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 |
6,557.0 |
6,579.5 |
22.5 |
0.3% |
6,770.0 |
High |
6,589.5 |
6,623.0 |
33.5 |
0.5% |
6,802.0 |
Low |
6,494.0 |
6,557.0 |
63.0 |
1.0% |
6,561.0 |
Close |
6,523.0 |
6,595.0 |
72.0 |
1.1% |
6,584.0 |
Range |
95.5 |
66.0 |
-29.5 |
-30.9% |
241.0 |
ATR |
100.0 |
100.0 |
0.0 |
0.0% |
0.0 |
Volume |
103,356 |
107,091 |
3,735 |
3.6% |
519,879 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,789.5 |
6,758.5 |
6,631.5 |
|
R3 |
6,723.5 |
6,692.5 |
6,613.0 |
|
R2 |
6,657.5 |
6,657.5 |
6,607.0 |
|
R1 |
6,626.5 |
6,626.5 |
6,601.0 |
6,642.0 |
PP |
6,591.5 |
6,591.5 |
6,591.5 |
6,599.5 |
S1 |
6,560.5 |
6,560.5 |
6,589.0 |
6,576.0 |
S2 |
6,525.5 |
6,525.5 |
6,583.0 |
|
S3 |
6,459.5 |
6,494.5 |
6,577.0 |
|
S4 |
6,393.5 |
6,428.5 |
6,558.5 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,372.0 |
7,219.0 |
6,716.5 |
|
R3 |
7,131.0 |
6,978.0 |
6,650.5 |
|
R2 |
6,890.0 |
6,890.0 |
6,628.0 |
|
R1 |
6,737.0 |
6,737.0 |
6,606.0 |
6,693.0 |
PP |
6,649.0 |
6,649.0 |
6,649.0 |
6,627.0 |
S1 |
6,496.0 |
6,496.0 |
6,562.0 |
6,452.0 |
S2 |
6,408.0 |
6,408.0 |
6,540.0 |
|
S3 |
6,167.0 |
6,255.0 |
6,517.5 |
|
S4 |
5,926.0 |
6,014.0 |
6,451.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,659.5 |
6,440.0 |
219.5 |
3.3% |
86.0 |
1.3% |
71% |
False |
False |
112,295 |
10 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
92.0 |
1.4% |
43% |
False |
False |
108,109 |
20 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
86.0 |
1.3% |
43% |
False |
False |
104,622 |
40 |
6,802.0 |
6,195.0 |
607.0 |
9.2% |
91.0 |
1.4% |
66% |
False |
False |
81,212 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.7% |
89.0 |
1.3% |
77% |
False |
False |
54,203 |
80 |
6,835.0 |
5,899.0 |
936.0 |
14.2% |
86.0 |
1.3% |
74% |
False |
False |
40,731 |
100 |
6,856.0 |
5,899.0 |
957.0 |
14.5% |
78.5 |
1.2% |
73% |
False |
False |
32,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,903.5 |
2.618 |
6,796.0 |
1.618 |
6,730.0 |
1.000 |
6,689.0 |
0.618 |
6,664.0 |
HIGH |
6,623.0 |
0.618 |
6,598.0 |
0.500 |
6,590.0 |
0.382 |
6,582.0 |
LOW |
6,557.0 |
0.618 |
6,516.0 |
1.000 |
6,491.0 |
1.618 |
6,450.0 |
2.618 |
6,384.0 |
4.250 |
6,276.5 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,593.5 |
6,583.0 |
PP |
6,591.5 |
6,570.5 |
S1 |
6,590.0 |
6,558.5 |
|