Trading Metrics calculated at close of trading on 09-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,147 |
14,119 |
-28 |
-0.2% |
13,981 |
High |
14,164 |
14,248 |
84 |
0.6% |
14,204 |
Low |
14,086 |
14,095 |
9 |
0.1% |
13,963 |
Close |
14,112 |
14,237 |
125 |
0.9% |
14,156 |
Range |
78 |
153 |
75 |
96.2% |
241 |
ATR |
142 |
143 |
1 |
0.5% |
0 |
Volume |
137,314 |
68,308 |
-69,006 |
-50.3% |
633,733 |
|
Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,652 |
14,598 |
14,321 |
|
R3 |
14,499 |
14,445 |
14,279 |
|
R2 |
14,346 |
14,346 |
14,265 |
|
R1 |
14,292 |
14,292 |
14,251 |
14,319 |
PP |
14,193 |
14,193 |
14,193 |
14,207 |
S1 |
14,139 |
14,139 |
14,223 |
14,166 |
S2 |
14,040 |
14,040 |
14,209 |
|
S3 |
13,887 |
13,986 |
14,195 |
|
S4 |
13,734 |
13,833 |
14,153 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,831 |
14,734 |
14,289 |
|
R3 |
14,590 |
14,493 |
14,222 |
|
R2 |
14,349 |
14,349 |
14,200 |
|
R1 |
14,252 |
14,252 |
14,178 |
14,301 |
PP |
14,108 |
14,108 |
14,108 |
14,132 |
S1 |
14,011 |
14,011 |
14,134 |
14,060 |
S2 |
13,867 |
13,867 |
14,112 |
|
S3 |
13,626 |
13,770 |
14,090 |
|
S4 |
13,385 |
13,529 |
14,024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,248 |
14,024 |
224 |
1.6% |
113 |
0.8% |
95% |
True |
False |
109,735 |
10 |
14,248 |
13,870 |
378 |
2.7% |
119 |
0.8% |
97% |
True |
False |
125,724 |
20 |
14,248 |
13,375 |
873 |
6.1% |
132 |
0.9% |
99% |
True |
False |
116,620 |
40 |
14,248 |
12,649 |
1,599 |
11.2% |
167 |
1.2% |
99% |
True |
False |
58,515 |
60 |
14,248 |
12,649 |
1,599 |
11.2% |
176 |
1.2% |
99% |
True |
False |
39,038 |
80 |
14,248 |
12,649 |
1,599 |
11.2% |
149 |
1.0% |
99% |
True |
False |
29,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,898 |
2.618 |
14,649 |
1.618 |
14,496 |
1.000 |
14,401 |
0.618 |
14,343 |
HIGH |
14,248 |
0.618 |
14,190 |
0.500 |
14,172 |
0.382 |
14,154 |
LOW |
14,095 |
0.618 |
14,001 |
1.000 |
13,942 |
1.618 |
13,848 |
2.618 |
13,695 |
4.250 |
13,445 |
|
|
Fisher Pivots for day following 09-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,215 |
14,204 |
PP |
14,193 |
14,170 |
S1 |
14,172 |
14,137 |
|