Trading Metrics calculated at close of trading on 03-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,152 |
14,106 |
-46 |
-0.3% |
13,896 |
High |
14,191 |
14,116 |
-75 |
-0.5% |
14,036 |
Low |
14,092 |
14,024 |
-68 |
-0.5% |
13,782 |
Close |
14,106 |
14,052 |
-54 |
-0.4% |
13,994 |
Range |
99 |
92 |
-7 |
-7.1% |
254 |
ATR |
156 |
151 |
-5 |
-2.9% |
0 |
Volume |
164,099 |
124,265 |
-39,834 |
-24.3% |
646,577 |
|
Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,340 |
14,288 |
14,103 |
|
R3 |
14,248 |
14,196 |
14,077 |
|
R2 |
14,156 |
14,156 |
14,069 |
|
R1 |
14,104 |
14,104 |
14,061 |
14,084 |
PP |
14,064 |
14,064 |
14,064 |
14,054 |
S1 |
14,012 |
14,012 |
14,044 |
13,992 |
S2 |
13,972 |
13,972 |
14,035 |
|
S3 |
13,880 |
13,920 |
14,027 |
|
S4 |
13,788 |
13,828 |
14,002 |
|
|
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 |
13,932 |
266 |
1.9% |
117 |
0.8% |
45% |
False |
False |
138,251 |
10 |
14,198 |
13,782 |
416 |
3.0% |
115 |
0.8% |
65% |
False |
False |
134,722 |
20 |
14,198 |
13,137 |
1,061 |
7.6% |
146 |
1.0% |
86% |
False |
False |
95,673 |
40 |
14,198 |
12,649 |
1,549 |
11.0% |
176 |
1.3% |
91% |
False |
False |
47,926 |
60 |
14,213 |
12,649 |
1,564 |
11.1% |
175 |
1.2% |
90% |
False |
False |
31,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,507 |
2.618 |
14,357 |
1.618 |
14,265 |
1.000 |
14,208 |
0.618 |
14,173 |
HIGH |
14,116 |
0.618 |
14,081 |
0.500 |
14,070 |
0.382 |
14,059 |
LOW |
14,024 |
0.618 |
13,967 |
1.000 |
13,932 |
1.618 |
13,875 |
2.618 |
13,783 |
4.250 |
13,633 |
|
|
Fisher Pivots for day following 03-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,070 |
14,081 |
PP |
14,064 |
14,071 |
S1 |
14,058 |
14,062 |
|