Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8,042.0 |
8,091.0 |
49.0 |
0.6% |
8,064.0 |
High |
8,120.0 |
8,102.5 |
-17.5 |
-0.2% |
8,130.5 |
Low |
8,032.5 |
8,010.5 |
-22.0 |
-0.3% |
8,007.5 |
Close |
8,094.5 |
8,031.0 |
-63.5 |
-0.8% |
8,094.5 |
Range |
87.5 |
92.0 |
4.5 |
5.1% |
123.0 |
ATR |
94.3 |
94.2 |
-0.2 |
-0.2% |
0.0 |
Volume |
147,773 |
142,700 |
-5,073 |
-3.4% |
668,658 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,324.0 |
8,269.5 |
8,081.6 |
|
R3 |
8,232.0 |
8,177.5 |
8,056.3 |
|
R2 |
8,140.0 |
8,140.0 |
8,047.9 |
|
R1 |
8,085.5 |
8,085.5 |
8,039.4 |
8,066.8 |
PP |
8,048.0 |
8,048.0 |
8,048.0 |
8,038.6 |
S1 |
7,993.5 |
7,993.5 |
8,022.6 |
7,974.8 |
S2 |
7,956.0 |
7,956.0 |
8,014.1 |
|
S3 |
7,864.0 |
7,901.5 |
8,005.7 |
|
S4 |
7,772.0 |
7,809.5 |
7,980.4 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,446.5 |
8,393.5 |
8,162.2 |
|
R3 |
8,323.5 |
8,270.5 |
8,128.3 |
|
R2 |
8,200.5 |
8,200.5 |
8,117.1 |
|
R1 |
8,147.5 |
8,147.5 |
8,105.8 |
8,174.0 |
PP |
8,077.5 |
8,077.5 |
8,077.5 |
8,090.8 |
S1 |
8,024.5 |
8,024.5 |
8,083.2 |
8,051.0 |
S2 |
7,954.5 |
7,954.5 |
8,072.0 |
|
S3 |
7,831.5 |
7,901.5 |
8,060.7 |
|
S4 |
7,708.5 |
7,778.5 |
8,026.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,130.5 |
8,007.5 |
123.0 |
1.5% |
83.0 |
1.0% |
19% |
False |
False |
145,698 |
10 |
8,130.5 |
7,983.5 |
147.0 |
1.8% |
70.5 |
0.9% |
32% |
False |
False |
133,348 |
20 |
8,130.5 |
7,533.5 |
597.0 |
7.4% |
82.4 |
1.0% |
83% |
False |
False |
133,835 |
40 |
8,130.5 |
7,459.0 |
671.5 |
8.4% |
97.2 |
1.2% |
85% |
False |
False |
69,162 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
118.2 |
1.5% |
88% |
False |
False |
46,385 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
115.9 |
1.4% |
73% |
False |
False |
34,881 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
115.3 |
1.4% |
73% |
False |
False |
28,144 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
104.5 |
1.3% |
73% |
False |
False |
23,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,493.5 |
2.618 |
8,343.4 |
1.618 |
8,251.4 |
1.000 |
8,194.5 |
0.618 |
8,159.4 |
HIGH |
8,102.5 |
0.618 |
8,067.4 |
0.500 |
8,056.5 |
0.382 |
8,045.6 |
LOW |
8,010.5 |
0.618 |
7,953.6 |
1.000 |
7,918.5 |
1.618 |
7,861.6 |
2.618 |
7,769.6 |
4.250 |
7,619.5 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8,056.5 |
8,070.5 |
PP |
8,048.0 |
8,057.3 |
S1 |
8,039.5 |
8,044.2 |
|