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 |
1,551.50 |
1,552.50 |
1.00 |
0.1% |
1,540.50 |
High |
1,554.75 |
1,573.50 |
18.75 |
1.2% |
1,573.50 |
Low |
1,548.00 |
1,550.50 |
2.50 |
0.2% |
1,535.25 |
Close |
1,552.25 |
1,570.75 |
18.50 |
1.2% |
1,570.75 |
Range |
6.75 |
23.00 |
16.25 |
240.7% |
38.25 |
ATR |
18.39 |
18.72 |
0.33 |
1.8% |
0.00 |
Volume |
1,385,584 |
925,288 |
-460,296 |
-33.2% |
6,741,580 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.00 |
1,625.25 |
1,583.50 |
|
R3 |
1,611.00 |
1,602.25 |
1,577.00 |
|
R2 |
1,588.00 |
1,588.00 |
1,575.00 |
|
R1 |
1,579.25 |
1,579.25 |
1,572.75 |
1,583.50 |
PP |
1,565.00 |
1,565.00 |
1,565.00 |
1,567.00 |
S1 |
1,556.25 |
1,556.25 |
1,568.75 |
1,560.50 |
S2 |
1,542.00 |
1,542.00 |
1,566.50 |
|
S3 |
1,519.00 |
1,533.25 |
1,564.50 |
|
S4 |
1,496.00 |
1,510.25 |
1,558.00 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.50 |
1,661.00 |
1,591.75 |
|
R3 |
1,636.25 |
1,622.75 |
1,581.25 |
|
R2 |
1,598.00 |
1,598.00 |
1,577.75 |
|
R1 |
1,584.50 |
1,584.50 |
1,574.25 |
1,591.25 |
PP |
1,559.75 |
1,559.75 |
1,559.75 |
1,563.25 |
S1 |
1,546.25 |
1,546.25 |
1,567.25 |
1,553.00 |
S2 |
1,521.50 |
1,521.50 |
1,563.75 |
|
S3 |
1,483.25 |
1,508.00 |
1,560.25 |
|
S4 |
1,445.00 |
1,469.75 |
1,549.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,573.50 |
1,535.25 |
38.25 |
2.4% |
14.75 |
0.9% |
93% |
True |
False |
1,348,316 |
10 |
1,573.50 |
1,518.75 |
54.75 |
3.5% |
13.75 |
0.9% |
95% |
True |
False |
1,416,838 |
20 |
1,573.50 |
1,453.50 |
120.00 |
7.6% |
17.25 |
1.1% |
98% |
True |
False |
1,299,213 |
40 |
1,573.50 |
1,385.00 |
188.50 |
12.0% |
23.50 |
1.5% |
99% |
True |
False |
659,350 |
60 |
1,579.50 |
1,385.00 |
194.50 |
12.4% |
25.00 |
1.6% |
96% |
False |
False |
440,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.25 |
2.618 |
1,633.75 |
1.618 |
1,610.75 |
1.000 |
1,596.50 |
0.618 |
1,587.75 |
HIGH |
1,573.50 |
0.618 |
1,564.75 |
0.500 |
1,562.00 |
0.382 |
1,559.25 |
LOW |
1,550.50 |
0.618 |
1,536.25 |
1.000 |
1,527.50 |
1.618 |
1,513.25 |
2.618 |
1,490.25 |
4.250 |
1,452.75 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,567.75 |
1,567.25 |
PP |
1,565.00 |
1,563.50 |
S1 |
1,562.00 |
1,560.00 |
|