Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8,069.5 |
7,957.0 |
-112.5 |
-1.4% |
8,091.0 |
High |
8,076.5 |
8,002.0 |
-74.5 |
-0.9% |
8,102.5 |
Low |
7,949.5 |
7,860.0 |
-89.5 |
-1.1% |
7,860.0 |
Close |
7,972.5 |
7,942.0 |
-30.5 |
-0.4% |
7,942.0 |
Range |
127.0 |
142.0 |
15.0 |
11.8% |
242.5 |
ATR |
92.8 |
96.3 |
3.5 |
3.8% |
0.0 |
Volume |
170,180 |
192,520 |
22,340 |
13.1% |
850,766 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,360.7 |
8,293.3 |
8,020.1 |
|
R3 |
8,218.7 |
8,151.3 |
7,981.1 |
|
R2 |
8,076.7 |
8,076.7 |
7,968.0 |
|
R1 |
8,009.3 |
8,009.3 |
7,955.0 |
7,972.0 |
PP |
7,934.7 |
7,934.7 |
7,934.7 |
7,916.0 |
S1 |
7,867.3 |
7,867.3 |
7,929.0 |
7,830.0 |
S2 |
7,792.7 |
7,792.7 |
7,916.0 |
|
S3 |
7,650.7 |
7,725.3 |
7,903.0 |
|
S4 |
7,508.7 |
7,583.3 |
7,863.9 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,695.7 |
8,561.3 |
8,075.4 |
|
R3 |
8,453.2 |
8,318.8 |
8,008.7 |
|
R2 |
8,210.7 |
8,210.7 |
7,986.5 |
|
R1 |
8,076.3 |
8,076.3 |
7,964.2 |
8,022.3 |
PP |
7,968.2 |
7,968.2 |
7,968.2 |
7,941.1 |
S1 |
7,833.8 |
7,833.8 |
7,919.8 |
7,779.8 |
S2 |
7,725.7 |
7,725.7 |
7,897.5 |
|
S3 |
7,483.2 |
7,591.3 |
7,875.3 |
|
S4 |
7,240.7 |
7,348.8 |
7,808.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,102.5 |
7,860.0 |
242.5 |
3.1% |
98.2 |
1.2% |
34% |
False |
True |
170,153 |
10 |
8,130.5 |
7,860.0 |
270.5 |
3.4% |
87.4 |
1.1% |
30% |
False |
True |
151,942 |
20 |
8,130.5 |
7,801.0 |
329.5 |
4.1% |
78.1 |
1.0% |
43% |
False |
False |
145,707 |
40 |
8,130.5 |
7,460.0 |
670.5 |
8.4% |
96.3 |
1.2% |
72% |
False |
False |
86,737 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.4% |
110.7 |
1.4% |
77% |
False |
False |
58,121 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
115.7 |
1.5% |
64% |
False |
False |
43,718 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
117.1 |
1.5% |
64% |
False |
False |
35,207 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
107.1 |
1.3% |
64% |
False |
False |
29,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,605.5 |
2.618 |
8,373.8 |
1.618 |
8,231.8 |
1.000 |
8,144.0 |
0.618 |
8,089.8 |
HIGH |
8,002.0 |
0.618 |
7,947.8 |
0.500 |
7,931.0 |
0.382 |
7,914.2 |
LOW |
7,860.0 |
0.618 |
7,772.2 |
1.000 |
7,718.0 |
1.618 |
7,630.2 |
2.618 |
7,488.2 |
4.250 |
7,256.5 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7,938.3 |
7,969.5 |
PP |
7,934.7 |
7,960.3 |
S1 |
7,931.0 |
7,951.2 |
|