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 |
13,521.62 |
13,568.93 |
47.31 |
0.3% |
14,092.43 |
High |
13,587.22 |
13,684.60 |
97.38 |
0.7% |
14,118.52 |
Low |
13,407.49 |
13,540.88 |
133.39 |
1.0% |
13,511.94 |
Close |
13,566.97 |
13,676.23 |
109.26 |
0.8% |
13,522.02 |
Range |
179.73 |
143.72 |
-36.01 |
-20.0% |
606.58 |
ATR |
164.27 |
162.80 |
-1.47 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,065.06 |
14,014.37 |
13,755.28 |
|
R3 |
13,921.34 |
13,870.65 |
13,715.75 |
|
R2 |
13,777.62 |
13,777.62 |
13,702.58 |
|
R1 |
13,726.93 |
13,726.93 |
13,689.40 |
13,752.28 |
PP |
13,633.90 |
13,633.90 |
13,633.90 |
13,646.58 |
S1 |
13,583.21 |
13,583.21 |
13,663.06 |
13,608.56 |
S2 |
13,490.18 |
13,490.18 |
13,649.88 |
|
S3 |
13,346.46 |
13,439.49 |
13,636.71 |
|
S4 |
13,202.74 |
13,295.77 |
13,597.18 |
|
|
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 |
14,012.84 |
13,407.49 |
605.35 |
4.4% |
206.31 |
1.5% |
44% |
False |
False |
|
10 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
185.13 |
1.4% |
34% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
146.43 |
1.1% |
34% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.6% |
157.63 |
1.2% |
56% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
182.33 |
1.3% |
69% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
175.17 |
1.3% |
69% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
169.46 |
1.2% |
69% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
157.52 |
1.2% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,295.41 |
2.618 |
14,060.86 |
1.618 |
13,917.14 |
1.000 |
13,828.32 |
0.618 |
13,773.42 |
HIGH |
13,684.60 |
0.618 |
13,629.70 |
0.500 |
13,612.74 |
0.382 |
13,595.78 |
LOW |
13,540.88 |
0.618 |
13,452.06 |
1.000 |
13,397.16 |
1.618 |
13,308.34 |
2.618 |
13,164.62 |
4.250 |
12,930.07 |
|
|
Fisher Pivots for day following 23-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,655.07 |
13,666.81 |
PP |
13,633.90 |
13,657.40 |
S1 |
13,612.74 |
13,647.98 |
|