Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,967.89 |
13,969.07 |
1.18 |
0.0% |
13,895.71 |
High |
14,010.41 |
14,124.54 |
114.13 |
0.8% |
14,124.54 |
Low |
13,951.63 |
13,968.83 |
17.20 |
0.1% |
13,893.51 |
Close |
13,974.31 |
14,066.01 |
91.70 |
0.7% |
14,066.01 |
Range |
58.78 |
155.71 |
96.93 |
164.9% |
231.03 |
ATR |
141.02 |
142.07 |
1.05 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,520.26 |
14,448.84 |
14,151.65 |
|
R3 |
14,364.55 |
14,293.13 |
14,108.83 |
|
R2 |
14,208.84 |
14,208.84 |
14,094.56 |
|
R1 |
14,137.42 |
14,137.42 |
14,080.28 |
14,173.13 |
PP |
14,053.13 |
14,053.13 |
14,053.13 |
14,070.98 |
S1 |
13,981.71 |
13,981.71 |
14,051.74 |
14,017.42 |
S2 |
13,897.42 |
13,897.42 |
14,037.46 |
|
S3 |
13,741.71 |
13,826.00 |
14,023.19 |
|
S4 |
13,586.00 |
13,670.29 |
13,980.37 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,721.11 |
14,624.59 |
14,193.08 |
|
R3 |
14,490.08 |
14,393.56 |
14,129.54 |
|
R2 |
14,259.05 |
14,259.05 |
14,108.37 |
|
R1 |
14,162.53 |
14,162.53 |
14,087.19 |
14,210.79 |
PP |
14,028.02 |
14,028.02 |
14,028.02 |
14,052.15 |
S1 |
13,931.50 |
13,931.50 |
14,044.83 |
13,979.76 |
S2 |
13,796.99 |
13,796.99 |
14,023.65 |
|
S3 |
13,565.96 |
13,700.47 |
14,002.48 |
|
S4 |
13,334.93 |
13,469.44 |
13,938.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,124.54 |
13,893.51 |
231.03 |
1.6% |
124.61 |
0.9% |
75% |
True |
False |
|
10 |
14,124.54 |
13,696.31 |
428.23 |
3.0% |
110.07 |
0.8% |
86% |
True |
False |
|
20 |
14,124.54 |
13,021.93 |
1,102.61 |
7.8% |
131.81 |
0.9% |
95% |
True |
False |
|
40 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
168.09 |
1.2% |
96% |
True |
False |
|
60 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
183.32 |
1.3% |
96% |
True |
False |
|
80 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
171.34 |
1.2% |
96% |
True |
False |
|
100 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
160.81 |
1.1% |
96% |
True |
False |
|
120 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
150.38 |
1.1% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,786.31 |
2.618 |
14,532.19 |
1.618 |
14,376.48 |
1.000 |
14,280.25 |
0.618 |
14,220.77 |
HIGH |
14,124.54 |
0.618 |
14,065.06 |
0.500 |
14,046.69 |
0.382 |
14,028.31 |
LOW |
13,968.83 |
0.618 |
13,872.60 |
1.000 |
13,813.12 |
1.618 |
13,716.89 |
2.618 |
13,561.18 |
4.250 |
13,307.06 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,059.57 |
14,056.05 |
PP |
14,053.13 |
14,046.09 |
S1 |
14,046.69 |
14,036.14 |
|