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 |
1,523.25 |
1,522.25 |
-1.00 |
-0.1% |
1,574.50 |
High |
1,524.50 |
1,529.75 |
5.25 |
0.3% |
1,576.00 |
Low |
1,495.25 |
1,505.50 |
10.25 |
0.7% |
1,505.00 |
Close |
1,522.00 |
1,525.00 |
3.00 |
0.2% |
1,505.75 |
Range |
29.25 |
24.25 |
-5.00 |
-17.1% |
71.00 |
ATR |
21.41 |
21.61 |
0.20 |
0.9% |
0.00 |
Volume |
1,746,151 |
2,688,644 |
942,493 |
54.0% |
9,007,737 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.75 |
1,583.25 |
1,538.25 |
|
R3 |
1,568.50 |
1,559.00 |
1,531.75 |
|
R2 |
1,544.25 |
1,544.25 |
1,529.50 |
|
R1 |
1,534.75 |
1,534.75 |
1,527.25 |
1,539.50 |
PP |
1,520.00 |
1,520.00 |
1,520.00 |
1,522.50 |
S1 |
1,510.50 |
1,510.50 |
1,522.75 |
1,515.25 |
S2 |
1,495.75 |
1,495.75 |
1,520.50 |
|
S3 |
1,471.50 |
1,486.25 |
1,518.25 |
|
S4 |
1,447.25 |
1,462.00 |
1,511.75 |
|
|
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 |
1,549.50 |
1,492.50 |
57.00 |
3.7% |
27.75 |
1.8% |
57% |
False |
False |
2,216,474 |
10 |
1,576.00 |
1,492.50 |
83.50 |
5.5% |
24.00 |
1.6% |
39% |
False |
False |
2,081,443 |
20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
19.75 |
1.3% |
34% |
False |
False |
1,693,666 |
40 |
1,586.75 |
1,453.50 |
133.25 |
8.7% |
19.75 |
1.3% |
54% |
False |
False |
1,300,074 |
60 |
1,586.75 |
1,385.00 |
201.75 |
13.2% |
24.25 |
1.6% |
69% |
False |
False |
870,232 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.2% |
24.00 |
1.6% |
69% |
False |
False |
653,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,632.75 |
2.618 |
1,593.25 |
1.618 |
1,569.00 |
1.000 |
1,554.00 |
0.618 |
1,544.75 |
HIGH |
1,529.75 |
0.618 |
1,520.50 |
0.500 |
1,517.50 |
0.382 |
1,514.75 |
LOW |
1,505.50 |
0.618 |
1,490.50 |
1.000 |
1,481.25 |
1.618 |
1,466.25 |
2.618 |
1,442.00 |
4.250 |
1,402.50 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,522.50 |
1,520.75 |
PP |
1,520.00 |
1,516.75 |
S1 |
1,517.50 |
1,512.50 |
|