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 |
1,513.50 |
1,523.25 |
9.75 |
0.6% |
1,574.50 |
High |
1,527.50 |
1,524.50 |
-3.00 |
-0.2% |
1,576.00 |
Low |
1,510.25 |
1,495.25 |
-15.00 |
-1.0% |
1,505.00 |
Close |
1,525.50 |
1,522.00 |
-3.50 |
-0.2% |
1,505.75 |
Range |
17.25 |
29.25 |
12.00 |
69.6% |
71.00 |
ATR |
20.73 |
21.41 |
0.68 |
3.3% |
0.00 |
Volume |
2,401,489 |
1,746,151 |
-655,338 |
-27.3% |
9,007,737 |
|
Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.75 |
1,591.00 |
1,538.00 |
|
R3 |
1,572.50 |
1,561.75 |
1,530.00 |
|
R2 |
1,543.25 |
1,543.25 |
1,527.25 |
|
R1 |
1,532.50 |
1,532.50 |
1,524.75 |
1,523.25 |
PP |
1,514.00 |
1,514.00 |
1,514.00 |
1,509.25 |
S1 |
1,503.25 |
1,503.25 |
1,519.25 |
1,494.00 |
S2 |
1,484.75 |
1,484.75 |
1,516.75 |
|
S3 |
1,455.50 |
1,474.00 |
1,514.00 |
|
S4 |
1,426.25 |
1,444.75 |
1,506.00 |
|
|
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 |
1,555.00 |
1,492.50 |
62.50 |
4.1% |
25.75 |
1.7% |
47% |
False |
False |
2,126,760 |
10 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
24.50 |
1.6% |
31% |
False |
False |
1,943,216 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
19.00 |
1.2% |
31% |
False |
False |
1,643,699 |
40 |
1,586.75 |
1,447.00 |
139.75 |
9.2% |
20.00 |
1.3% |
54% |
False |
False |
1,233,309 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
24.50 |
1.6% |
68% |
False |
False |
825,472 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
23.75 |
1.6% |
68% |
False |
False |
619,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.75 |
2.618 |
1,601.00 |
1.618 |
1,571.75 |
1.000 |
1,553.75 |
0.618 |
1,542.50 |
HIGH |
1,524.50 |
0.618 |
1,513.25 |
0.500 |
1,510.00 |
0.382 |
1,506.50 |
LOW |
1,495.25 |
0.618 |
1,477.25 |
1.000 |
1,466.00 |
1.618 |
1,448.00 |
2.618 |
1,418.75 |
4.250 |
1,371.00 |
|
|
Fisher Pivots for day following 24-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,518.00 |
1,518.00 |
PP |
1,514.00 |
1,514.00 |
S1 |
1,510.00 |
1,510.00 |
|