Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,064 |
14,012 |
-52 |
-0.4% |
14,147 |
High |
14,085 |
14,078 |
-7 |
0.0% |
14,267 |
Low |
13,937 |
13,831 |
-106 |
-0.8% |
14,015 |
Close |
13,972 |
13,967 |
-5 |
0.0% |
14,179 |
Range |
148 |
247 |
99 |
66.9% |
252 |
ATR |
158 |
164 |
6 |
4.1% |
0 |
Volume |
177,237 |
175,258 |
-1,979 |
-1.1% |
702,813 |
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,700 |
14,580 |
14,103 |
|
R3 |
14,453 |
14,333 |
14,035 |
|
R2 |
14,206 |
14,206 |
14,012 |
|
R1 |
14,086 |
14,086 |
13,990 |
14,023 |
PP |
13,959 |
13,959 |
13,959 |
13,927 |
S1 |
13,839 |
13,839 |
13,944 |
13,776 |
S2 |
13,712 |
13,712 |
13,922 |
|
S3 |
13,465 |
13,592 |
13,899 |
|
S4 |
13,218 |
13,345 |
13,831 |
|
|
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 |
13,831 |
436 |
3.1% |
208 |
1.5% |
31% |
False |
True |
172,988 |
10 |
14,267 |
13,831 |
436 |
3.1% |
167 |
1.2% |
31% |
False |
True |
141,602 |
20 |
14,267 |
13,782 |
485 |
3.5% |
141 |
1.0% |
38% |
False |
False |
138,162 |
40 |
14,267 |
13,137 |
1,130 |
8.1% |
158 |
1.1% |
73% |
False |
False |
83,292 |
60 |
14,267 |
12,649 |
1,618 |
11.6% |
186 |
1.3% |
81% |
False |
False |
55,561 |
80 |
14,267 |
12,649 |
1,618 |
11.6% |
158 |
1.1% |
81% |
False |
False |
41,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,128 |
2.618 |
14,725 |
1.618 |
14,478 |
1.000 |
14,325 |
0.618 |
14,231 |
HIGH |
14,078 |
0.618 |
13,984 |
0.500 |
13,955 |
0.382 |
13,925 |
LOW |
13,831 |
0.618 |
13,678 |
1.000 |
13,584 |
1.618 |
13,431 |
2.618 |
13,184 |
4.250 |
12,781 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,963 |
14,018 |
PP |
13,959 |
14,001 |
S1 |
13,955 |
13,984 |
|