Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,887.90 |
13,888.47 |
0.57 |
0.0% |
14,092.43 |
High |
13,913.75 |
13,888.47 |
-25.28 |
-0.2% |
14,118.52 |
Low |
13,820.35 |
13,511.94 |
-308.41 |
-2.2% |
13,511.94 |
Close |
13,888.96 |
13,522.02 |
-366.94 |
-2.6% |
13,522.02 |
Range |
93.40 |
376.53 |
283.13 |
303.1% |
606.58 |
ATR |
146.62 |
163.08 |
16.46 |
11.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,770.40 |
14,522.74 |
13,729.11 |
|
R3 |
14,393.87 |
14,146.21 |
13,625.57 |
|
R2 |
14,017.34 |
14,017.34 |
13,591.05 |
|
R1 |
13,769.68 |
13,769.68 |
13,556.54 |
13,705.25 |
PP |
13,640.81 |
13,640.81 |
13,640.81 |
13,608.59 |
S1 |
13,393.15 |
13,393.15 |
13,487.50 |
13,328.72 |
S2 |
13,264.28 |
13,264.28 |
13,452.99 |
|
S3 |
12,887.75 |
13,016.62 |
13,418.47 |
|
S4 |
12,511.22 |
12,640.09 |
13,314.93 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,537.23 |
15,136.21 |
13,855.64 |
|
R3 |
14,930.65 |
14,529.63 |
13,688.83 |
|
R2 |
14,324.07 |
14,324.07 |
13,633.23 |
|
R1 |
13,923.05 |
13,923.05 |
13,577.62 |
13,820.27 |
PP |
13,717.49 |
13,717.49 |
13,717.49 |
13,666.11 |
S1 |
13,316.47 |
13,316.47 |
13,466.42 |
13,213.69 |
S2 |
13,110.91 |
13,110.91 |
13,410.81 |
|
S3 |
12,504.33 |
12,709.89 |
13,355.21 |
|
S4 |
11,897.75 |
12,103.31 |
13,188.40 |
|
|
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 |
13,511.94 |
606.58 |
4.5% |
207.29 |
1.5% |
2% |
False |
True |
|
10 |
14,198.10 |
13,511.94 |
686.16 |
5.1% |
171.87 |
1.3% |
1% |
False |
True |
|
20 |
14,198.10 |
13,511.94 |
686.16 |
5.1% |
140.97 |
1.0% |
1% |
False |
True |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.7% |
155.91 |
1.2% |
43% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
184.17 |
1.4% |
60% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
175.12 |
1.3% |
60% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
167.49 |
1.2% |
60% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
156.30 |
1.2% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,488.72 |
2.618 |
14,874.23 |
1.618 |
14,497.70 |
1.000 |
14,265.00 |
0.618 |
14,121.17 |
HIGH |
13,888.47 |
0.618 |
13,744.64 |
0.500 |
13,700.21 |
0.382 |
13,655.77 |
LOW |
13,511.94 |
0.618 |
13,279.24 |
1.000 |
13,135.41 |
1.618 |
12,902.71 |
2.618 |
12,526.18 |
4.250 |
11,911.69 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,700.21 |
13,762.39 |
PP |
13,640.81 |
13,682.27 |
S1 |
13,581.42 |
13,602.14 |
|