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 |
6,709.0 |
6,689.0 |
-20.0 |
-0.3% |
6,832.0 |
High |
6,767.0 |
6,706.0 |
-61.0 |
-0.9% |
6,847.0 |
Low |
6,658.0 |
6,630.0 |
-28.0 |
-0.4% |
6,682.0 |
Close |
6,666.0 |
6,634.0 |
-32.0 |
-0.5% |
6,745.0 |
Range |
109.0 |
76.0 |
-33.0 |
-30.3% |
165.0 |
ATR |
95.8 |
94.3 |
-1.4 |
-1.5% |
0.0 |
Volume |
26,379 |
25,343 |
-1,036 |
-3.9% |
102,404 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,884.7 |
6,835.3 |
6,675.8 |
|
R3 |
6,808.7 |
6,759.3 |
6,654.9 |
|
R2 |
6,732.7 |
6,732.7 |
6,647.9 |
|
R1 |
6,683.3 |
6,683.3 |
6,641.0 |
6,670.0 |
PP |
6,656.7 |
6,656.7 |
6,656.7 |
6,650.0 |
S1 |
6,607.3 |
6,607.3 |
6,627.0 |
6,594.0 |
S2 |
6,580.7 |
6,580.7 |
6,620.1 |
|
S3 |
6,504.7 |
6,531.3 |
6,613.1 |
|
S4 |
6,428.7 |
6,455.3 |
6,592.2 |
|
|
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 |
6,807.0 |
6,572.0 |
235.0 |
3.5% |
85.0 |
1.3% |
26% |
False |
False |
24,883 |
10 |
6,847.0 |
6,572.0 |
275.0 |
4.1% |
82.9 |
1.2% |
23% |
False |
False |
21,989 |
20 |
6,847.0 |
6,572.0 |
275.0 |
4.1% |
73.2 |
1.1% |
23% |
False |
False |
19,791 |
40 |
6,847.0 |
6,189.0 |
658.0 |
9.9% |
69.5 |
1.0% |
68% |
False |
False |
19,273 |
60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.8% |
69.6 |
1.0% |
83% |
False |
False |
12,884 |
80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.8% |
62.9 |
0.9% |
83% |
False |
False |
9,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,029.0 |
2.618 |
6,905.0 |
1.618 |
6,829.0 |
1.000 |
6,782.0 |
0.618 |
6,753.0 |
HIGH |
6,706.0 |
0.618 |
6,677.0 |
0.500 |
6,668.0 |
0.382 |
6,659.0 |
LOW |
6,630.0 |
0.618 |
6,583.0 |
1.000 |
6,554.0 |
1.618 |
6,507.0 |
2.618 |
6,431.0 |
4.250 |
6,307.0 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,668.0 |
6,692.5 |
PP |
6,656.7 |
6,673.0 |
S1 |
6,645.3 |
6,653.5 |
|