Trading Metrics calculated at close of trading on 02-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,981 |
14,152 |
171 |
1.2% |
13,896 |
High |
14,198 |
14,191 |
-7 |
0.0% |
14,036 |
Low |
13,963 |
14,092 |
129 |
0.9% |
13,782 |
Close |
14,157 |
14,106 |
-51 |
-0.4% |
13,994 |
Range |
235 |
99 |
-136 |
-57.9% |
254 |
ATR |
160 |
156 |
-4 |
-2.7% |
0 |
Volume |
126,581 |
164,099 |
37,518 |
29.6% |
646,577 |
|
Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,427 |
14,365 |
14,161 |
|
R3 |
14,328 |
14,266 |
14,133 |
|
R2 |
14,229 |
14,229 |
14,124 |
|
R1 |
14,167 |
14,167 |
14,115 |
14,149 |
PP |
14,130 |
14,130 |
14,130 |
14,120 |
S1 |
14,068 |
14,068 |
14,097 |
14,050 |
S2 |
14,031 |
14,031 |
14,088 |
|
S3 |
13,932 |
13,969 |
14,079 |
|
S4 |
13,833 |
13,870 |
14,052 |
|
|
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 |
13,870 |
328 |
2.3% |
125 |
0.9% |
72% |
False |
False |
141,714 |
10 |
14,198 |
13,782 |
416 |
2.9% |
119 |
0.8% |
78% |
False |
False |
141,680 |
20 |
14,198 |
13,137 |
1,061 |
7.5% |
150 |
1.1% |
91% |
False |
False |
89,501 |
40 |
14,198 |
12,649 |
1,549 |
11.0% |
181 |
1.3% |
94% |
False |
False |
44,820 |
60 |
14,213 |
12,649 |
1,564 |
11.1% |
176 |
1.2% |
93% |
False |
False |
29,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,612 |
2.618 |
14,450 |
1.618 |
14,351 |
1.000 |
14,290 |
0.618 |
14,252 |
HIGH |
14,191 |
0.618 |
14,153 |
0.500 |
14,142 |
0.382 |
14,130 |
LOW |
14,092 |
0.618 |
14,031 |
1.000 |
13,993 |
1.618 |
13,932 |
2.618 |
13,833 |
4.250 |
13,671 |
|
|
Fisher Pivots for day following 02-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,142 |
14,092 |
PP |
14,130 |
14,079 |
S1 |
14,118 |
14,065 |
|