Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
14,038.86 |
13,967.89 |
-70.97 |
-0.5% |
13,821.57 |
High |
14,038.94 |
14,010.41 |
-28.53 |
-0.2% |
13,924.81 |
Low |
13,947.73 |
13,951.63 |
3.90 |
0.0% |
13,696.31 |
Close |
13,968.05 |
13,974.31 |
6.26 |
0.0% |
13,895.63 |
Range |
91.21 |
58.78 |
-32.43 |
-35.6% |
228.50 |
ATR |
147.35 |
141.02 |
-6.33 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,155.12 |
14,123.50 |
14,006.64 |
|
R3 |
14,096.34 |
14,064.72 |
13,990.47 |
|
R2 |
14,037.56 |
14,037.56 |
13,985.09 |
|
R1 |
14,005.94 |
14,005.94 |
13,979.70 |
14,021.75 |
PP |
13,978.78 |
13,978.78 |
13,978.78 |
13,986.69 |
S1 |
13,947.16 |
13,947.16 |
13,968.92 |
13,962.97 |
S2 |
13,920.00 |
13,920.00 |
13,963.53 |
|
S3 |
13,861.22 |
13,888.38 |
13,958.15 |
|
S4 |
13,802.44 |
13,829.60 |
13,941.98 |
|
|
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% |
108.38 |
0.8% |
47% |
False |
False |
|
10 |
14,115.51 |
13,696.31 |
419.20 |
3.0% |
105.39 |
0.8% |
66% |
False |
False |
|
20 |
14,115.51 |
13,021.93 |
1,093.58 |
7.8% |
137.96 |
1.0% |
87% |
False |
False |
|
40 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
173.74 |
1.2% |
91% |
False |
False |
|
60 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
185.57 |
1.3% |
91% |
False |
False |
|
80 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
171.87 |
1.2% |
91% |
False |
False |
|
100 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
160.68 |
1.1% |
91% |
False |
False |
|
120 |
14,115.51 |
12,517.94 |
1,597.57 |
11.4% |
149.77 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,260.23 |
2.618 |
14,164.30 |
1.618 |
14,105.52 |
1.000 |
14,069.19 |
0.618 |
14,046.74 |
HIGH |
14,010.41 |
0.618 |
13,987.96 |
0.500 |
13,981.02 |
0.382 |
13,974.08 |
LOW |
13,951.63 |
0.618 |
13,915.30 |
1.000 |
13,892.85 |
1.618 |
13,856.52 |
2.618 |
13,797.74 |
4.250 |
13,701.82 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
13,981.02 |
14,027.60 |
PP |
13,978.78 |
14,009.84 |
S1 |
13,976.55 |
13,992.07 |
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