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 |
1,547.00 |
1,505.25 |
-41.75 |
-2.7% |
1,574.50 |
High |
1,549.50 |
1,515.75 |
-33.75 |
-2.2% |
1,576.00 |
Low |
1,505.00 |
1,492.50 |
-12.50 |
-0.8% |
1,505.00 |
Close |
1,505.75 |
1,513.50 |
7.75 |
0.5% |
1,505.75 |
Range |
44.50 |
23.25 |
-21.25 |
-47.8% |
71.00 |
ATR |
20.83 |
21.00 |
0.17 |
0.8% |
0.00 |
Volume |
1,556,337 |
2,689,752 |
1,133,415 |
72.8% |
9,007,737 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.00 |
1,568.50 |
1,526.25 |
|
R3 |
1,553.75 |
1,545.25 |
1,520.00 |
|
R2 |
1,530.50 |
1,530.50 |
1,517.75 |
|
R1 |
1,522.00 |
1,522.00 |
1,515.75 |
1,526.25 |
PP |
1,507.25 |
1,507.25 |
1,507.25 |
1,509.50 |
S1 |
1,498.75 |
1,498.75 |
1,511.25 |
1,503.00 |
S2 |
1,484.00 |
1,484.00 |
1,509.25 |
|
S3 |
1,460.75 |
1,475.50 |
1,507.00 |
|
S4 |
1,437.50 |
1,452.25 |
1,500.75 |
|
|
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 |
1,561.75 |
1,492.50 |
69.25 |
4.6% |
25.25 |
1.7% |
30% |
False |
True |
2,056,952 |
10 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
22.75 |
1.5% |
22% |
False |
True |
1,728,517 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
18.00 |
1.2% |
22% |
False |
True |
1,590,262 |
40 |
1,586.75 |
1,446.75 |
140.00 |
9.3% |
20.00 |
1.3% |
48% |
False |
False |
1,130,406 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
24.75 |
1.6% |
64% |
False |
False |
756,469 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
23.75 |
1.6% |
64% |
False |
False |
567,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.50 |
2.618 |
1,576.50 |
1.618 |
1,553.25 |
1.000 |
1,539.00 |
0.618 |
1,530.00 |
HIGH |
1,515.75 |
0.618 |
1,506.75 |
0.500 |
1,504.00 |
0.382 |
1,501.50 |
LOW |
1,492.50 |
0.618 |
1,478.25 |
1.000 |
1,469.25 |
1.618 |
1,455.00 |
2.618 |
1,431.75 |
4.250 |
1,393.75 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,510.50 |
1,523.75 |
PP |
1,507.25 |
1,520.25 |
S1 |
1,504.00 |
1,517.00 |
|