Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,879.53 |
13,912.94 |
33.41 |
0.2% |
13,821.57 |
High |
13,920.42 |
13,924.81 |
4.39 |
0.0% |
13,924.81 |
Low |
13,868.15 |
13,850.27 |
-17.88 |
-0.1% |
13,696.31 |
Close |
13,912.94 |
13,895.63 |
-17.31 |
-0.1% |
13,895.63 |
Range |
52.27 |
74.54 |
22.27 |
42.6% |
228.50 |
ATR |
156.00 |
150.18 |
-5.82 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,113.86 |
14,079.28 |
13,936.63 |
|
R3 |
14,039.32 |
14,004.74 |
13,916.13 |
|
R2 |
13,964.78 |
13,964.78 |
13,909.30 |
|
R1 |
13,930.20 |
13,930.20 |
13,902.46 |
13,910.22 |
PP |
13,890.24 |
13,890.24 |
13,890.24 |
13,880.25 |
S1 |
13,855.66 |
13,855.66 |
13,888.80 |
13,835.68 |
S2 |
13,815.70 |
13,815.70 |
13,881.96 |
|
S3 |
13,741.16 |
13,781.12 |
13,875.13 |
|
S4 |
13,666.62 |
13,706.58 |
13,854.63 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,524.42 |
14,438.52 |
14,021.31 |
|
R3 |
14,295.92 |
14,210.02 |
13,958.47 |
|
R2 |
14,067.42 |
14,067.42 |
13,937.52 |
|
R1 |
13,981.52 |
13,981.52 |
13,916.58 |
14,024.47 |
PP |
13,838.92 |
13,838.92 |
13,838.92 |
13,860.39 |
S1 |
13,753.02 |
13,753.02 |
13,874.68 |
13,795.97 |
S2 |
13,610.42 |
13,610.42 |
13,853.74 |
|
S3 |
13,381.92 |
13,524.52 |
13,832.79 |
|
S4 |
13,153.42 |
13,296.02 |
13,769.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,924.81 |
13,696.31 |
228.50 |
1.6% |
95.53 |
0.7% |
87% |
True |
False |
|
10 |
13,924.81 |
13,362.37 |
562.44 |
4.0% |
122.13 |
0.9% |
95% |
True |
False |
|
20 |
13,924.81 |
13,021.93 |
902.88 |
6.5% |
148.76 |
1.1% |
97% |
True |
False |
|
40 |
13,924.81 |
12,517.94 |
1,406.87 |
10.1% |
189.06 |
1.4% |
98% |
True |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
184.89 |
1.3% |
92% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
174.17 |
1.3% |
92% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
160.48 |
1.2% |
92% |
False |
False |
|
120 |
14,021.95 |
12,428.22 |
1,593.73 |
11.5% |
149.69 |
1.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,241.61 |
2.618 |
14,119.96 |
1.618 |
14,045.42 |
1.000 |
13,999.35 |
0.618 |
13,970.88 |
HIGH |
13,924.81 |
0.618 |
13,896.34 |
0.500 |
13,887.54 |
0.382 |
13,878.74 |
LOW |
13,850.27 |
0.618 |
13,804.20 |
1.000 |
13,775.73 |
1.618 |
13,729.66 |
2.618 |
13,655.12 |
4.250 |
13,533.48 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,892.93 |
13,881.11 |
PP |
13,890.24 |
13,866.58 |
S1 |
13,887.54 |
13,852.06 |
|