Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8,007.0 |
8,069.5 |
62.5 |
0.8% |
8,064.0 |
High |
8,079.0 |
8,076.5 |
-2.5 |
0.0% |
8,130.5 |
Low |
8,002.0 |
7,949.5 |
-52.5 |
-0.7% |
8,007.5 |
Close |
8,035.0 |
7,972.5 |
-62.5 |
-0.8% |
8,094.5 |
Range |
77.0 |
127.0 |
50.0 |
64.9% |
123.0 |
ATR |
90.2 |
92.8 |
2.6 |
2.9% |
0.0 |
Volume |
183,103 |
170,180 |
-12,923 |
-7.1% |
668,658 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,380.5 |
8,303.5 |
8,042.4 |
|
R3 |
8,253.5 |
8,176.5 |
8,007.4 |
|
R2 |
8,126.5 |
8,126.5 |
7,995.8 |
|
R1 |
8,049.5 |
8,049.5 |
7,984.1 |
8,024.5 |
PP |
7,999.5 |
7,999.5 |
7,999.5 |
7,987.0 |
S1 |
7,922.5 |
7,922.5 |
7,960.9 |
7,897.5 |
S2 |
7,872.5 |
7,872.5 |
7,949.2 |
|
S3 |
7,745.5 |
7,795.5 |
7,937.6 |
|
S4 |
7,618.5 |
7,668.5 |
7,902.7 |
|
|
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 |
8,120.0 |
7,949.5 |
170.5 |
2.1% |
87.3 |
1.1% |
13% |
False |
True |
161,203 |
10 |
8,130.5 |
7,949.5 |
181.0 |
2.3% |
81.5 |
1.0% |
13% |
False |
True |
146,702 |
20 |
8,130.5 |
7,792.5 |
338.0 |
4.2% |
76.1 |
1.0% |
53% |
False |
False |
145,690 |
40 |
8,130.5 |
7,460.0 |
670.5 |
8.4% |
95.0 |
1.2% |
76% |
False |
False |
81,935 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
110.7 |
1.4% |
81% |
False |
False |
54,926 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
115.5 |
1.4% |
67% |
False |
False |
41,314 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
116.4 |
1.5% |
67% |
False |
False |
33,292 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
106.4 |
1.3% |
67% |
False |
False |
27,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,616.3 |
2.618 |
8,409.0 |
1.618 |
8,282.0 |
1.000 |
8,203.5 |
0.618 |
8,155.0 |
HIGH |
8,076.5 |
0.618 |
8,028.0 |
0.500 |
8,013.0 |
0.382 |
7,998.0 |
LOW |
7,949.5 |
0.618 |
7,871.0 |
1.000 |
7,822.5 |
1.618 |
7,744.0 |
2.618 |
7,617.0 |
4.250 |
7,409.8 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8,013.0 |
8,014.3 |
PP |
7,999.5 |
8,000.3 |
S1 |
7,986.0 |
7,986.4 |
|