Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,920.66 |
13,887.90 |
-32.76 |
-0.2% |
14,065.36 |
High |
14,012.84 |
13,913.75 |
-99.09 |
-0.7% |
14,198.10 |
Low |
13,774.67 |
13,820.35 |
45.68 |
0.3% |
13,950.25 |
Close |
13,892.54 |
13,888.96 |
-3.58 |
0.0% |
14,093.08 |
Range |
238.17 |
93.40 |
-144.77 |
-60.8% |
247.85 |
ATR |
150.72 |
146.62 |
-4.09 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,154.55 |
14,115.16 |
13,940.33 |
|
R3 |
14,061.15 |
14,021.76 |
13,914.65 |
|
R2 |
13,967.75 |
13,967.75 |
13,906.08 |
|
R1 |
13,928.36 |
13,928.36 |
13,897.52 |
13,948.06 |
PP |
13,874.35 |
13,874.35 |
13,874.35 |
13,884.20 |
S1 |
13,834.96 |
13,834.96 |
13,880.40 |
13,854.66 |
S2 |
13,780.95 |
13,780.95 |
13,871.84 |
|
S3 |
13,687.55 |
13,741.56 |
13,863.28 |
|
S4 |
13,594.15 |
13,648.16 |
13,837.59 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,824.03 |
14,706.40 |
14,229.40 |
|
R3 |
14,576.18 |
14,458.55 |
14,161.24 |
|
R2 |
14,328.33 |
14,328.33 |
14,138.52 |
|
R1 |
14,210.70 |
14,210.70 |
14,115.80 |
14,269.52 |
PP |
14,080.48 |
14,080.48 |
14,080.48 |
14,109.88 |
S1 |
13,962.85 |
13,962.85 |
14,070.36 |
14,021.67 |
S2 |
13,832.63 |
13,832.63 |
14,047.64 |
|
S3 |
13,584.78 |
13,715.00 |
14,024.92 |
|
S4 |
13,336.93 |
13,467.15 |
13,956.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,118.52 |
13,774.67 |
343.85 |
2.5% |
149.59 |
1.1% |
33% |
False |
False |
|
10 |
14,198.10 |
13,774.67 |
423.43 |
3.0% |
149.79 |
1.1% |
27% |
False |
False |
|
20 |
14,198.10 |
13,696.31 |
501.79 |
3.6% |
127.59 |
0.9% |
38% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.5% |
149.73 |
1.1% |
74% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
185.36 |
1.3% |
82% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
172.58 |
1.2% |
82% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
165.52 |
1.2% |
82% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
153.96 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,310.70 |
2.618 |
14,158.27 |
1.618 |
14,064.87 |
1.000 |
14,007.15 |
0.618 |
13,971.47 |
HIGH |
13,913.75 |
0.618 |
13,878.07 |
0.500 |
13,867.05 |
0.382 |
13,856.03 |
LOW |
13,820.35 |
0.618 |
13,762.63 |
1.000 |
13,726.95 |
1.618 |
13,669.23 |
2.618 |
13,575.83 |
4.250 |
13,423.40 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,881.66 |
13,893.76 |
PP |
13,874.35 |
13,892.16 |
S1 |
13,867.05 |
13,890.56 |
|