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 |
13,675 |
13,729 |
54 |
0.4% |
14,183 |
High |
13,733 |
13,776 |
43 |
0.3% |
14,205 |
Low |
13,505 |
13,582 |
77 |
0.6% |
13,521 |
Close |
13,706 |
13,739 |
33 |
0.2% |
13,560 |
Range |
228 |
194 |
-34 |
-14.9% |
684 |
ATR |
183 |
184 |
1 |
0.4% |
0 |
Volume |
181,589 |
272,458 |
90,869 |
50.0% |
852,468 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,281 |
14,204 |
13,846 |
|
R3 |
14,087 |
14,010 |
13,792 |
|
R2 |
13,893 |
13,893 |
13,775 |
|
R1 |
13,816 |
13,816 |
13,757 |
13,855 |
PP |
13,699 |
13,699 |
13,699 |
13,718 |
S1 |
13,622 |
13,622 |
13,721 |
13,661 |
S2 |
13,505 |
13,505 |
13,704 |
|
S3 |
13,311 |
13,428 |
13,686 |
|
S4 |
13,117 |
13,234 |
13,632 |
|
|
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 |
13,957 |
13,412 |
545 |
4.0% |
245 |
1.8% |
60% |
False |
False |
222,009 |
10 |
14,205 |
13,412 |
793 |
5.8% |
212 |
1.5% |
41% |
False |
False |
204,352 |
20 |
14,267 |
13,412 |
855 |
6.2% |
175 |
1.3% |
38% |
False |
False |
164,076 |
40 |
14,267 |
13,137 |
1,130 |
8.2% |
165 |
1.2% |
53% |
False |
False |
116,421 |
60 |
14,267 |
12,649 |
1,618 |
11.8% |
184 |
1.3% |
67% |
False |
False |
77,653 |
80 |
14,267 |
12,649 |
1,618 |
11.8% |
172 |
1.2% |
67% |
False |
False |
58,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,601 |
2.618 |
14,284 |
1.618 |
14,090 |
1.000 |
13,970 |
0.618 |
13,896 |
HIGH |
13,776 |
0.618 |
13,702 |
0.500 |
13,679 |
0.382 |
13,656 |
LOW |
13,582 |
0.618 |
13,462 |
1.000 |
13,388 |
1.618 |
13,268 |
2.618 |
13,074 |
4.250 |
12,758 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,719 |
13,706 |
PP |
13,699 |
13,673 |
S1 |
13,679 |
13,641 |
|