Trading Metrics calculated at close of trading on 12-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,079.10 |
14,016.34 |
-62.76 |
-0.4% |
14,065.36 |
High |
14,198.10 |
14,101.77 |
-96.33 |
-0.7% |
14,198.10 |
Low |
13,950.25 |
14,013.74 |
63.49 |
0.5% |
13,950.25 |
Close |
14,015.12 |
14,093.08 |
77.96 |
0.6% |
14,093.08 |
Range |
247.85 |
88.03 |
-159.82 |
-64.5% |
247.85 |
ATR |
145.14 |
141.06 |
-4.08 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,333.62 |
14,301.38 |
14,141.50 |
|
R3 |
14,245.59 |
14,213.35 |
14,117.29 |
|
R2 |
14,157.56 |
14,157.56 |
14,109.22 |
|
R1 |
14,125.32 |
14,125.32 |
14,101.15 |
14,141.44 |
PP |
14,069.53 |
14,069.53 |
14,069.53 |
14,077.59 |
S1 |
14,037.29 |
14,037.29 |
14,085.01 |
14,053.41 |
S2 |
13,981.50 |
13,981.50 |
14,076.94 |
|
S3 |
13,893.47 |
13,949.26 |
14,068.87 |
|
S4 |
13,805.44 |
13,861.23 |
14,044.66 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,824.03 |
14,706.40 |
14,229.40 |
|
R3 |
14,576.18 |
14,458.55 |
14,161.24 |
|
R2 |
14,328.33 |
14,328.33 |
14,138.52 |
|
R1 |
14,210.70 |
14,210.70 |
14,115.80 |
14,269.52 |
PP |
14,080.48 |
14,080.48 |
14,080.48 |
14,109.88 |
S1 |
13,962.85 |
13,962.85 |
14,070.36 |
14,021.67 |
S2 |
13,832.63 |
13,832.63 |
14,047.64 |
|
S3 |
13,584.78 |
13,715.00 |
14,024.92 |
|
S4 |
13,336.93 |
13,467.15 |
13,956.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,198.10 |
13,950.25 |
247.85 |
1.8% |
136.45 |
1.0% |
58% |
False |
False |
|
10 |
14,198.10 |
13,893.51 |
304.59 |
2.2% |
130.53 |
0.9% |
66% |
False |
False |
|
20 |
14,198.10 |
13,362.37 |
835.73 |
5.9% |
126.33 |
0.9% |
87% |
False |
False |
|
40 |
14,198.10 |
12,847.81 |
1,350.29 |
9.6% |
153.35 |
1.1% |
92% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
11.9% |
186.38 |
1.3% |
94% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
11.9% |
172.88 |
1.2% |
94% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
11.9% |
163.72 |
1.2% |
94% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
11.9% |
151.76 |
1.1% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,475.90 |
2.618 |
14,332.23 |
1.618 |
14,244.20 |
1.000 |
14,189.80 |
0.618 |
14,156.17 |
HIGH |
14,101.77 |
0.618 |
14,068.14 |
0.500 |
14,057.76 |
0.382 |
14,047.37 |
LOW |
14,013.74 |
0.618 |
13,959.34 |
1.000 |
13,925.71 |
1.618 |
13,871.31 |
2.618 |
13,783.28 |
4.250 |
13,639.61 |
|
|
Fisher Pivots for day following 12-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,081.31 |
14,086.78 |
PP |
14,069.53 |
14,080.48 |
S1 |
14,057.76 |
14,074.18 |
|