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 |
6,590.0 |
6,628.0 |
38.0 |
0.6% |
6,832.0 |
High |
6,627.0 |
6,711.0 |
84.0 |
1.3% |
6,847.0 |
Low |
6,572.0 |
6,618.0 |
46.0 |
0.7% |
6,682.0 |
Close |
6,613.0 |
6,681.0 |
68.0 |
1.0% |
6,745.0 |
Range |
55.0 |
93.0 |
38.0 |
69.1% |
165.0 |
ATR |
94.5 |
94.7 |
0.3 |
0.3% |
0.0 |
Volume |
27,856 |
22,135 |
-5,721 |
-20.5% |
102,404 |
|
Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,949.0 |
6,908.0 |
6,732.2 |
|
R3 |
6,856.0 |
6,815.0 |
6,706.6 |
|
R2 |
6,763.0 |
6,763.0 |
6,698.1 |
|
R1 |
6,722.0 |
6,722.0 |
6,689.5 |
6,742.5 |
PP |
6,670.0 |
6,670.0 |
6,670.0 |
6,680.3 |
S1 |
6,629.0 |
6,629.0 |
6,672.5 |
6,649.5 |
S2 |
6,577.0 |
6,577.0 |
6,664.0 |
|
S3 |
6,484.0 |
6,536.0 |
6,655.4 |
|
S4 |
6,391.0 |
6,443.0 |
6,629.9 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,253.0 |
7,164.0 |
6,835.8 |
|
R3 |
7,088.0 |
6,999.0 |
6,790.4 |
|
R2 |
6,923.0 |
6,923.0 |
6,775.3 |
|
R1 |
6,834.0 |
6,834.0 |
6,760.1 |
6,796.0 |
PP |
6,758.0 |
6,758.0 |
6,758.0 |
6,739.0 |
S1 |
6,669.0 |
6,669.0 |
6,729.9 |
6,631.0 |
S2 |
6,593.0 |
6,593.0 |
6,714.8 |
|
S3 |
6,428.0 |
6,504.0 |
6,699.6 |
|
S4 |
6,263.0 |
6,339.0 |
6,654.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,829.0 |
6,572.0 |
257.0 |
3.8% |
84.6 |
1.3% |
42% |
False |
False |
23,384 |
10 |
6,847.0 |
6,572.0 |
275.0 |
4.1% |
77.6 |
1.2% |
40% |
False |
False |
20,068 |
20 |
6,847.0 |
6,515.0 |
332.0 |
5.0% |
68.4 |
1.0% |
50% |
False |
False |
19,255 |
40 |
6,847.0 |
6,080.0 |
767.0 |
11.5% |
66.4 |
1.0% |
78% |
False |
False |
17,984 |
60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.6% |
71.5 |
1.1% |
87% |
False |
False |
12,024 |
80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.6% |
61.2 |
0.9% |
87% |
False |
False |
9,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,106.3 |
2.618 |
6,954.5 |
1.618 |
6,861.5 |
1.000 |
6,804.0 |
0.618 |
6,768.5 |
HIGH |
6,711.0 |
0.618 |
6,675.5 |
0.500 |
6,664.5 |
0.382 |
6,653.5 |
LOW |
6,618.0 |
0.618 |
6,560.5 |
1.000 |
6,525.0 |
1.618 |
6,467.5 |
2.618 |
6,374.5 |
4.250 |
6,222.8 |
|
|
Fisher Pivots for day following 23-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,675.5 |
6,689.5 |
PP |
6,670.0 |
6,686.7 |
S1 |
6,664.5 |
6,683.8 |
|