Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,016.34 |
14,092.43 |
76.09 |
0.5% |
14,065.36 |
High |
14,101.77 |
14,118.52 |
16.75 |
0.1% |
14,198.10 |
Low |
14,013.74 |
13,904.32 |
-109.42 |
-0.8% |
13,950.25 |
Close |
14,093.08 |
13,984.80 |
-108.28 |
-0.8% |
14,093.08 |
Range |
88.03 |
214.20 |
126.17 |
143.3% |
247.85 |
ATR |
141.06 |
146.29 |
5.22 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,645.15 |
14,529.17 |
14,102.61 |
|
R3 |
14,430.95 |
14,314.97 |
14,043.71 |
|
R2 |
14,216.75 |
14,216.75 |
14,024.07 |
|
R1 |
14,100.77 |
14,100.77 |
14,004.44 |
14,051.66 |
PP |
14,002.55 |
14,002.55 |
14,002.55 |
13,977.99 |
S1 |
13,886.57 |
13,886.57 |
13,965.17 |
13,837.46 |
S2 |
13,788.35 |
13,788.35 |
13,945.53 |
|
S3 |
13,574.15 |
13,672.37 |
13,925.90 |
|
S4 |
13,359.95 |
13,458.17 |
13,866.99 |
|
|
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 |
13,904.32 |
293.78 |
2.1% |
167.63 |
1.2% |
27% |
False |
True |
|
10 |
14,198.10 |
13,904.32 |
293.78 |
2.1% |
129.75 |
0.9% |
27% |
False |
True |
|
20 |
14,198.10 |
13,403.18 |
794.92 |
5.7% |
132.58 |
0.9% |
73% |
False |
False |
|
40 |
14,198.10 |
12,982.75 |
1,215.35 |
8.7% |
150.71 |
1.1% |
82% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
186.42 |
1.3% |
87% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
173.49 |
1.2% |
87% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
164.82 |
1.2% |
87% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
152.25 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,028.87 |
2.618 |
14,679.30 |
1.618 |
14,465.10 |
1.000 |
14,332.72 |
0.618 |
14,250.90 |
HIGH |
14,118.52 |
0.618 |
14,036.70 |
0.500 |
14,011.42 |
0.382 |
13,986.14 |
LOW |
13,904.32 |
0.618 |
13,771.94 |
1.000 |
13,690.12 |
1.618 |
13,557.74 |
2.618 |
13,343.54 |
4.250 |
12,993.97 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,011.42 |
14,051.21 |
PP |
14,002.55 |
14,029.07 |
S1 |
13,993.67 |
14,006.94 |
|