Trading Metrics calculated at close of trading on 09-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1,570.25 |
1,563.00 |
-7.25 |
-0.5% |
1,540.50 |
High |
1,570.50 |
1,577.50 |
7.00 |
0.4% |
1,573.50 |
Low |
1,559.75 |
1,560.50 |
0.75 |
0.0% |
1,535.25 |
Close |
1,562.75 |
1,576.25 |
13.50 |
0.9% |
1,570.75 |
Range |
10.75 |
17.00 |
6.25 |
58.1% |
38.25 |
ATR |
18.17 |
18.09 |
-0.08 |
-0.5% |
0.00 |
Volume |
1,698,410 |
718,340 |
-980,070 |
-57.7% |
6,741,580 |
|
Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.50 |
1,616.25 |
1,585.50 |
|
R3 |
1,605.50 |
1,599.25 |
1,581.00 |
|
R2 |
1,588.50 |
1,588.50 |
1,579.25 |
|
R1 |
1,582.25 |
1,582.25 |
1,577.75 |
1,585.50 |
PP |
1,571.50 |
1,571.50 |
1,571.50 |
1,573.00 |
S1 |
1,565.25 |
1,565.25 |
1,574.75 |
1,568.50 |
S2 |
1,554.50 |
1,554.50 |
1,573.25 |
|
S3 |
1,537.50 |
1,548.25 |
1,571.50 |
|
S4 |
1,520.50 |
1,531.25 |
1,567.00 |
|
|
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 |
1,577.50 |
1,546.50 |
31.00 |
2.0% |
13.50 |
0.9% |
96% |
True |
False |
1,200,275 |
10 |
1,577.50 |
1,528.50 |
49.00 |
3.1% |
13.75 |
0.9% |
97% |
True |
False |
1,374,160 |
20 |
1,577.50 |
1,479.00 |
98.50 |
6.2% |
16.25 |
1.0% |
99% |
True |
False |
1,411,467 |
40 |
1,577.50 |
1,385.00 |
192.50 |
12.2% |
22.75 |
1.4% |
99% |
True |
False |
719,366 |
60 |
1,578.75 |
1,385.00 |
193.75 |
12.3% |
25.25 |
1.6% |
99% |
False |
False |
480,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,649.75 |
2.618 |
1,622.00 |
1.618 |
1,605.00 |
1.000 |
1,594.50 |
0.618 |
1,588.00 |
HIGH |
1,577.50 |
0.618 |
1,571.00 |
0.500 |
1,569.00 |
0.382 |
1,567.00 |
LOW |
1,560.50 |
0.618 |
1,550.00 |
1.000 |
1,543.50 |
1.618 |
1,533.00 |
2.618 |
1,516.00 |
4.250 |
1,488.25 |
|
|
Fisher Pivots for day following 09-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,573.75 |
1,572.25 |
PP |
1,571.50 |
1,568.00 |
S1 |
1,569.00 |
1,564.00 |
|