Trading Metrics calculated at close of trading on 03-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,087.14 |
14,038.86 |
-48.28 |
-0.3% |
13,821.57 |
High |
14,107.47 |
14,038.94 |
-68.53 |
-0.5% |
13,924.81 |
Low |
14,012.11 |
13,947.73 |
-64.38 |
-0.5% |
13,696.31 |
Close |
14,047.31 |
13,968.05 |
-79.26 |
-0.6% |
13,895.63 |
Range |
95.36 |
91.21 |
-4.15 |
-4.4% |
228.50 |
ATR |
151.03 |
147.35 |
-3.67 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,258.54 |
14,204.50 |
14,018.22 |
|
R3 |
14,167.33 |
14,113.29 |
13,993.13 |
|
R2 |
14,076.12 |
14,076.12 |
13,984.77 |
|
R1 |
14,022.08 |
14,022.08 |
13,976.41 |
14,003.50 |
PP |
13,984.91 |
13,984.91 |
13,984.91 |
13,975.61 |
S1 |
13,930.87 |
13,930.87 |
13,959.69 |
13,912.29 |
S2 |
13,893.70 |
13,893.70 |
13,951.33 |
|
S3 |
13,802.49 |
13,839.66 |
13,942.97 |
|
S4 |
13,711.28 |
13,748.45 |
13,917.88 |
|
|
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 |
13,850.27 |
265.24 |
1.9% |
107.08 |
0.8% |
44% |
False |
False |
|
10 |
14,115.51 |
13,696.31 |
419.20 |
3.0% |
107.63 |
0.8% |
65% |
False |
False |
|
20 |
14,115.51 |
13,021.93 |
1,093.58 |
7.8% |
141.21 |
1.0% |
87% |
False |
False |
|
40 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
177.55 |
1.3% |
91% |
False |
False |
|
60 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
186.53 |
1.3% |
91% |
False |
False |
|
80 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
173.07 |
1.2% |
91% |
False |
False |
|
100 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
160.96 |
1.2% |
91% |
False |
False |
|
120 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
150.28 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,426.58 |
2.618 |
14,277.73 |
1.618 |
14,186.52 |
1.000 |
14,130.15 |
0.618 |
14,095.31 |
HIGH |
14,038.94 |
0.618 |
14,004.10 |
0.500 |
13,993.34 |
0.382 |
13,982.57 |
LOW |
13,947.73 |
0.618 |
13,891.36 |
1.000 |
13,856.52 |
1.618 |
13,800.15 |
2.618 |
13,708.94 |
4.250 |
13,560.09 |
|
|
Fisher Pivots for day following 03-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,993.34 |
14,004.51 |
PP |
13,984.91 |
13,992.36 |
S1 |
13,976.48 |
13,980.20 |
|