Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,228 |
14,144 |
-84 |
-0.6% |
13,981 |
High |
14,234 |
14,267 |
33 |
0.2% |
14,204 |
Low |
14,076 |
14,015 |
-61 |
-0.4% |
13,963 |
Close |
14,142 |
14,086 |
-56 |
-0.4% |
14,156 |
Range |
158 |
252 |
94 |
59.5% |
241 |
ATR |
144 |
152 |
8 |
5.3% |
0 |
Volume |
126,669 |
147,329 |
20,660 |
16.3% |
633,733 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,879 |
14,734 |
14,225 |
|
R3 |
14,627 |
14,482 |
14,155 |
|
R2 |
14,375 |
14,375 |
14,132 |
|
R1 |
14,230 |
14,230 |
14,109 |
14,177 |
PP |
14,123 |
14,123 |
14,123 |
14,096 |
S1 |
13,978 |
13,978 |
14,063 |
13,925 |
S2 |
13,871 |
13,871 |
14,040 |
|
S3 |
13,619 |
13,726 |
14,017 |
|
S4 |
13,367 |
13,474 |
13,948 |
|
|
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 |
14,267 |
14,015 |
252 |
1.8% |
164 |
1.2% |
28% |
True |
True |
113,364 |
10 |
14,267 |
13,932 |
335 |
2.4% |
139 |
1.0% |
46% |
True |
False |
123,800 |
20 |
14,267 |
13,434 |
833 |
5.9% |
138 |
1.0% |
78% |
True |
False |
129,501 |
40 |
14,267 |
12,649 |
1,618 |
11.5% |
164 |
1.2% |
89% |
True |
False |
65,361 |
60 |
14,267 |
12,649 |
1,618 |
11.5% |
181 |
1.3% |
89% |
True |
False |
43,603 |
80 |
14,267 |
12,649 |
1,618 |
11.5% |
150 |
1.1% |
89% |
True |
False |
32,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,338 |
2.618 |
14,927 |
1.618 |
14,675 |
1.000 |
14,519 |
0.618 |
14,423 |
HIGH |
14,267 |
0.618 |
14,171 |
0.500 |
14,141 |
0.382 |
14,111 |
LOW |
14,015 |
0.618 |
13,859 |
1.000 |
13,763 |
1.618 |
13,607 |
2.618 |
13,355 |
4.250 |
12,944 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,141 |
14,141 |
PP |
14,123 |
14,123 |
S1 |
14,104 |
14,104 |
|