Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1,576.00 |
1,573.00 |
-3.00 |
-0.2% |
1,540.50 |
High |
1,576.25 |
1,586.75 |
10.50 |
0.7% |
1,573.50 |
Low |
1,565.25 |
1,556.25 |
-9.00 |
-0.6% |
1,535.25 |
Close |
1,573.25 |
1,565.25 |
-8.00 |
-0.5% |
1,570.75 |
Range |
11.00 |
30.50 |
19.50 |
177.3% |
38.25 |
ATR |
17.58 |
18.50 |
0.92 |
5.2% |
0.00 |
Volume |
1,282,309 |
1,306,369 |
24,060 |
1.9% |
6,741,580 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.00 |
1,643.50 |
1,582.00 |
|
R3 |
1,630.50 |
1,613.00 |
1,573.75 |
|
R2 |
1,600.00 |
1,600.00 |
1,570.75 |
|
R1 |
1,582.50 |
1,582.50 |
1,568.00 |
1,576.00 |
PP |
1,569.50 |
1,569.50 |
1,569.50 |
1,566.00 |
S1 |
1,552.00 |
1,552.00 |
1,562.50 |
1,545.50 |
S2 |
1,539.00 |
1,539.00 |
1,559.75 |
|
S3 |
1,508.50 |
1,521.50 |
1,556.75 |
|
S4 |
1,478.00 |
1,491.00 |
1,548.50 |
|
|
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 |
1,586.75 |
1,550.50 |
36.25 |
2.3% |
18.50 |
1.2% |
41% |
True |
False |
1,186,143 |
10 |
1,586.75 |
1,533.00 |
53.75 |
3.4% |
15.50 |
1.0% |
60% |
True |
False |
1,305,889 |
20 |
1,586.75 |
1,485.00 |
101.75 |
6.5% |
16.50 |
1.1% |
79% |
True |
False |
1,526,390 |
40 |
1,586.75 |
1,385.00 |
201.75 |
12.9% |
22.00 |
1.4% |
89% |
True |
False |
783,233 |
60 |
1,586.75 |
1,385.00 |
201.75 |
12.9% |
25.50 |
1.6% |
89% |
True |
False |
523,777 |
80 |
1,586.75 |
1,385.00 |
201.75 |
12.9% |
23.50 |
1.5% |
89% |
True |
False |
393,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.50 |
2.618 |
1,666.50 |
1.618 |
1,636.00 |
1.000 |
1,617.25 |
0.618 |
1,605.50 |
HIGH |
1,586.75 |
0.618 |
1,575.00 |
0.500 |
1,571.50 |
0.382 |
1,568.00 |
LOW |
1,556.25 |
0.618 |
1,537.50 |
1.000 |
1,525.75 |
1.618 |
1,507.00 |
2.618 |
1,476.50 |
4.250 |
1,426.50 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1,571.50 |
1,571.50 |
PP |
1,569.50 |
1,569.50 |
S1 |
1,567.25 |
1,567.25 |
|