Trading Metrics calculated at close of trading on 02-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,895.71 |
14,087.14 |
191.43 |
1.4% |
13,821.57 |
High |
14,115.51 |
14,107.47 |
-8.04 |
-0.1% |
13,924.81 |
Low |
13,893.51 |
14,012.11 |
118.60 |
0.9% |
13,696.31 |
Close |
14,087.55 |
14,047.31 |
-40.24 |
-0.3% |
13,895.63 |
Range |
222.00 |
95.36 |
-126.64 |
-57.0% |
228.50 |
ATR |
155.31 |
151.03 |
-4.28 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,341.71 |
14,289.87 |
14,099.76 |
|
R3 |
14,246.35 |
14,194.51 |
14,073.53 |
|
R2 |
14,150.99 |
14,150.99 |
14,064.79 |
|
R1 |
14,099.15 |
14,099.15 |
14,056.05 |
14,077.39 |
PP |
14,055.63 |
14,055.63 |
14,055.63 |
14,044.75 |
S1 |
14,003.79 |
14,003.79 |
14,038.57 |
13,982.03 |
S2 |
13,960.27 |
13,960.27 |
14,029.83 |
|
S3 |
13,864.91 |
13,908.43 |
14,021.09 |
|
S4 |
13,769.55 |
13,813.07 |
13,994.86 |
|
|
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 |
13,779.30 |
336.21 |
2.4% |
116.13 |
0.8% |
80% |
False |
False |
|
10 |
14,115.51 |
13,696.31 |
419.20 |
3.0% |
111.27 |
0.8% |
84% |
False |
False |
|
20 |
14,115.51 |
13,021.93 |
1,093.58 |
7.8% |
146.40 |
1.0% |
94% |
False |
False |
|
40 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
181.79 |
1.3% |
96% |
False |
False |
|
60 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
187.56 |
1.3% |
96% |
False |
False |
|
80 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
173.13 |
1.2% |
96% |
False |
False |
|
100 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
161.26 |
1.1% |
96% |
False |
False |
|
120 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
150.23 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,512.75 |
2.618 |
14,357.12 |
1.618 |
14,261.76 |
1.000 |
14,202.83 |
0.618 |
14,166.40 |
HIGH |
14,107.47 |
0.618 |
14,071.04 |
0.500 |
14,059.79 |
0.382 |
14,048.54 |
LOW |
14,012.11 |
0.618 |
13,953.18 |
1.000 |
13,916.75 |
1.618 |
13,857.82 |
2.618 |
13,762.46 |
4.250 |
13,606.83 |
|
|
Fisher Pivots for day following 02-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,059.79 |
14,025.84 |
PP |
14,055.63 |
14,004.36 |
S1 |
14,051.47 |
13,982.89 |
|