Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,963 |
13,957 |
-6 |
0.0% |
14,183 |
High |
13,984 |
13,957 |
-27 |
-0.2% |
14,205 |
Low |
13,878 |
13,521 |
-357 |
-2.6% |
13,521 |
Close |
13,940 |
13,560 |
-380 |
-2.7% |
13,560 |
Range |
106 |
436 |
330 |
311.3% |
684 |
ATR |
160 |
180 |
20 |
12.3% |
0 |
Volume |
215,864 |
142,182 |
-73,682 |
-34.1% |
852,468 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,987 |
14,710 |
13,800 |
|
R3 |
14,551 |
14,274 |
13,680 |
|
R2 |
14,115 |
14,115 |
13,640 |
|
R1 |
13,838 |
13,838 |
13,600 |
13,759 |
PP |
13,679 |
13,679 |
13,679 |
13,640 |
S1 |
13,402 |
13,402 |
13,520 |
13,323 |
S2 |
13,243 |
13,243 |
13,480 |
|
S3 |
12,807 |
12,966 |
13,440 |
|
S4 |
12,371 |
12,530 |
13,320 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,814 |
15,371 |
13,936 |
|
R3 |
15,130 |
14,687 |
13,748 |
|
R2 |
14,446 |
14,446 |
13,686 |
|
R1 |
14,003 |
14,003 |
13,623 |
13,883 |
PP |
13,762 |
13,762 |
13,762 |
13,702 |
S1 |
13,319 |
13,319 |
13,497 |
13,199 |
S2 |
13,078 |
13,078 |
13,435 |
|
S3 |
12,394 |
12,635 |
13,372 |
|
S4 |
11,710 |
11,951 |
13,184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,205 |
13,521 |
684 |
5.0% |
235 |
1.7% |
6% |
False |
True |
170,493 |
10 |
14,267 |
13,521 |
746 |
5.5% |
197 |
1.5% |
5% |
False |
True |
155,528 |
20 |
14,267 |
13,521 |
746 |
5.5% |
158 |
1.2% |
5% |
False |
True |
141,779 |
40 |
14,267 |
13,137 |
1,130 |
8.3% |
165 |
1.2% |
37% |
False |
False |
92,238 |
60 |
14,267 |
12,649 |
1,618 |
11.9% |
188 |
1.4% |
56% |
False |
False |
61,526 |
80 |
14,267 |
12,649 |
1,618 |
11.9% |
164 |
1.2% |
56% |
False |
False |
46,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,810 |
2.618 |
15,099 |
1.618 |
14,663 |
1.000 |
14,393 |
0.618 |
14,227 |
HIGH |
13,957 |
0.618 |
13,791 |
0.500 |
13,739 |
0.382 |
13,688 |
LOW |
13,521 |
0.618 |
13,252 |
1.000 |
13,085 |
1.618 |
12,816 |
2.618 |
12,380 |
4.250 |
11,668 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,739 |
13,800 |
PP |
13,679 |
13,720 |
S1 |
13,620 |
13,640 |
|