Trading Metrics calculated at close of trading on 12-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
2,196.00 |
2,166.00 |
-30.00 |
-1.4% |
2,170.75 |
High |
2,214.00 |
2,200.00 |
-14.00 |
-0.6% |
2,214.00 |
Low |
2,145.75 |
2,156.50 |
10.75 |
0.5% |
2,145.75 |
Close |
2,166.75 |
2,199.25 |
32.50 |
1.5% |
2,199.25 |
Range |
68.25 |
43.50 |
-24.75 |
-36.3% |
68.25 |
ATR |
29.90 |
30.87 |
0.97 |
3.2% |
0.00 |
Volume |
263,536 |
569,241 |
305,705 |
116.0% |
1,668,941 |
|
Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,315.75 |
2,301.00 |
2,223.25 |
|
R3 |
2,272.25 |
2,257.50 |
2,211.25 |
|
R2 |
2,228.75 |
2,228.75 |
2,207.25 |
|
R1 |
2,214.00 |
2,214.00 |
2,203.25 |
2,221.50 |
PP |
2,185.25 |
2,185.25 |
2,185.25 |
2,189.00 |
S1 |
2,170.50 |
2,170.50 |
2,195.25 |
2,178.00 |
S2 |
2,141.75 |
2,141.75 |
2,191.25 |
|
S3 |
2,098.25 |
2,127.00 |
2,187.25 |
|
S4 |
2,054.75 |
2,083.50 |
2,175.25 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,391.00 |
2,363.50 |
2,236.75 |
|
R3 |
2,322.75 |
2,295.25 |
2,218.00 |
|
R2 |
2,254.50 |
2,254.50 |
2,211.75 |
|
R1 |
2,227.00 |
2,227.00 |
2,205.50 |
2,240.75 |
PP |
2,186.25 |
2,186.25 |
2,186.25 |
2,193.25 |
S1 |
2,158.75 |
2,158.75 |
2,193.00 |
2,172.50 |
S2 |
2,118.00 |
2,118.00 |
2,186.75 |
|
S3 |
2,049.75 |
2,090.50 |
2,180.50 |
|
S4 |
1,981.50 |
2,022.25 |
2,161.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,214.00 |
2,145.75 |
68.25 |
3.1% |
32.75 |
1.5% |
78% |
False |
False |
333,788 |
10 |
2,214.00 |
2,108.50 |
105.50 |
4.8% |
31.00 |
1.4% |
86% |
False |
False |
294,952 |
20 |
2,214.00 |
2,000.25 |
213.75 |
9.7% |
28.50 |
1.3% |
93% |
False |
False |
305,118 |
40 |
2,214.00 |
1,902.50 |
311.50 |
14.2% |
30.25 |
1.4% |
95% |
False |
False |
159,789 |
60 |
2,214.00 |
1,835.25 |
378.75 |
17.2% |
35.25 |
1.6% |
96% |
False |
False |
106,566 |
80 |
2,214.00 |
1,835.25 |
378.75 |
17.2% |
31.75 |
1.4% |
96% |
False |
False |
79,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,385.00 |
2.618 |
2,314.00 |
1.618 |
2,270.50 |
1.000 |
2,243.50 |
0.618 |
2,227.00 |
HIGH |
2,200.00 |
0.618 |
2,183.50 |
0.500 |
2,178.25 |
0.382 |
2,173.00 |
LOW |
2,156.50 |
0.618 |
2,129.50 |
1.000 |
2,113.00 |
1.618 |
2,086.00 |
2.618 |
2,042.50 |
4.250 |
1,971.50 |
|
|
Fisher Pivots for day following 12-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
2,192.25 |
2,192.75 |
PP |
2,185.25 |
2,186.25 |
S1 |
2,178.25 |
2,180.00 |
|