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 |
6,689.0 |
6,678.0 |
-11.0 |
-0.2% |
6,590.0 |
High |
6,706.0 |
6,732.0 |
26.0 |
0.4% |
6,767.0 |
Low |
6,630.0 |
6,677.0 |
47.0 |
0.7% |
6,572.0 |
Close |
6,634.0 |
6,724.0 |
90.0 |
1.4% |
6,724.0 |
Range |
76.0 |
55.0 |
-21.0 |
-27.6% |
195.0 |
ATR |
94.3 |
94.6 |
0.3 |
0.3% |
0.0 |
Volume |
25,343 |
17,530 |
-7,813 |
-30.8% |
119,243 |
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,876.0 |
6,855.0 |
6,754.3 |
|
R3 |
6,821.0 |
6,800.0 |
6,739.1 |
|
R2 |
6,766.0 |
6,766.0 |
6,734.1 |
|
R1 |
6,745.0 |
6,745.0 |
6,729.0 |
6,755.5 |
PP |
6,711.0 |
6,711.0 |
6,711.0 |
6,716.3 |
S1 |
6,690.0 |
6,690.0 |
6,719.0 |
6,700.5 |
S2 |
6,656.0 |
6,656.0 |
6,713.9 |
|
S3 |
6,601.0 |
6,635.0 |
6,708.9 |
|
S4 |
6,546.0 |
6,580.0 |
6,693.8 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,272.7 |
7,193.3 |
6,831.3 |
|
R3 |
7,077.7 |
6,998.3 |
6,777.6 |
|
R2 |
6,882.7 |
6,882.7 |
6,759.8 |
|
R1 |
6,803.3 |
6,803.3 |
6,741.9 |
6,843.0 |
PP |
6,687.7 |
6,687.7 |
6,687.7 |
6,707.5 |
S1 |
6,608.3 |
6,608.3 |
6,706.1 |
6,648.0 |
S2 |
6,492.7 |
6,492.7 |
6,688.3 |
|
S3 |
6,297.7 |
6,413.3 |
6,670.4 |
|
S4 |
6,102.7 |
6,218.3 |
6,616.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,767.0 |
6,572.0 |
195.0 |
2.9% |
77.6 |
1.2% |
78% |
False |
False |
23,848 |
10 |
6,847.0 |
6,572.0 |
275.0 |
4.1% |
83.5 |
1.2% |
55% |
False |
False |
22,164 |
20 |
6,847.0 |
6,572.0 |
275.0 |
4.1% |
72.4 |
1.1% |
55% |
False |
False |
19,573 |
40 |
6,847.0 |
6,204.0 |
643.0 |
9.6% |
68.3 |
1.0% |
81% |
False |
False |
19,709 |
60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.5% |
69.7 |
1.0% |
90% |
False |
False |
13,173 |
80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.5% |
63.2 |
0.9% |
90% |
False |
False |
9,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,965.8 |
2.618 |
6,876.0 |
1.618 |
6,821.0 |
1.000 |
6,787.0 |
0.618 |
6,766.0 |
HIGH |
6,732.0 |
0.618 |
6,711.0 |
0.500 |
6,704.5 |
0.382 |
6,698.0 |
LOW |
6,677.0 |
0.618 |
6,643.0 |
1.000 |
6,622.0 |
1.618 |
6,588.0 |
2.618 |
6,533.0 |
4.250 |
6,443.3 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,717.5 |
6,715.5 |
PP |
6,711.0 |
6,707.0 |
S1 |
6,704.5 |
6,698.5 |
|