Trading Metrics calculated at close of trading on 23-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7,820.5 |
7,904.0 |
83.5 |
1.1% |
8,091.0 |
High |
7,889.5 |
7,933.5 |
44.0 |
0.6% |
8,102.5 |
Low |
7,806.5 |
7,875.5 |
69.0 |
0.9% |
7,860.0 |
Close |
7,846.0 |
7,890.5 |
44.5 |
0.6% |
7,942.0 |
Range |
83.0 |
58.0 |
-25.0 |
-30.1% |
242.5 |
ATR |
99.1 |
98.3 |
-0.8 |
-0.8% |
0.0 |
Volume |
180,643 |
131,478 |
-49,165 |
-27.2% |
850,766 |
|
Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,073.8 |
8,040.2 |
7,922.4 |
|
R3 |
8,015.8 |
7,982.2 |
7,906.5 |
|
R2 |
7,957.8 |
7,957.8 |
7,901.1 |
|
R1 |
7,924.2 |
7,924.2 |
7,895.8 |
7,912.0 |
PP |
7,899.8 |
7,899.8 |
7,899.8 |
7,893.8 |
S1 |
7,866.2 |
7,866.2 |
7,885.2 |
7,854.0 |
S2 |
7,841.8 |
7,841.8 |
7,879.9 |
|
S3 |
7,783.8 |
7,808.2 |
7,874.6 |
|
S4 |
7,725.8 |
7,750.2 |
7,858.6 |
|
|
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% |
97.4 |
1.2% |
31% |
False |
False |
171,584 |
10 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
89.1 |
1.1% |
26% |
False |
False |
161,793 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
79.4 |
1.0% |
26% |
False |
False |
147,773 |
40 |
8,130.5 |
7,460.0 |
670.5 |
8.5% |
94.9 |
1.2% |
64% |
False |
False |
94,520 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.4% |
108.5 |
1.4% |
71% |
False |
False |
63,299 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
116.0 |
1.5% |
59% |
False |
False |
47,611 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
116.8 |
1.5% |
59% |
False |
False |
38,302 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
107.5 |
1.4% |
59% |
False |
False |
31,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,180.0 |
2.618 |
8,085.3 |
1.618 |
8,027.3 |
1.000 |
7,991.5 |
0.618 |
7,969.3 |
HIGH |
7,933.5 |
0.618 |
7,911.3 |
0.500 |
7,904.5 |
0.382 |
7,897.7 |
LOW |
7,875.5 |
0.618 |
7,839.7 |
1.000 |
7,817.5 |
1.618 |
7,781.7 |
2.618 |
7,723.7 |
4.250 |
7,629.0 |
|
|
Fisher Pivots for day following 23-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7,904.5 |
7,904.3 |
PP |
7,899.8 |
7,899.7 |
S1 |
7,895.2 |
7,895.1 |
|