Trading Metrics calculated at close of trading on 12-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,144 |
14,076 |
-68 |
-0.5% |
14,147 |
High |
14,267 |
14,193 |
-74 |
-0.5% |
14,267 |
Low |
14,015 |
14,038 |
23 |
0.2% |
14,015 |
Close |
14,086 |
14,179 |
93 |
0.7% |
14,179 |
Range |
252 |
155 |
-97 |
-38.5% |
252 |
ATR |
152 |
152 |
0 |
0.1% |
0 |
Volume |
147,329 |
223,193 |
75,864 |
51.5% |
702,813 |
|
Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,602 |
14,545 |
14,264 |
|
R3 |
14,447 |
14,390 |
14,222 |
|
R2 |
14,292 |
14,292 |
14,208 |
|
R1 |
14,235 |
14,235 |
14,193 |
14,264 |
PP |
14,137 |
14,137 |
14,137 |
14,151 |
S1 |
14,080 |
14,080 |
14,165 |
14,109 |
S2 |
13,982 |
13,982 |
14,151 |
|
S3 |
13,827 |
13,925 |
14,137 |
|
S4 |
13,672 |
13,770 |
14,094 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,910 |
14,796 |
14,318 |
|
R3 |
14,658 |
14,544 |
14,248 |
|
R2 |
14,406 |
14,406 |
14,225 |
|
R1 |
14,292 |
14,292 |
14,202 |
14,349 |
PP |
14,154 |
14,154 |
14,154 |
14,182 |
S1 |
14,040 |
14,040 |
14,156 |
14,097 |
S2 |
13,902 |
13,902 |
14,133 |
|
S3 |
13,650 |
13,788 |
14,110 |
|
S4 |
13,398 |
13,536 |
14,041 |
|
|
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% |
159 |
1.1% |
65% |
False |
False |
140,562 |
10 |
14,267 |
13,963 |
304 |
2.1% |
147 |
1.0% |
71% |
False |
False |
133,654 |
20 |
14,267 |
13,465 |
802 |
5.7% |
139 |
1.0% |
89% |
False |
False |
136,080 |
40 |
14,267 |
12,887 |
1,380 |
9.7% |
159 |
1.1% |
94% |
False |
False |
70,938 |
60 |
14,267 |
12,649 |
1,618 |
11.4% |
182 |
1.3% |
95% |
False |
False |
47,322 |
80 |
14,267 |
12,649 |
1,618 |
11.4% |
152 |
1.1% |
95% |
False |
False |
35,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,852 |
2.618 |
14,599 |
1.618 |
14,444 |
1.000 |
14,348 |
0.618 |
14,289 |
HIGH |
14,193 |
0.618 |
14,134 |
0.500 |
14,116 |
0.382 |
14,097 |
LOW |
14,038 |
0.618 |
13,942 |
1.000 |
13,883 |
1.618 |
13,787 |
2.618 |
13,632 |
4.250 |
13,379 |
|
|
Fisher Pivots for day following 12-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,158 |
14,166 |
PP |
14,137 |
14,154 |
S1 |
14,116 |
14,141 |
|