Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,106 |
14,057 |
-49 |
-0.3% |
13,896 |
High |
14,116 |
14,090 |
-26 |
-0.2% |
14,036 |
Low |
14,024 |
14,026 |
2 |
0.0% |
13,782 |
Close |
14,052 |
14,041 |
-11 |
-0.1% |
13,994 |
Range |
92 |
64 |
-28 |
-30.4% |
254 |
ATR |
151 |
145 |
-6 |
-4.1% |
0 |
Volume |
124,265 |
131,584 |
7,319 |
5.9% |
646,577 |
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,244 |
14,207 |
14,076 |
|
R3 |
14,180 |
14,143 |
14,059 |
|
R2 |
14,116 |
14,116 |
14,053 |
|
R1 |
14,079 |
14,079 |
14,047 |
14,066 |
PP |
14,052 |
14,052 |
14,052 |
14,046 |
S1 |
14,015 |
14,015 |
14,035 |
14,002 |
S2 |
13,988 |
13,988 |
14,029 |
|
S3 |
13,924 |
13,951 |
14,024 |
|
S4 |
13,860 |
13,887 |
14,006 |
|
|
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% |
113 |
0.8% |
41% |
False |
False |
134,235 |
10 |
14,198 |
13,782 |
416 |
3.0% |
113 |
0.8% |
62% |
False |
False |
134,156 |
20 |
14,198 |
13,137 |
1,061 |
7.6% |
143 |
1.0% |
85% |
False |
False |
102,228 |
40 |
14,198 |
12,649 |
1,549 |
11.0% |
174 |
1.2% |
90% |
False |
False |
51,214 |
60 |
14,213 |
12,649 |
1,564 |
11.1% |
175 |
1.2% |
89% |
False |
False |
34,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,362 |
2.618 |
14,258 |
1.618 |
14,194 |
1.000 |
14,154 |
0.618 |
14,130 |
HIGH |
14,090 |
0.618 |
14,066 |
0.500 |
14,058 |
0.382 |
14,051 |
LOW |
14,026 |
0.618 |
13,987 |
1.000 |
13,962 |
1.618 |
13,923 |
2.618 |
13,859 |
4.250 |
13,754 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,058 |
14,108 |
PP |
14,052 |
14,085 |
S1 |
14,047 |
14,063 |
|