Trading Metrics calculated at close of trading on 24-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7,904.0 |
7,898.0 |
-6.0 |
-0.1% |
8,091.0 |
High |
7,933.5 |
7,958.0 |
24.5 |
0.3% |
8,102.5 |
Low |
7,875.5 |
7,860.5 |
-15.0 |
-0.2% |
7,860.0 |
Close |
7,890.5 |
7,881.5 |
-9.0 |
-0.1% |
7,942.0 |
Range |
58.0 |
97.5 |
39.5 |
68.1% |
242.5 |
ATR |
98.3 |
98.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
131,478 |
193,022 |
61,544 |
46.8% |
850,766 |
|
Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,192.5 |
8,134.5 |
7,935.1 |
|
R3 |
8,095.0 |
8,037.0 |
7,908.3 |
|
R2 |
7,997.5 |
7,997.5 |
7,899.4 |
|
R1 |
7,939.5 |
7,939.5 |
7,890.4 |
7,919.8 |
PP |
7,900.0 |
7,900.0 |
7,900.0 |
7,890.1 |
S1 |
7,842.0 |
7,842.0 |
7,872.6 |
7,822.3 |
S2 |
7,802.5 |
7,802.5 |
7,863.6 |
|
S3 |
7,705.0 |
7,744.5 |
7,854.7 |
|
S4 |
7,607.5 |
7,647.0 |
7,827.9 |
|
|
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 |
8,076.5 |
7,806.5 |
270.0 |
3.4% |
101.5 |
1.3% |
28% |
False |
False |
173,568 |
10 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
91.4 |
1.2% |
23% |
False |
False |
168,229 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
82.4 |
1.0% |
23% |
False |
False |
150,775 |
40 |
8,130.5 |
7,465.0 |
665.5 |
8.4% |
93.5 |
1.2% |
63% |
False |
False |
99,293 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.4% |
106.1 |
1.3% |
70% |
False |
False |
66,508 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
116.8 |
1.5% |
58% |
False |
False |
50,021 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
115.8 |
1.5% |
58% |
False |
False |
40,225 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
107.7 |
1.4% |
58% |
False |
False |
33,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,372.4 |
2.618 |
8,213.3 |
1.618 |
8,115.8 |
1.000 |
8,055.5 |
0.618 |
8,018.3 |
HIGH |
7,958.0 |
0.618 |
7,920.8 |
0.500 |
7,909.3 |
0.382 |
7,897.7 |
LOW |
7,860.5 |
0.618 |
7,800.2 |
1.000 |
7,763.0 |
1.618 |
7,702.7 |
2.618 |
7,605.2 |
4.250 |
7,446.1 |
|
|
Fisher Pivots for day following 24-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7,909.3 |
7,882.3 |
PP |
7,900.0 |
7,882.0 |
S1 |
7,890.8 |
7,881.8 |
|