Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,912.94 |
13,895.71 |
-17.23 |
-0.1% |
13,821.57 |
High |
13,924.81 |
14,115.51 |
190.70 |
1.4% |
13,924.81 |
Low |
13,850.27 |
13,893.51 |
43.24 |
0.3% |
13,696.31 |
Close |
13,895.63 |
14,087.55 |
191.92 |
1.4% |
13,895.63 |
Range |
74.54 |
222.00 |
147.46 |
197.8% |
228.50 |
ATR |
150.18 |
155.31 |
5.13 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,698.19 |
14,614.87 |
14,209.65 |
|
R3 |
14,476.19 |
14,392.87 |
14,148.60 |
|
R2 |
14,254.19 |
14,254.19 |
14,128.25 |
|
R1 |
14,170.87 |
14,170.87 |
14,107.90 |
14,212.53 |
PP |
14,032.19 |
14,032.19 |
14,032.19 |
14,053.02 |
S1 |
13,948.87 |
13,948.87 |
14,067.20 |
13,990.53 |
S2 |
13,810.19 |
13,810.19 |
14,046.85 |
|
S3 |
13,588.19 |
13,726.87 |
14,026.50 |
|
S4 |
13,366.19 |
13,504.87 |
13,965.45 |
|
|
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 |
14,115.51 |
13,696.31 |
419.20 |
3.0% |
115.24 |
0.8% |
93% |
True |
False |
|
10 |
14,115.51 |
13,403.18 |
712.33 |
5.1% |
135.41 |
1.0% |
96% |
True |
False |
|
20 |
14,115.51 |
13,021.93 |
1,093.58 |
7.8% |
150.46 |
1.1% |
97% |
True |
False |
|
40 |
14,115.51 |
12,517.94 |
1,597.57 |
11.3% |
187.20 |
1.3% |
98% |
True |
False |
|
60 |
14,115.51 |
12,517.94 |
1,597.57 |
11.3% |
186.99 |
1.3% |
98% |
True |
False |
|
80 |
14,115.51 |
12,517.94 |
1,597.57 |
11.3% |
174.19 |
1.2% |
98% |
True |
False |
|
100 |
14,115.51 |
12,517.94 |
1,597.57 |
11.3% |
161.79 |
1.1% |
98% |
True |
False |
|
120 |
14,115.51 |
12,428.22 |
1,687.29 |
12.0% |
150.51 |
1.1% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,059.01 |
2.618 |
14,696.71 |
1.618 |
14,474.71 |
1.000 |
14,337.51 |
0.618 |
14,252.71 |
HIGH |
14,115.51 |
0.618 |
14,030.71 |
0.500 |
14,004.51 |
0.382 |
13,978.31 |
LOW |
13,893.51 |
0.618 |
13,756.31 |
1.000 |
13,671.51 |
1.618 |
13,534.31 |
2.618 |
13,312.31 |
4.250 |
12,950.01 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,059.87 |
14,052.66 |
PP |
14,032.19 |
14,017.78 |
S1 |
14,004.51 |
13,982.89 |
|