Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,801.0 |
6,832.0 |
31.0 |
0.5% |
6,716.0 |
High |
6,808.0 |
6,847.0 |
39.0 |
0.6% |
6,832.0 |
Low |
6,759.0 |
6,754.0 |
-5.0 |
-0.1% |
6,654.0 |
Close |
6,798.0 |
6,796.0 |
-2.0 |
0.0% |
6,798.0 |
Range |
49.0 |
93.0 |
44.0 |
89.8% |
178.0 |
ATR |
82.6 |
83.4 |
0.7 |
0.9% |
0.0 |
Volume |
15,780 |
14,407 |
-1,373 |
-8.7% |
83,849 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,078.0 |
7,030.0 |
6,847.2 |
|
R3 |
6,985.0 |
6,937.0 |
6,821.6 |
|
R2 |
6,892.0 |
6,892.0 |
6,813.1 |
|
R1 |
6,844.0 |
6,844.0 |
6,804.5 |
6,821.5 |
PP |
6,799.0 |
6,799.0 |
6,799.0 |
6,787.8 |
S1 |
6,751.0 |
6,751.0 |
6,787.5 |
6,728.5 |
S2 |
6,706.0 |
6,706.0 |
6,779.0 |
|
S3 |
6,613.0 |
6,658.0 |
6,770.4 |
|
S4 |
6,520.0 |
6,565.0 |
6,744.9 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,295.3 |
7,224.7 |
6,895.9 |
|
R3 |
7,117.3 |
7,046.7 |
6,847.0 |
|
R2 |
6,939.3 |
6,939.3 |
6,830.6 |
|
R1 |
6,868.7 |
6,868.7 |
6,814.3 |
6,904.0 |
PP |
6,761.3 |
6,761.3 |
6,761.3 |
6,779.0 |
S1 |
6,690.7 |
6,690.7 |
6,781.7 |
6,726.0 |
S2 |
6,583.3 |
6,583.3 |
6,765.4 |
|
S3 |
6,405.3 |
6,512.7 |
6,749.1 |
|
S4 |
6,227.3 |
6,334.7 |
6,700.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,847.0 |
6,654.0 |
193.0 |
2.8% |
71.6 |
1.1% |
74% |
True |
False |
16,734 |
10 |
6,847.0 |
6,599.0 |
248.0 |
3.6% |
65.1 |
1.0% |
79% |
True |
False |
17,273 |
20 |
6,847.0 |
6,214.0 |
633.0 |
9.3% |
67.1 |
1.0% |
92% |
True |
False |
24,116 |
40 |
6,847.0 |
5,918.0 |
929.0 |
13.7% |
64.2 |
0.9% |
95% |
True |
False |
14,556 |
60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.3% |
67.1 |
1.0% |
96% |
True |
False |
9,729 |
80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.3% |
58.0 |
0.9% |
96% |
True |
False |
7,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,242.3 |
2.618 |
7,090.5 |
1.618 |
6,997.5 |
1.000 |
6,940.0 |
0.618 |
6,904.5 |
HIGH |
6,847.0 |
0.618 |
6,811.5 |
0.500 |
6,800.5 |
0.382 |
6,789.5 |
LOW |
6,754.0 |
0.618 |
6,696.5 |
1.000 |
6,661.0 |
1.618 |
6,603.5 |
2.618 |
6,510.5 |
4.250 |
6,358.8 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,800.5 |
6,800.5 |
PP |
6,799.0 |
6,799.0 |
S1 |
6,797.5 |
6,797.5 |
|