Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8,091.0 |
8,035.0 |
-56.0 |
-0.7% |
8,064.0 |
High |
8,102.5 |
8,040.0 |
-62.5 |
-0.8% |
8,130.5 |
Low |
8,010.5 |
7,987.0 |
-23.5 |
-0.3% |
8,007.5 |
Close |
8,031.0 |
8,012.5 |
-18.5 |
-0.2% |
8,094.5 |
Range |
92.0 |
53.0 |
-39.0 |
-42.4% |
123.0 |
ATR |
94.2 |
91.2 |
-2.9 |
-3.1% |
0.0 |
Volume |
142,700 |
162,263 |
19,563 |
13.7% |
668,658 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,172.2 |
8,145.3 |
8,041.7 |
|
R3 |
8,119.2 |
8,092.3 |
8,027.1 |
|
R2 |
8,066.2 |
8,066.2 |
8,022.2 |
|
R1 |
8,039.3 |
8,039.3 |
8,017.4 |
8,026.3 |
PP |
8,013.2 |
8,013.2 |
8,013.2 |
8,006.6 |
S1 |
7,986.3 |
7,986.3 |
8,007.6 |
7,973.3 |
S2 |
7,960.2 |
7,960.2 |
8,002.8 |
|
S3 |
7,907.2 |
7,933.3 |
7,997.9 |
|
S4 |
7,854.2 |
7,880.3 |
7,983.4 |
|
|
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 |
7,987.0 |
143.5 |
1.8% |
80.8 |
1.0% |
18% |
False |
True |
152,002 |
10 |
8,130.5 |
7,983.5 |
147.0 |
1.8% |
71.1 |
0.9% |
20% |
False |
False |
135,097 |
20 |
8,130.5 |
7,783.0 |
347.5 |
4.3% |
72.4 |
0.9% |
66% |
False |
False |
136,822 |
40 |
8,130.5 |
7,460.0 |
670.5 |
8.4% |
95.7 |
1.2% |
82% |
False |
False |
73,190 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
115.0 |
1.4% |
86% |
False |
False |
49,077 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
115.5 |
1.4% |
71% |
False |
False |
36,905 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
115.7 |
1.4% |
71% |
False |
False |
29,766 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
104.7 |
1.3% |
71% |
False |
False |
24,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,265.3 |
2.618 |
8,178.8 |
1.618 |
8,125.8 |
1.000 |
8,093.0 |
0.618 |
8,072.8 |
HIGH |
8,040.0 |
0.618 |
8,019.8 |
0.500 |
8,013.5 |
0.382 |
8,007.2 |
LOW |
7,987.0 |
0.618 |
7,954.2 |
1.000 |
7,934.0 |
1.618 |
7,901.2 |
2.618 |
7,848.2 |
4.250 |
7,761.8 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8,013.5 |
8,053.5 |
PP |
8,013.2 |
8,039.8 |
S1 |
8,012.8 |
8,026.2 |
|