Trading Metrics calculated at close of trading on 01-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,792.06 |
13,924.16 |
132.10 |
1.0% |
13,521.62 |
High |
13,962.53 |
13,924.16 |
-38.37 |
-0.3% |
13,811.25 |
Low |
13,767.68 |
13,548.93 |
-218.75 |
-1.6% |
13,407.49 |
Close |
13,930.01 |
13,567.87 |
-362.14 |
-2.6% |
13,806.70 |
Range |
194.85 |
375.23 |
180.38 |
92.6% |
403.76 |
ATR |
159.41 |
175.24 |
15.83 |
9.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,806.01 |
14,562.17 |
13,774.25 |
|
R3 |
14,430.78 |
14,186.94 |
13,671.06 |
|
R2 |
14,055.55 |
14,055.55 |
13,636.66 |
|
R1 |
13,811.71 |
13,811.71 |
13,602.27 |
13,746.02 |
PP |
13,680.32 |
13,680.32 |
13,680.32 |
13,647.47 |
S1 |
13,436.48 |
13,436.48 |
13,533.47 |
13,370.79 |
S2 |
13,305.09 |
13,305.09 |
13,499.08 |
|
S3 |
12,929.86 |
13,061.25 |
13,464.68 |
|
S4 |
12,554.63 |
12,686.02 |
13,361.49 |
|
|
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 |
13,962.53 |
13,548.93 |
413.60 |
3.0% |
178.61 |
1.3% |
5% |
False |
True |
|
10 |
13,962.53 |
13,407.49 |
555.04 |
4.1% |
200.70 |
1.5% |
29% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
175.24 |
1.3% |
20% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.7% |
156.60 |
1.2% |
46% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
174.24 |
1.3% |
62% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
182.99 |
1.3% |
62% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
172.54 |
1.3% |
62% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
163.11 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,518.89 |
2.618 |
14,906.51 |
1.618 |
14,531.28 |
1.000 |
14,299.39 |
0.618 |
14,156.05 |
HIGH |
13,924.16 |
0.618 |
13,780.82 |
0.500 |
13,736.55 |
0.382 |
13,692.27 |
LOW |
13,548.93 |
0.618 |
13,317.04 |
1.000 |
13,173.70 |
1.618 |
12,941.81 |
2.618 |
12,566.58 |
4.250 |
11,954.20 |
|
|
Fisher Pivots for day following 01-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,736.55 |
13,755.73 |
PP |
13,680.32 |
13,693.11 |
S1 |
13,624.10 |
13,630.49 |
|