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 |
13,807.35 |
13,869.04 |
61.69 |
0.4% |
13,521.62 |
High |
13,901.40 |
13,869.29 |
-32.11 |
-0.2% |
13,811.25 |
Low |
13,805.31 |
13,778.41 |
-26.90 |
-0.2% |
13,407.49 |
Close |
13,870.26 |
13,792.47 |
-77.79 |
-0.6% |
13,806.70 |
Range |
96.09 |
90.88 |
-5.21 |
-5.4% |
403.76 |
ATR |
161.67 |
156.68 |
-4.99 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,086.03 |
14,030.13 |
13,842.45 |
|
R3 |
13,995.15 |
13,939.25 |
13,817.46 |
|
R2 |
13,904.27 |
13,904.27 |
13,809.13 |
|
R1 |
13,848.37 |
13,848.37 |
13,800.80 |
13,830.88 |
PP |
13,813.39 |
13,813.39 |
13,813.39 |
13,804.65 |
S1 |
13,757.49 |
13,757.49 |
13,784.14 |
13,740.00 |
S2 |
13,722.51 |
13,722.51 |
13,775.81 |
|
S3 |
13,631.63 |
13,666.61 |
13,767.48 |
|
S4 |
13,540.75 |
13,575.73 |
13,742.49 |
|
|
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% |
147.38 |
1.1% |
75% |
False |
False |
|
10 |
14,012.84 |
13,407.49 |
605.35 |
4.4% |
176.84 |
1.3% |
64% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.7% |
154.24 |
1.1% |
49% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.5% |
150.32 |
1.1% |
66% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
172.61 |
1.3% |
76% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
179.23 |
1.3% |
76% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
169.35 |
1.2% |
76% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
160.09 |
1.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,255.53 |
2.618 |
14,107.21 |
1.618 |
14,016.33 |
1.000 |
13,960.17 |
0.618 |
13,925.45 |
HIGH |
13,869.29 |
0.618 |
13,834.57 |
0.500 |
13,823.85 |
0.382 |
13,813.13 |
LOW |
13,778.41 |
0.618 |
13,722.25 |
1.000 |
13,687.53 |
1.618 |
13,631.37 |
2.618 |
13,540.49 |
4.250 |
13,392.17 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,823.85 |
13,791.09 |
PP |
13,813.39 |
13,789.71 |
S1 |
13,802.93 |
13,788.33 |
|