Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,057 |
14,029 |
-28 |
-0.2% |
13,981 |
High |
14,090 |
14,204 |
114 |
0.8% |
14,204 |
Low |
14,026 |
14,025 |
-1 |
0.0% |
13,963 |
Close |
14,041 |
14,156 |
115 |
0.8% |
14,156 |
Range |
64 |
179 |
115 |
179.7% |
241 |
ATR |
145 |
147 |
2 |
1.7% |
0 |
Volume |
131,584 |
87,204 |
-44,380 |
-33.7% |
633,733 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,665 |
14,590 |
14,255 |
|
R3 |
14,486 |
14,411 |
14,205 |
|
R2 |
14,307 |
14,307 |
14,189 |
|
R1 |
14,232 |
14,232 |
14,173 |
14,270 |
PP |
14,128 |
14,128 |
14,128 |
14,147 |
S1 |
14,053 |
14,053 |
14,140 |
14,091 |
S2 |
13,949 |
13,949 |
14,123 |
|
S3 |
13,770 |
13,874 |
14,107 |
|
S4 |
13,591 |
13,695 |
14,058 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,831 |
14,734 |
14,289 |
|
R3 |
14,590 |
14,493 |
14,222 |
|
R2 |
14,349 |
14,349 |
14,200 |
|
R1 |
14,252 |
14,252 |
14,178 |
14,301 |
PP |
14,108 |
14,108 |
14,108 |
14,132 |
S1 |
14,011 |
14,011 |
14,134 |
14,060 |
S2 |
13,867 |
13,867 |
14,112 |
|
S3 |
13,626 |
13,770 |
14,090 |
|
S4 |
13,385 |
13,529 |
14,024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,204 |
13,963 |
241 |
1.7% |
134 |
0.9% |
80% |
True |
False |
126,746 |
10 |
14,204 |
13,782 |
422 |
3.0% |
118 |
0.8% |
89% |
True |
False |
128,031 |
20 |
14,204 |
13,137 |
1,067 |
7.5% |
139 |
1.0% |
96% |
True |
False |
106,561 |
40 |
14,204 |
12,649 |
1,555 |
11.0% |
171 |
1.2% |
97% |
True |
False |
53,390 |
60 |
14,213 |
12,649 |
1,564 |
11.0% |
174 |
1.2% |
96% |
False |
False |
35,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,965 |
2.618 |
14,673 |
1.618 |
14,494 |
1.000 |
14,383 |
0.618 |
14,315 |
HIGH |
14,204 |
0.618 |
14,136 |
0.500 |
14,115 |
0.382 |
14,094 |
LOW |
14,025 |
0.618 |
13,915 |
1.000 |
13,846 |
1.618 |
13,736 |
2.618 |
13,557 |
4.250 |
13,264 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,142 |
14,142 |
PP |
14,128 |
14,128 |
S1 |
14,115 |
14,114 |
|