Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,964 |
13,992 |
28 |
0.2% |
13,896 |
High |
14,036 |
14,008 |
-28 |
-0.2% |
14,036 |
Low |
13,952 |
13,932 |
-20 |
-0.1% |
13,782 |
Close |
14,005 |
13,994 |
-11 |
-0.1% |
13,994 |
Range |
84 |
76 |
-8 |
-9.5% |
254 |
ATR |
160 |
154 |
-6 |
-3.8% |
0 |
Volume |
151,662 |
124,648 |
-27,014 |
-17.8% |
646,577 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,206 |
14,176 |
14,036 |
|
R3 |
14,130 |
14,100 |
14,015 |
|
R2 |
14,054 |
14,054 |
14,008 |
|
R1 |
14,024 |
14,024 |
14,001 |
14,039 |
PP |
13,978 |
13,978 |
13,978 |
13,986 |
S1 |
13,948 |
13,948 |
13,987 |
13,963 |
S2 |
13,902 |
13,902 |
13,980 |
|
S3 |
13,826 |
13,872 |
13,973 |
|
S4 |
13,750 |
13,796 |
13,952 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,699 |
14,601 |
14,134 |
|
R3 |
14,445 |
14,347 |
14,064 |
|
R2 |
14,191 |
14,191 |
14,041 |
|
R1 |
14,093 |
14,093 |
14,017 |
14,142 |
PP |
13,937 |
13,937 |
13,937 |
13,962 |
S1 |
13,839 |
13,839 |
13,971 |
13,888 |
S2 |
13,683 |
13,683 |
13,948 |
|
S3 |
13,429 |
13,585 |
13,924 |
|
S4 |
13,175 |
13,331 |
13,854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,036 |
13,782 |
254 |
1.8% |
103 |
0.7% |
83% |
False |
False |
129,315 |
10 |
14,036 |
13,465 |
571 |
4.1% |
132 |
0.9% |
93% |
False |
False |
138,507 |
20 |
14,036 |
13,137 |
899 |
6.4% |
153 |
1.1% |
95% |
False |
False |
74,987 |
40 |
14,036 |
12,649 |
1,387 |
9.9% |
188 |
1.3% |
97% |
False |
False |
37,555 |
60 |
14,213 |
12,649 |
1,564 |
11.2% |
171 |
1.2% |
86% |
False |
False |
25,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,331 |
2.618 |
14,207 |
1.618 |
14,131 |
1.000 |
14,084 |
0.618 |
14,055 |
HIGH |
14,008 |
0.618 |
13,979 |
0.500 |
13,970 |
0.382 |
13,961 |
LOW |
13,932 |
0.618 |
13,885 |
1.000 |
13,856 |
1.618 |
13,809 |
2.618 |
13,733 |
4.250 |
13,609 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,986 |
13,980 |
PP |
13,978 |
13,967 |
S1 |
13,970 |
13,953 |
|