Trading Metrics calculated at close of trading on 24-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,628.0 |
6,709.0 |
81.0 |
1.2% |
6,832.0 |
High |
6,711.0 |
6,767.0 |
56.0 |
0.8% |
6,847.0 |
Low |
6,618.0 |
6,658.0 |
40.0 |
0.6% |
6,682.0 |
Close |
6,681.0 |
6,666.0 |
-15.0 |
-0.2% |
6,745.0 |
Range |
93.0 |
109.0 |
16.0 |
17.2% |
165.0 |
ATR |
94.7 |
95.8 |
1.0 |
1.1% |
0.0 |
Volume |
22,135 |
26,379 |
4,244 |
19.2% |
102,404 |
|
Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,024.0 |
6,954.0 |
6,726.0 |
|
R3 |
6,915.0 |
6,845.0 |
6,696.0 |
|
R2 |
6,806.0 |
6,806.0 |
6,686.0 |
|
R1 |
6,736.0 |
6,736.0 |
6,676.0 |
6,716.5 |
PP |
6,697.0 |
6,697.0 |
6,697.0 |
6,687.3 |
S1 |
6,627.0 |
6,627.0 |
6,656.0 |
6,607.5 |
S2 |
6,588.0 |
6,588.0 |
6,646.0 |
|
S3 |
6,479.0 |
6,518.0 |
6,636.0 |
|
S4 |
6,370.0 |
6,409.0 |
6,606.1 |
|
|
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 |
3.9% |
90.6 |
1.4% |
37% |
False |
False |
24,206 |
10 |
6,847.0 |
6,572.0 |
275.0 |
4.1% |
83.1 |
1.2% |
34% |
False |
False |
21,053 |
20 |
6,847.0 |
6,565.0 |
282.0 |
4.2% |
71.6 |
1.1% |
36% |
False |
False |
19,714 |
40 |
6,847.0 |
6,180.0 |
667.0 |
10.0% |
68.7 |
1.0% |
73% |
False |
False |
18,640 |
60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.7% |
70.8 |
1.1% |
85% |
False |
False |
12,461 |
80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.7% |
62.3 |
0.9% |
85% |
False |
False |
9,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,230.3 |
2.618 |
7,052.4 |
1.618 |
6,943.4 |
1.000 |
6,876.0 |
0.618 |
6,834.4 |
HIGH |
6,767.0 |
0.618 |
6,725.4 |
0.500 |
6,712.5 |
0.382 |
6,699.6 |
LOW |
6,658.0 |
0.618 |
6,590.6 |
1.000 |
6,549.0 |
1.618 |
6,481.6 |
2.618 |
6,372.6 |
4.250 |
6,194.8 |
|
|
Fisher Pivots for day following 24-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,712.5 |
6,669.5 |
PP |
6,697.0 |
6,668.3 |
S1 |
6,681.5 |
6,667.2 |
|