Trading Metrics calculated at close of trading on 22-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7,957.0 |
7,820.5 |
-136.5 |
-1.7% |
8,091.0 |
High |
8,002.0 |
7,889.5 |
-112.5 |
-1.4% |
8,102.5 |
Low |
7,860.0 |
7,806.5 |
-53.5 |
-0.7% |
7,860.0 |
Close |
7,942.0 |
7,846.0 |
-96.0 |
-1.2% |
7,942.0 |
Range |
142.0 |
83.0 |
-59.0 |
-41.5% |
242.5 |
ATR |
96.3 |
99.1 |
2.8 |
2.9% |
0.0 |
Volume |
192,520 |
180,643 |
-11,877 |
-6.2% |
850,766 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,096.3 |
8,054.2 |
7,891.7 |
|
R3 |
8,013.3 |
7,971.2 |
7,868.8 |
|
R2 |
7,930.3 |
7,930.3 |
7,861.2 |
|
R1 |
7,888.2 |
7,888.2 |
7,853.6 |
7,909.3 |
PP |
7,847.3 |
7,847.3 |
7,847.3 |
7,857.9 |
S1 |
7,805.2 |
7,805.2 |
7,838.4 |
7,826.3 |
S2 |
7,764.3 |
7,764.3 |
7,830.8 |
|
S3 |
7,681.3 |
7,722.2 |
7,823.2 |
|
S4 |
7,598.3 |
7,639.2 |
7,800.4 |
|
|
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 |
8,079.0 |
7,806.5 |
272.5 |
3.5% |
96.4 |
1.2% |
14% |
False |
True |
177,741 |
10 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
89.7 |
1.1% |
12% |
False |
True |
161,720 |
20 |
8,130.5 |
7,801.0 |
329.5 |
4.2% |
80.1 |
1.0% |
14% |
False |
False |
149,350 |
40 |
8,130.5 |
7,460.0 |
670.5 |
8.5% |
96.5 |
1.2% |
58% |
False |
False |
91,246 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
109.6 |
1.4% |
65% |
False |
False |
61,115 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
116.0 |
1.5% |
54% |
False |
False |
45,975 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
117.3 |
1.5% |
54% |
False |
False |
36,997 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
107.5 |
1.4% |
54% |
False |
False |
30,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,242.3 |
2.618 |
8,106.8 |
1.618 |
8,023.8 |
1.000 |
7,972.5 |
0.618 |
7,940.8 |
HIGH |
7,889.5 |
0.618 |
7,857.8 |
0.500 |
7,848.0 |
0.382 |
7,838.2 |
LOW |
7,806.5 |
0.618 |
7,755.2 |
1.000 |
7,723.5 |
1.618 |
7,672.2 |
2.618 |
7,589.2 |
4.250 |
7,453.8 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7,848.0 |
7,941.5 |
PP |
7,847.3 |
7,909.7 |
S1 |
7,846.7 |
7,877.8 |
|