Trading Metrics calculated at close of trading on 23-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,532 |
13,639 |
107 |
0.8% |
14,183 |
High |
13,637 |
13,727 |
90 |
0.7% |
14,205 |
Low |
13,412 |
13,584 |
172 |
1.3% |
13,521 |
Close |
13,610 |
13,707 |
97 |
0.7% |
13,560 |
Range |
225 |
143 |
-82 |
-36.4% |
684 |
ATR |
183 |
180 |
-3 |
-1.6% |
0 |
Volume |
274,198 |
239,618 |
-34,580 |
-12.6% |
852,468 |
|
Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,102 |
14,047 |
13,786 |
|
R3 |
13,959 |
13,904 |
13,746 |
|
R2 |
13,816 |
13,816 |
13,733 |
|
R1 |
13,761 |
13,761 |
13,720 |
13,789 |
PP |
13,673 |
13,673 |
13,673 |
13,686 |
S1 |
13,618 |
13,618 |
13,694 |
13,646 |
S2 |
13,530 |
13,530 |
13,681 |
|
S3 |
13,387 |
13,475 |
13,668 |
|
S4 |
13,244 |
13,332 |
13,628 |
|
|
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 |
14,078 |
13,412 |
666 |
4.9% |
232 |
1.7% |
44% |
False |
False |
209,424 |
10 |
14,267 |
13,412 |
855 |
6.2% |
211 |
1.5% |
35% |
False |
False |
186,347 |
20 |
14,267 |
13,412 |
855 |
6.2% |
165 |
1.2% |
35% |
False |
False |
156,036 |
40 |
14,267 |
13,137 |
1,130 |
8.2% |
167 |
1.2% |
50% |
False |
False |
105,075 |
60 |
14,267 |
12,649 |
1,618 |
11.8% |
186 |
1.4% |
65% |
False |
False |
70,087 |
80 |
14,267 |
12,649 |
1,618 |
11.8% |
167 |
1.2% |
65% |
False |
False |
52,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,335 |
2.618 |
14,101 |
1.618 |
13,958 |
1.000 |
13,870 |
0.618 |
13,815 |
HIGH |
13,727 |
0.618 |
13,672 |
0.500 |
13,656 |
0.382 |
13,639 |
LOW |
13,584 |
0.618 |
13,496 |
1.000 |
13,441 |
1.618 |
13,353 |
2.618 |
13,210 |
4.250 |
12,976 |
|
|
Fisher Pivots for day following 23-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,690 |
13,700 |
PP |
13,673 |
13,692 |
S1 |
13,656 |
13,685 |
|