Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,183 |
14,064 |
-119 |
-0.8% |
14,147 |
High |
14,205 |
14,085 |
-120 |
-0.8% |
14,267 |
Low |
13,967 |
13,937 |
-30 |
-0.2% |
14,015 |
Close |
14,066 |
13,972 |
-94 |
-0.7% |
14,179 |
Range |
238 |
148 |
-90 |
-37.8% |
252 |
ATR |
158 |
158 |
-1 |
-0.5% |
0 |
Volume |
141,927 |
177,237 |
35,310 |
24.9% |
702,813 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,442 |
14,355 |
14,054 |
|
R3 |
14,294 |
14,207 |
14,013 |
|
R2 |
14,146 |
14,146 |
13,999 |
|
R1 |
14,059 |
14,059 |
13,986 |
14,029 |
PP |
13,998 |
13,998 |
13,998 |
13,983 |
S1 |
13,911 |
13,911 |
13,959 |
13,881 |
S2 |
13,850 |
13,850 |
13,945 |
|
S3 |
13,702 |
13,763 |
13,931 |
|
S4 |
13,554 |
13,615 |
13,891 |
|
|
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 |
13,937 |
330 |
2.4% |
190 |
1.4% |
11% |
False |
True |
163,271 |
10 |
14,267 |
13,937 |
330 |
2.4% |
152 |
1.1% |
11% |
False |
True |
136,503 |
20 |
14,267 |
13,782 |
485 |
3.5% |
135 |
1.0% |
39% |
False |
False |
139,091 |
40 |
14,267 |
13,137 |
1,130 |
8.1% |
155 |
1.1% |
74% |
False |
False |
78,912 |
60 |
14,267 |
12,649 |
1,618 |
11.6% |
186 |
1.3% |
82% |
False |
False |
52,641 |
80 |
14,267 |
12,649 |
1,618 |
11.6% |
155 |
1.1% |
82% |
False |
False |
39,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,714 |
2.618 |
14,473 |
1.618 |
14,325 |
1.000 |
14,233 |
0.618 |
14,177 |
HIGH |
14,085 |
0.618 |
14,029 |
0.500 |
14,011 |
0.382 |
13,994 |
LOW |
13,937 |
0.618 |
13,846 |
1.000 |
13,789 |
1.618 |
13,698 |
2.618 |
13,550 |
4.250 |
13,308 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,011 |
14,071 |
PP |
13,998 |
14,038 |
S1 |
13,985 |
14,005 |
|