Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
13,969.07 |
14,065.36 |
96.29 |
0.7% |
13,895.71 |
High |
14,124.54 |
14,067.96 |
-56.58 |
-0.4% |
14,124.54 |
Low |
13,968.83 |
14,009.67 |
40.84 |
0.3% |
13,893.51 |
Close |
14,066.01 |
14,043.73 |
-22.28 |
-0.2% |
14,066.01 |
Range |
155.71 |
58.29 |
-97.42 |
-62.6% |
231.03 |
ATR |
142.07 |
136.09 |
-5.98 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,215.32 |
14,187.82 |
14,075.79 |
|
R3 |
14,157.03 |
14,129.53 |
14,059.76 |
|
R2 |
14,098.74 |
14,098.74 |
14,054.42 |
|
R1 |
14,071.24 |
14,071.24 |
14,049.07 |
14,055.85 |
PP |
14,040.45 |
14,040.45 |
14,040.45 |
14,032.76 |
S1 |
14,012.95 |
14,012.95 |
14,038.39 |
13,997.56 |
S2 |
13,982.16 |
13,982.16 |
14,033.04 |
|
S3 |
13,923.87 |
13,954.66 |
14,027.70 |
|
S4 |
13,865.58 |
13,896.37 |
14,011.67 |
|
|
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 |
13,947.73 |
176.81 |
1.3% |
91.87 |
0.7% |
54% |
False |
False |
|
10 |
14,124.54 |
13,696.31 |
428.23 |
3.0% |
103.55 |
0.7% |
81% |
False |
False |
|
20 |
14,124.54 |
13,129.15 |
995.39 |
7.1% |
125.46 |
0.9% |
92% |
False |
False |
|
40 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
163.34 |
1.2% |
95% |
False |
False |
|
60 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
182.85 |
1.3% |
95% |
False |
False |
|
80 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
170.79 |
1.2% |
95% |
False |
False |
|
100 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
160.14 |
1.1% |
95% |
False |
False |
|
120 |
14,124.54 |
12,517.94 |
1,606.60 |
11.4% |
149.95 |
1.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,315.69 |
2.618 |
14,220.56 |
1.618 |
14,162.27 |
1.000 |
14,126.25 |
0.618 |
14,103.98 |
HIGH |
14,067.96 |
0.618 |
14,045.69 |
0.500 |
14,038.82 |
0.382 |
14,031.94 |
LOW |
14,009.67 |
0.618 |
13,973.65 |
1.000 |
13,951.38 |
1.618 |
13,915.36 |
2.618 |
13,857.07 |
4.250 |
13,761.94 |
|
|
Fisher Pivots for day following 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
14,042.09 |
14,041.85 |
PP |
14,040.45 |
14,039.97 |
S1 |
14,038.82 |
14,038.09 |
|