Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,986.34 |
13,920.66 |
-65.68 |
-0.5% |
14,065.36 |
High |
13,992.03 |
14,012.84 |
20.81 |
0.1% |
14,198.10 |
Low |
13,877.90 |
13,774.67 |
-103.23 |
-0.7% |
13,950.25 |
Close |
13,912.94 |
13,892.54 |
-20.40 |
-0.1% |
14,093.08 |
Range |
114.13 |
238.17 |
124.04 |
108.7% |
247.85 |
ATR |
143.99 |
150.72 |
6.73 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,607.86 |
14,488.37 |
14,023.53 |
|
R3 |
14,369.69 |
14,250.20 |
13,958.04 |
|
R2 |
14,131.52 |
14,131.52 |
13,936.20 |
|
R1 |
14,012.03 |
14,012.03 |
13,914.37 |
13,952.69 |
PP |
13,893.35 |
13,893.35 |
13,893.35 |
13,863.68 |
S1 |
13,773.86 |
13,773.86 |
13,870.71 |
13,714.52 |
S2 |
13,655.18 |
13,655.18 |
13,848.88 |
|
S3 |
13,417.01 |
13,535.69 |
13,827.04 |
|
S4 |
13,178.84 |
13,297.52 |
13,761.55 |
|
|
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 |
13,774.67 |
423.43 |
3.0% |
180.48 |
1.3% |
28% |
False |
True |
|
10 |
14,198.10 |
13,774.67 |
423.43 |
3.0% |
146.33 |
1.1% |
28% |
False |
True |
|
20 |
14,198.10 |
13,696.31 |
501.79 |
3.6% |
126.98 |
0.9% |
39% |
False |
False |
|
40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.5% |
151.39 |
1.1% |
74% |
False |
False |
|
60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
186.26 |
1.3% |
82% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
173.21 |
1.2% |
82% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
165.58 |
1.2% |
82% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
154.02 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,025.06 |
2.618 |
14,636.37 |
1.618 |
14,398.20 |
1.000 |
14,251.01 |
0.618 |
14,160.03 |
HIGH |
14,012.84 |
0.618 |
13,921.86 |
0.500 |
13,893.76 |
0.382 |
13,865.65 |
LOW |
13,774.67 |
0.618 |
13,627.48 |
1.000 |
13,536.50 |
1.618 |
13,389.31 |
2.618 |
13,151.14 |
4.250 |
12,762.45 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,893.76 |
13,946.60 |
PP |
13,893.35 |
13,928.58 |
S1 |
13,892.95 |
13,910.56 |
|