.99 |
13,858.99 |
13,869.59 |
S1 |
13,816.58 |
13,816.58 |
13,861.45 |
13,837.79 |
S2 |
13,762.90 |
13,762.90 |
13,852.64 |
|
S3 |
13,666.81 |
13,720.49 |
13,843.84 |
|
S4 |
13,570.72 |
13,624.40 |
13,817.41 |
|
|
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 |
13,901.40 |
13,470.16 |
431.24 |
3.1% |
157.95 |
1.1% |
93% |
True |
False |
|
10 |
14,012.84 |
13,407.49 |
605.35 |
4.4% |
179.17 |
1.3% |
76% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.7% |
154.46 |
1.1% |
59% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.5% |
152.46 |
1.1% |
72% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
176.29 |
1.3% |
80% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
178.86 |
1.3% |
80% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
170.24 |
1.2% |
80% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
160.57 |
1.2% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,309.78 |
2.618 |
14,152.96 |
1.618 |
14,056.87 |
1.000 |
13,997.49 |
0.618 |
13,960.78 |
HIGH |
13,901.40 |
0.618 |
13,864.69 |
0.500 |
13,853.36 |
0.382 |
13,842.02 |
LOW |
13,805.31 |
0.618 |
13,745.93 |
1.000 |
13,709.22 |
1.618 |
13,649.84 |
2.618 |
13,553.75 |
4.250 |
13,396.93 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,864.63 |
13,821.68 |
PP |
13,858.99 |
13,773.10 |
S1 |
13,853.36 |
13,724.52 |
|