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 |
13,957 |
13,532 |
-425 |
-3.0% |
14,183 |
High |
13,957 |
13,637 |
-320 |
-2.3% |
14,205 |
Low |
13,521 |
13,412 |
-109 |
-0.8% |
13,521 |
Close |
13,560 |
13,610 |
50 |
0.4% |
13,560 |
Range |
436 |
225 |
-211 |
-48.4% |
684 |
ATR |
180 |
183 |
3 |
1.8% |
0 |
Volume |
142,182 |
274,198 |
132,016 |
92.9% |
852,468 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,228 |
14,144 |
13,734 |
|
R3 |
14,003 |
13,919 |
13,672 |
|
R2 |
13,778 |
13,778 |
13,651 |
|
R1 |
13,694 |
13,694 |
13,631 |
13,736 |
PP |
13,553 |
13,553 |
13,553 |
13,574 |
S1 |
13,469 |
13,469 |
13,590 |
13,511 |
S2 |
13,328 |
13,328 |
13,569 |
|
S3 |
13,103 |
13,244 |
13,548 |
|
S4 |
12,878 |
13,019 |
13,486 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,814 |
15,371 |
13,936 |
|
R3 |
15,130 |
14,687 |
13,748 |
|
R2 |
14,446 |
14,446 |
13,686 |
|
R1 |
14,003 |
14,003 |
13,623 |
13,883 |
PP |
13,762 |
13,762 |
13,762 |
13,702 |
S1 |
13,319 |
13,319 |
13,497 |
13,199 |
S2 |
13,078 |
13,078 |
13,435 |
|
S3 |
12,394 |
12,635 |
13,372 |
|
S4 |
11,710 |
11,951 |
13,184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,085 |
13,412 |
673 |
4.9% |
233 |
1.7% |
29% |
False |
True |
196,947 |
10 |
14,267 |
13,412 |
855 |
6.3% |
212 |
1.6% |
23% |
False |
True |
169,216 |
20 |
14,267 |
13,412 |
855 |
6.3% |
163 |
1.2% |
23% |
False |
True |
150,644 |
40 |
14,267 |
13,137 |
1,130 |
8.3% |
166 |
1.2% |
42% |
False |
False |
99,088 |
60 |
14,267 |
12,649 |
1,618 |
11.9% |
187 |
1.4% |
59% |
False |
False |
66,095 |
80 |
14,267 |
12,649 |
1,618 |
11.9% |
165 |
1.2% |
59% |
False |
False |
49,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,593 |
2.618 |
14,226 |
1.618 |
14,001 |
1.000 |
13,862 |
0.618 |
13,776 |
HIGH |
13,637 |
0.618 |
13,551 |
0.500 |
13,525 |
0.382 |
13,498 |
LOW |
13,412 |
0.618 |
13,273 |
1.000 |
13,187 |
1.618 |
13,048 |
2.618 |
12,823 |
4.250 |
12,456 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,582 |
13,698 |
PP |
13,553 |
13,669 |
S1 |
13,525 |
13,639 |
|