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 |
6,739.0 |
6,770.0 |
31.0 |
0.5% |
6,654.5 |
High |
6,792.0 |
6,802.0 |
10.0 |
0.1% |
6,792.0 |
Low |
6,710.5 |
6,676.5 |
-34.0 |
-0.5% |
6,576.5 |
Close |
6,773.5 |
6,689.0 |
-84.5 |
-1.2% |
6,773.5 |
Range |
81.5 |
125.5 |
44.0 |
54.0% |
215.5 |
ATR |
93.8 |
96.1 |
2.3 |
2.4% |
0.0 |
Volume |
118,535 |
97,337 |
-21,198 |
-17.9% |
445,750 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,099.0 |
7,019.5 |
6,758.0 |
|
R3 |
6,973.5 |
6,894.0 |
6,723.5 |
|
R2 |
6,848.0 |
6,848.0 |
6,712.0 |
|
R1 |
6,768.5 |
6,768.5 |
6,700.5 |
6,745.5 |
PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,711.0 |
S1 |
6,643.0 |
6,643.0 |
6,677.5 |
6,620.0 |
S2 |
6,597.0 |
6,597.0 |
6,666.0 |
|
S3 |
6,471.5 |
6,517.5 |
6,654.5 |
|
S4 |
6,346.0 |
6,392.0 |
6,620.0 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,360.5 |
7,282.5 |
6,892.0 |
|
R3 |
7,145.0 |
7,067.0 |
6,833.0 |
|
R2 |
6,929.5 |
6,929.5 |
6,813.0 |
|
R1 |
6,851.5 |
6,851.5 |
6,793.5 |
6,890.5 |
PP |
6,714.0 |
6,714.0 |
6,714.0 |
6,733.5 |
S1 |
6,636.0 |
6,636.0 |
6,753.5 |
6,675.0 |
S2 |
6,498.5 |
6,498.5 |
6,734.0 |
|
S3 |
6,283.0 |
6,420.5 |
6,714.0 |
|
S4 |
6,067.5 |
6,205.0 |
6,655.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,802.0 |
6,576.5 |
225.5 |
3.4% |
90.5 |
1.4% |
50% |
True |
False |
93,067 |
10 |
6,802.0 |
6,545.0 |
257.0 |
3.8% |
80.0 |
1.2% |
56% |
True |
False |
97,506 |
20 |
6,802.0 |
6,226.0 |
576.0 |
8.6% |
82.5 |
1.2% |
80% |
True |
False |
112,592 |
40 |
6,802.0 |
6,119.5 |
682.5 |
10.2% |
88.5 |
1.3% |
83% |
True |
False |
59,612 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.5% |
90.0 |
1.3% |
87% |
True |
False |
39,836 |
80 |
6,835.0 |
5,899.0 |
936.0 |
14.0% |
81.5 |
1.2% |
84% |
False |
False |
29,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,335.5 |
2.618 |
7,130.5 |
1.618 |
7,005.0 |
1.000 |
6,927.5 |
0.618 |
6,879.5 |
HIGH |
6,802.0 |
0.618 |
6,754.0 |
0.500 |
6,739.0 |
0.382 |
6,724.5 |
LOW |
6,676.5 |
0.618 |
6,599.0 |
1.000 |
6,551.0 |
1.618 |
6,473.5 |
2.618 |
6,348.0 |
4.250 |
6,143.0 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,739.0 |
6,739.0 |
PP |
6,722.5 |
6,722.5 |
S1 |
6,706.0 |
6,706.0 |
|