Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,119 |
14,228 |
109 |
0.8% |
13,981 |
High |
14,248 |
14,234 |
-14 |
-0.1% |
14,204 |
Low |
14,095 |
14,076 |
-19 |
-0.1% |
13,963 |
Close |
14,237 |
14,142 |
-95 |
-0.7% |
14,156 |
Range |
153 |
158 |
5 |
3.3% |
241 |
ATR |
143 |
144 |
1 |
0.9% |
0 |
Volume |
68,308 |
126,669 |
58,361 |
85.4% |
633,733 |
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,625 |
14,541 |
14,229 |
|
R3 |
14,467 |
14,383 |
14,186 |
|
R2 |
14,309 |
14,309 |
14,171 |
|
R1 |
14,225 |
14,225 |
14,157 |
14,188 |
PP |
14,151 |
14,151 |
14,151 |
14,132 |
S1 |
14,067 |
14,067 |
14,128 |
14,030 |
S2 |
13,993 |
13,993 |
14,113 |
|
S3 |
13,835 |
13,909 |
14,099 |
|
S4 |
13,677 |
13,751 |
14,055 |
|
|
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 |
14,025 |
223 |
1.6% |
127 |
0.9% |
52% |
False |
False |
110,215 |
10 |
14,248 |
13,932 |
316 |
2.2% |
122 |
0.9% |
66% |
False |
False |
124,233 |
20 |
14,248 |
13,401 |
847 |
6.0% |
135 |
1.0% |
87% |
False |
False |
122,721 |
40 |
14,248 |
12,649 |
1,599 |
11.3% |
165 |
1.2% |
93% |
False |
False |
61,680 |
60 |
14,248 |
12,649 |
1,599 |
11.3% |
178 |
1.3% |
93% |
False |
False |
41,149 |
80 |
14,248 |
12,649 |
1,599 |
11.3% |
150 |
1.1% |
93% |
False |
False |
30,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,906 |
2.618 |
14,648 |
1.618 |
14,490 |
1.000 |
14,392 |
0.618 |
14,332 |
HIGH |
14,234 |
0.618 |
14,174 |
0.500 |
14,155 |
0.382 |
14,136 |
LOW |
14,076 |
0.618 |
13,978 |
1.000 |
13,918 |
1.618 |
13,820 |
2.618 |
13,662 |
4.250 |
13,405 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,155 |
14,162 |
PP |
14,151 |
14,155 |
S1 |
14,146 |
14,149 |
|