Trading Metrics calculated at close of trading on 25-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7,898.0 |
7,935.0 |
37.0 |
0.5% |
8,091.0 |
High |
7,958.0 |
8,019.5 |
61.5 |
0.8% |
8,102.5 |
Low |
7,860.5 |
7,860.0 |
-0.5 |
0.0% |
7,860.0 |
Close |
7,881.5 |
7,974.5 |
93.0 |
1.2% |
7,942.0 |
Range |
97.5 |
159.5 |
62.0 |
63.6% |
242.5 |
ATR |
98.3 |
102.6 |
4.4 |
4.5% |
0.0 |
Volume |
193,022 |
204,196 |
11,174 |
5.8% |
850,766 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,429.8 |
8,361.7 |
8,062.2 |
|
R3 |
8,270.3 |
8,202.2 |
8,018.4 |
|
R2 |
8,110.8 |
8,110.8 |
8,003.7 |
|
R1 |
8,042.7 |
8,042.7 |
7,989.1 |
8,076.8 |
PP |
7,951.3 |
7,951.3 |
7,951.3 |
7,968.4 |
S1 |
7,883.2 |
7,883.2 |
7,959.9 |
7,917.3 |
S2 |
7,791.8 |
7,791.8 |
7,945.3 |
|
S3 |
7,632.3 |
7,723.7 |
7,930.6 |
|
S4 |
7,472.8 |
7,564.2 |
7,886.8 |
|
|
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 |
8,019.5 |
7,806.5 |
213.0 |
2.7% |
108.0 |
1.4% |
79% |
True |
False |
180,371 |
10 |
8,120.0 |
7,806.5 |
313.5 |
3.9% |
97.7 |
1.2% |
54% |
False |
False |
170,787 |
20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
88.0 |
1.1% |
52% |
False |
False |
153,516 |
40 |
8,130.5 |
7,465.0 |
665.5 |
8.3% |
94.6 |
1.2% |
77% |
False |
False |
104,357 |
60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
107.8 |
1.4% |
81% |
False |
False |
69,907 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
116.6 |
1.5% |
67% |
False |
False |
52,566 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
115.4 |
1.4% |
67% |
False |
False |
42,263 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
108.7 |
1.4% |
67% |
False |
False |
35,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,697.4 |
2.618 |
8,437.1 |
1.618 |
8,277.6 |
1.000 |
8,179.0 |
0.618 |
8,118.1 |
HIGH |
8,019.5 |
0.618 |
7,958.6 |
0.500 |
7,939.8 |
0.382 |
7,920.9 |
LOW |
7,860.0 |
0.618 |
7,761.4 |
1.000 |
7,700.5 |
1.618 |
7,601.9 |
2.618 |
7,442.4 |
4.250 |
7,182.1 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7,962.9 |
7,962.9 |
PP |
7,951.3 |
7,951.3 |
S1 |
7,939.8 |
7,939.8 |
|