Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,076 |
14,183 |
107 |
0.8% |
14,147 |
High |
14,193 |
14,205 |
12 |
0.1% |
14,267 |
Low |
14,038 |
13,967 |
-71 |
-0.5% |
14,015 |
Close |
14,179 |
14,066 |
-113 |
-0.8% |
14,179 |
Range |
155 |
238 |
83 |
53.5% |
252 |
ATR |
152 |
158 |
6 |
4.0% |
0 |
Volume |
223,193 |
141,927 |
-81,266 |
-36.4% |
702,813 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,793 |
14,668 |
14,197 |
|
R3 |
14,555 |
14,430 |
14,132 |
|
R2 |
14,317 |
14,317 |
14,110 |
|
R1 |
14,192 |
14,192 |
14,088 |
14,136 |
PP |
14,079 |
14,079 |
14,079 |
14,051 |
S1 |
13,954 |
13,954 |
14,044 |
13,898 |
S2 |
13,841 |
13,841 |
14,022 |
|
S3 |
13,603 |
13,716 |
14,001 |
|
S4 |
13,365 |
13,478 |
13,935 |
|
|
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 |
13,967 |
300 |
2.1% |
191 |
1.4% |
33% |
False |
True |
141,485 |
10 |
14,267 |
13,967 |
300 |
2.1% |
147 |
1.0% |
33% |
False |
True |
135,189 |
20 |
14,267 |
13,472 |
795 |
5.7% |
147 |
1.0% |
75% |
False |
False |
136,732 |
40 |
14,267 |
13,109 |
1,158 |
8.2% |
155 |
1.1% |
83% |
False |
False |
74,482 |
60 |
14,267 |
12,649 |
1,618 |
11.5% |
185 |
1.3% |
88% |
False |
False |
49,687 |
80 |
14,267 |
12,649 |
1,618 |
11.5% |
153 |
1.1% |
88% |
False |
False |
37,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,217 |
2.618 |
14,828 |
1.618 |
14,590 |
1.000 |
14,443 |
0.618 |
14,352 |
HIGH |
14,205 |
0.618 |
14,114 |
0.500 |
14,086 |
0.382 |
14,058 |
LOW |
13,967 |
0.618 |
13,820 |
1.000 |
13,729 |
1.618 |
13,582 |
2.618 |
13,344 |
4.250 |
12,956 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,086 |
14,117 |
PP |
14,079 |
14,100 |
S1 |
14,073 |
14,083 |
|