Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,992 |
13,981 |
-11 |
-0.1% |
13,896 |
High |
14,008 |
14,198 |
190 |
1.4% |
14,036 |
Low |
13,932 |
13,963 |
31 |
0.2% |
13,782 |
Close |
13,994 |
14,157 |
163 |
1.2% |
13,994 |
Range |
76 |
235 |
159 |
209.2% |
254 |
ATR |
154 |
160 |
6 |
3.8% |
0 |
Volume |
124,648 |
126,581 |
1,933 |
1.6% |
646,577 |
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,811 |
14,719 |
14,286 |
|
R3 |
14,576 |
14,484 |
14,222 |
|
R2 |
14,341 |
14,341 |
14,200 |
|
R1 |
14,249 |
14,249 |
14,179 |
14,295 |
PP |
14,106 |
14,106 |
14,106 |
14,129 |
S1 |
14,014 |
14,014 |
14,136 |
14,060 |
S2 |
13,871 |
13,871 |
14,114 |
|
S3 |
13,636 |
13,779 |
14,093 |
|
S4 |
13,401 |
13,544 |
14,028 |
|
|
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 |
14,198 |
13,782 |
416 |
2.9% |
126 |
0.9% |
90% |
True |
False |
135,251 |
10 |
14,198 |
13,472 |
726 |
5.1% |
146 |
1.0% |
94% |
True |
False |
138,275 |
20 |
14,198 |
13,137 |
1,061 |
7.5% |
156 |
1.1% |
96% |
True |
False |
81,309 |
40 |
14,198 |
12,649 |
1,549 |
10.9% |
186 |
1.3% |
97% |
True |
False |
40,719 |
60 |
14,213 |
12,649 |
1,564 |
11.0% |
175 |
1.2% |
96% |
False |
False |
27,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,197 |
2.618 |
14,813 |
1.618 |
14,578 |
1.000 |
14,433 |
0.618 |
14,343 |
HIGH |
14,198 |
0.618 |
14,108 |
0.500 |
14,081 |
0.382 |
14,053 |
LOW |
13,963 |
0.618 |
13,818 |
1.000 |
13,728 |
1.618 |
13,583 |
2.618 |
13,348 |
4.250 |
12,964 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,132 |
14,126 |
PP |
14,106 |
14,096 |
S1 |
14,081 |
14,065 |
|