Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,043.73 |
14,165.02 |
121.29 |
0.9% |
13,895.71 |
High |
14,166.97 |
14,165.02 |
-1.95 |
0.0% |
14,124.54 |
Low |
14,034.39 |
14,009.51 |
-24.88 |
-0.2% |
13,893.51 |
Close |
14,164.53 |
14,078.69 |
-85.84 |
-0.6% |
14,066.01 |
Range |
132.58 |
155.51 |
22.93 |
17.3% |
231.03 |
ATR |
135.84 |
137.24 |
1.41 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,550.94 |
14,470.32 |
14,164.22 |
|
R3 |
14,395.43 |
14,314.81 |
14,121.46 |
|
R2 |
14,239.92 |
14,239.92 |
14,107.20 |
|
R1 |
14,159.30 |
14,159.30 |
14,092.95 |
14,121.86 |
PP |
14,084.41 |
14,084.41 |
14,084.41 |
14,065.68 |
S1 |
14,003.79 |
14,003.79 |
14,064.43 |
13,966.35 |
S2 |
13,928.90 |
13,928.90 |
14,050.18 |
|
S3 |
13,773.39 |
13,848.28 |
14,035.92 |
|
S4 |
13,617.88 |
13,692.77 |
13,993.16 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,721.11 |
14,624.59 |
14,193.08 |
|
R3 |
14,490.08 |
14,393.56 |
14,129.54 |
|
R2 |
14,259.05 |
14,259.05 |
14,108.37 |
|
R1 |
14,162.53 |
14,162.53 |
14,087.19 |
14,210.79 |
PP |
14,028.02 |
14,028.02 |
14,028.02 |
14,052.15 |
S1 |
13,931.50 |
13,931.50 |
14,044.83 |
13,979.76 |
S2 |
13,796.99 |
13,796.99 |
14,023.65 |
|
S3 |
13,565.96 |
13,700.47 |
14,002.48 |
|
S4 |
13,334.93 |
13,469.44 |
13,938.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,166.97 |
13,951.63 |
215.34 |
1.5% |
112.17 |
0.8% |
59% |
False |
False |
|
10 |
14,166.97 |
13,850.27 |
316.70 |
2.2% |
109.63 |
0.8% |
72% |
False |
False |
|
20 |
14,166.97 |
13,292.38 |
874.59 |
6.2% |
125.18 |
0.9% |
90% |
False |
False |
|
40 |
14,166.97 |
12,517.94 |
1,649.03 |
11.7% |
161.28 |
1.1% |
95% |
False |
False |
|
60 |
14,166.97 |
12,517.94 |
1,649.03 |
11.7% |
184.77 |
1.3% |
95% |
False |
False |
|
80 |
14,166.97 |
12,517.94 |
1,649.03 |
11.7% |
172.00 |
1.2% |
95% |
False |
False |
|
100 |
14,166.97 |
12,517.94 |
1,649.03 |
11.7% |
161.51 |
1.1% |
95% |
False |
False |
|
120 |
14,166.97 |
12,517.94 |
1,649.03 |
11.7% |
150.26 |
1.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,825.94 |
2.618 |
14,572.15 |
1.618 |
14,416.64 |
1.000 |
14,320.53 |
0.618 |
14,261.13 |
HIGH |
14,165.02 |
0.618 |
14,105.62 |
0.500 |
14,087.27 |
0.382 |
14,068.91 |
LOW |
14,009.51 |
0.618 |
13,913.40 |
1.000 |
13,854.00 |
1.618 |
13,757.89 |
2.618 |
13,602.38 |
4.250 |
13,348.59 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,087.27 |
14,088.24 |
PP |
14,084.41 |
14,085.06 |
S1 |
14,081.55 |
14,081.87 |
|