Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,012 |
13,963 |
-49 |
-0.3% |
14,147 |
High |
14,078 |
13,984 |
-94 |
-0.7% |
14,267 |
Low |
13,831 |
13,878 |
47 |
0.3% |
14,015 |
Close |
13,967 |
13,940 |
-27 |
-0.2% |
14,179 |
Range |
247 |
106 |
-141 |
-57.1% |
252 |
ATR |
164 |
160 |
-4 |
-2.5% |
0 |
Volume |
175,258 |
215,864 |
40,606 |
23.2% |
702,813 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,252 |
14,202 |
13,998 |
|
R3 |
14,146 |
14,096 |
13,969 |
|
R2 |
14,040 |
14,040 |
13,960 |
|
R1 |
13,990 |
13,990 |
13,950 |
13,962 |
PP |
13,934 |
13,934 |
13,934 |
13,920 |
S1 |
13,884 |
13,884 |
13,930 |
13,856 |
S2 |
13,828 |
13,828 |
13,921 |
|
S3 |
13,722 |
13,778 |
13,911 |
|
S4 |
13,616 |
13,672 |
13,882 |
|
|
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 |
14,205 |
13,831 |
374 |
2.7% |
179 |
1.3% |
29% |
False |
False |
186,695 |
10 |
14,267 |
13,831 |
436 |
3.1% |
172 |
1.2% |
25% |
False |
False |
150,030 |
20 |
14,267 |
13,782 |
485 |
3.5% |
142 |
1.0% |
33% |
False |
False |
142,093 |
40 |
14,267 |
13,137 |
1,130 |
8.1% |
158 |
1.1% |
71% |
False |
False |
88,685 |
60 |
14,267 |
12,649 |
1,618 |
11.6% |
186 |
1.3% |
80% |
False |
False |
59,157 |
80 |
14,267 |
12,649 |
1,618 |
11.6% |
158 |
1.1% |
80% |
False |
False |
44,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,435 |
2.618 |
14,262 |
1.618 |
14,156 |
1.000 |
14,090 |
0.618 |
14,050 |
HIGH |
13,984 |
0.618 |
13,944 |
0.500 |
13,931 |
0.382 |
13,919 |
LOW |
13,878 |
0.618 |
13,813 |
1.000 |
13,772 |
1.618 |
13,707 |
2.618 |
13,601 |
4.250 |
13,428 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,937 |
13,958 |
PP |
13,934 |
13,952 |
S1 |
13,931 |
13,946 |
|