Trading Metrics calculated at close of trading on 31-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,869.04 |
13,792.06 |
-76.98 |
-0.6% |
13,521.62 |
High |
13,869.29 |
13,962.53 |
93.24 |
0.7% |
13,811.25 |
Low |
13,778.41 |
13,767.68 |
-10.73 |
-0.1% |
13,407.49 |
Close |
13,792.47 |
13,930.01 |
137.54 |
1.0% |
13,806.70 |
Range |
90.88 |
194.85 |
103.97 |
114.4% |
403.76 |
ATR |
156.68 |
159.41 |
2.73 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,471.29 |
14,395.50 |
14,037.18 |
|
R3 |
14,276.44 |
14,200.65 |
13,983.59 |
|
R2 |
14,081.59 |
14,081.59 |
13,965.73 |
|
R1 |
14,005.80 |
14,005.80 |
13,947.87 |
14,043.70 |
PP |
13,886.74 |
13,886.74 |
13,886.74 |
13,905.69 |
S1 |
13,810.95 |
13,810.95 |
13,912.15 |
13,848.85 |
S2 |
13,691.89 |
13,691.89 |
13,894.29 |
|
S3 |
13,497.04 |
13,616.10 |
13,876.43 |
|
S4 |
13,302.19 |
13,421.25 |
13,822.84 |
|
|
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 |
13,962.53 |
13,547.63 |
414.90 |
3.0% |
142.29 |
1.0% |
92% |
True |
False |
|
10 |
13,962.53 |
13,407.49 |
555.04 |
4.0% |
172.51 |
1.2% |
94% |
True |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.7% |
159.42 |
1.1% |
66% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.4% |
150.32 |
1.1% |
77% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
171.51 |
1.2% |
84% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
179.75 |
1.3% |
84% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
170.34 |
1.2% |
84% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
160.70 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,790.64 |
2.618 |
14,472.65 |
1.618 |
14,277.80 |
1.000 |
14,157.38 |
0.618 |
14,082.95 |
HIGH |
13,962.53 |
0.618 |
13,888.10 |
0.500 |
13,865.11 |
0.382 |
13,842.11 |
LOW |
13,767.68 |
0.618 |
13,647.26 |
1.000 |
13,572.83 |
1.618 |
13,452.41 |
2.618 |
13,257.56 |
4.250 |
12,939.57 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,908.38 |
13,908.38 |
PP |
13,886.74 |
13,886.74 |
S1 |
13,865.11 |
13,865.11 |
|