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 |
6,526.0 |
6,557.0 |
31.0 |
0.5% |
6,770.0 |
High |
6,603.0 |
6,589.5 |
-13.5 |
-0.2% |
6,802.0 |
Low |
6,526.0 |
6,494.0 |
-32.0 |
-0.5% |
6,561.0 |
Close |
6,541.5 |
6,523.0 |
-18.5 |
-0.3% |
6,584.0 |
Range |
77.0 |
95.5 |
18.5 |
24.0% |
241.0 |
ATR |
100.4 |
100.0 |
-0.3 |
-0.3% |
0.0 |
Volume |
116,115 |
103,356 |
-12,759 |
-11.0% |
519,879 |
|
Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,822.0 |
6,768.0 |
6,575.5 |
|
R3 |
6,726.5 |
6,672.5 |
6,549.5 |
|
R2 |
6,631.0 |
6,631.0 |
6,540.5 |
|
R1 |
6,577.0 |
6,577.0 |
6,532.0 |
6,556.0 |
PP |
6,535.5 |
6,535.5 |
6,535.5 |
6,525.0 |
S1 |
6,481.5 |
6,481.5 |
6,514.0 |
6,461.0 |
S2 |
6,440.0 |
6,440.0 |
6,505.5 |
|
S3 |
6,344.5 |
6,386.0 |
6,496.5 |
|
S4 |
6,249.0 |
6,290.5 |
6,470.5 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,372.0 |
7,219.0 |
6,716.5 |
|
R3 |
7,131.0 |
6,978.0 |
6,650.5 |
|
R2 |
6,890.0 |
6,890.0 |
6,628.0 |
|
R1 |
6,737.0 |
6,737.0 |
6,606.0 |
6,693.0 |
PP |
6,649.0 |
6,649.0 |
6,649.0 |
6,627.0 |
S1 |
6,496.0 |
6,496.0 |
6,562.0 |
6,452.0 |
S2 |
6,408.0 |
6,408.0 |
6,540.0 |
|
S3 |
6,167.0 |
6,255.0 |
6,517.5 |
|
S4 |
5,926.0 |
6,014.0 |
6,451.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,770.0 |
6,440.0 |
330.0 |
5.1% |
101.5 |
1.6% |
25% |
False |
False |
114,505 |
10 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
95.0 |
1.5% |
23% |
False |
False |
105,860 |
20 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
85.0 |
1.3% |
23% |
False |
False |
104,929 |
40 |
6,802.0 |
6,195.0 |
607.0 |
9.3% |
91.5 |
1.4% |
54% |
False |
False |
78,541 |
60 |
6,802.0 |
5,899.0 |
903.0 |
13.8% |
89.0 |
1.4% |
69% |
False |
False |
52,418 |
80 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
85.5 |
1.3% |
67% |
False |
False |
39,409 |
100 |
6,856.0 |
5,899.0 |
957.0 |
14.7% |
79.0 |
1.2% |
65% |
False |
False |
31,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,995.5 |
2.618 |
6,839.5 |
1.618 |
6,744.0 |
1.000 |
6,685.0 |
0.618 |
6,648.5 |
HIGH |
6,589.5 |
0.618 |
6,553.0 |
0.500 |
6,542.0 |
0.382 |
6,530.5 |
LOW |
6,494.0 |
0.618 |
6,435.0 |
1.000 |
6,398.5 |
1.618 |
6,339.5 |
2.618 |
6,244.0 |
4.250 |
6,088.0 |
|
|
Fisher Pivots for day following 24-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,542.0 |
6,522.5 |
PP |
6,535.5 |
6,522.0 |
S1 |
6,529.0 |
6,521.5 |
|