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 |
1,553.50 |
1,547.00 |
-6.50 |
-0.4% |
1,574.50 |
High |
1,555.00 |
1,549.50 |
-5.50 |
-0.4% |
1,576.00 |
Low |
1,540.00 |
1,505.00 |
-35.00 |
-2.3% |
1,505.00 |
Close |
1,546.75 |
1,505.75 |
-41.00 |
-2.7% |
1,505.75 |
Range |
15.00 |
44.50 |
29.50 |
196.7% |
71.00 |
ATR |
19.01 |
20.83 |
1.82 |
9.6% |
0.00 |
Volume |
2,240,072 |
1,556,337 |
-683,735 |
-30.5% |
9,007,737 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.50 |
1,624.25 |
1,530.25 |
|
R3 |
1,609.00 |
1,579.75 |
1,518.00 |
|
R2 |
1,564.50 |
1,564.50 |
1,514.00 |
|
R1 |
1,535.25 |
1,535.25 |
1,509.75 |
1,527.50 |
PP |
1,520.00 |
1,520.00 |
1,520.00 |
1,516.25 |
S1 |
1,490.75 |
1,490.75 |
1,501.75 |
1,483.00 |
S2 |
1,475.50 |
1,475.50 |
1,497.50 |
|
S3 |
1,431.00 |
1,446.25 |
1,493.50 |
|
S4 |
1,386.50 |
1,401.75 |
1,481.25 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.00 |
1,694.75 |
1,544.75 |
|
R3 |
1,671.00 |
1,623.75 |
1,525.25 |
|
R2 |
1,600.00 |
1,600.00 |
1,518.75 |
|
R1 |
1,552.75 |
1,552.75 |
1,512.25 |
1,541.00 |
PP |
1,529.00 |
1,529.00 |
1,529.00 |
1,523.00 |
S1 |
1,481.75 |
1,481.75 |
1,499.25 |
1,470.00 |
S2 |
1,458.00 |
1,458.00 |
1,492.75 |
|
S3 |
1,387.00 |
1,410.75 |
1,486.25 |
|
S4 |
1,316.00 |
1,339.75 |
1,466.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,576.00 |
1,505.00 |
71.00 |
4.7% |
25.75 |
1.7% |
1% |
False |
True |
1,801,547 |
10 |
1,586.75 |
1,505.00 |
81.75 |
5.4% |
21.50 |
1.4% |
1% |
False |
True |
1,629,383 |
20 |
1,586.75 |
1,505.00 |
81.75 |
5.4% |
17.50 |
1.2% |
1% |
False |
True |
1,523,110 |
40 |
1,586.75 |
1,446.75 |
140.00 |
9.3% |
20.00 |
1.3% |
42% |
False |
False |
1,063,766 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
25.00 |
1.7% |
60% |
False |
False |
711,700 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
23.50 |
1.6% |
60% |
False |
False |
534,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.50 |
2.618 |
1,666.00 |
1.618 |
1,621.50 |
1.000 |
1,594.00 |
0.618 |
1,577.00 |
HIGH |
1,549.50 |
0.618 |
1,532.50 |
0.500 |
1,527.25 |
0.382 |
1,522.00 |
LOW |
1,505.00 |
0.618 |
1,477.50 |
1.000 |
1,460.50 |
1.618 |
1,433.00 |
2.618 |
1,388.50 |
4.250 |
1,316.00 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,527.25 |
1,533.00 |
PP |
1,520.00 |
1,524.00 |
S1 |
1,513.00 |
1,515.00 |
|