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 |
13,675.58 |
13,677.85 |
2.27 |
0.0% |
14,092.43 |
High |
13,690.45 |
13,741.26 |
50.81 |
0.4% |
14,118.52 |
Low |
13,470.16 |
13,547.63 |
77.47 |
0.6% |
13,511.94 |
Close |
13,675.25 |
13,671.92 |
-3.33 |
0.0% |
13,522.02 |
Range |
220.29 |
193.63 |
-26.66 |
-12.1% |
606.58 |
ATR |
166.91 |
168.82 |
1.91 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,234.49 |
14,146.84 |
13,778.42 |
|
R3 |
14,040.86 |
13,953.21 |
13,725.17 |
|
R2 |
13,847.23 |
13,847.23 |
13,707.42 |
|
R1 |
13,759.58 |
13,759.58 |
13,689.67 |
13,706.59 |
PP |
13,653.60 |
13,653.60 |
13,653.60 |
13,627.11 |
S1 |
13,565.95 |
13,565.95 |
13,654.17 |
13,512.96 |
S2 |
13,459.97 |
13,459.97 |
13,636.42 |
|
S3 |
13,266.34 |
13,372.32 |
13,618.67 |
|
S4 |
13,072.71 |
13,178.69 |
13,565.42 |
|
|
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 |
13,888.47 |
13,407.49 |
480.98 |
3.5% |
222.78 |
1.6% |
55% |
False |
False |
|
10 |
14,118.52 |
13,407.49 |
711.03 |
5.2% |
186.18 |
1.4% |
37% |
False |
False |
|
20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
157.68 |
1.2% |
33% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.6% |
154.62 |
1.1% |
55% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
179.91 |
1.3% |
69% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
177.99 |
1.3% |
69% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
171.66 |
1.3% |
69% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
160.03 |
1.2% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,564.19 |
2.618 |
14,248.18 |
1.618 |
14,054.55 |
1.000 |
13,934.89 |
0.618 |
13,860.92 |
HIGH |
13,741.26 |
0.618 |
13,667.29 |
0.500 |
13,644.45 |
0.382 |
13,621.60 |
LOW |
13,547.63 |
0.618 |
13,427.97 |
1.000 |
13,354.00 |
1.618 |
13,234.34 |
2.618 |
13,040.71 |
4.250 |
12,724.70 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,662.76 |
13,649.85 |
PP |
13,653.60 |
13,627.78 |
S1 |
13,644.45 |
13,605.71 |
|