Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,570.0 |
6,585.0 |
15.0 |
0.2% |
6,455.0 |
High |
6,609.0 |
6,653.0 |
44.0 |
0.7% |
6,653.0 |
Low |
6,565.0 |
6,582.0 |
17.0 |
0.3% |
6,441.0 |
Close |
6,577.0 |
6,607.0 |
30.0 |
0.5% |
6,607.0 |
Range |
44.0 |
71.0 |
27.0 |
61.4% |
212.0 |
ATR |
89.2 |
88.2 |
-0.9 |
-1.1% |
0.0 |
Volume |
23,808 |
21,896 |
-1,912 |
-8.0% |
106,485 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,827.0 |
6,788.0 |
6,646.1 |
|
R3 |
6,756.0 |
6,717.0 |
6,626.5 |
|
R2 |
6,685.0 |
6,685.0 |
6,620.0 |
|
R1 |
6,646.0 |
6,646.0 |
6,613.5 |
6,665.5 |
PP |
6,614.0 |
6,614.0 |
6,614.0 |
6,623.8 |
S1 |
6,575.0 |
6,575.0 |
6,600.5 |
6,594.5 |
S2 |
6,543.0 |
6,543.0 |
6,594.0 |
|
S3 |
6,472.0 |
6,504.0 |
6,587.5 |
|
S4 |
6,401.0 |
6,433.0 |
6,568.0 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,203.0 |
7,117.0 |
6,723.6 |
|
R3 |
6,991.0 |
6,905.0 |
6,665.3 |
|
R2 |
6,779.0 |
6,779.0 |
6,645.9 |
|
R1 |
6,693.0 |
6,693.0 |
6,626.4 |
6,736.0 |
PP |
6,567.0 |
6,567.0 |
6,567.0 |
6,588.5 |
S1 |
6,481.0 |
6,481.0 |
6,587.6 |
6,524.0 |
S2 |
6,355.0 |
6,355.0 |
6,568.1 |
|
S3 |
6,143.0 |
6,269.0 |
6,548.7 |
|
S4 |
5,931.0 |
6,057.0 |
6,490.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,653.0 |
6,441.0 |
212.0 |
3.2% |
68.6 |
1.0% |
78% |
True |
False |
21,297 |
10 |
6,653.0 |
6,214.0 |
439.0 |
6.6% |
69.3 |
1.0% |
90% |
True |
False |
35,574 |
20 |
6,653.0 |
6,204.0 |
449.0 |
6.8% |
64.3 |
1.0% |
90% |
True |
False |
19,845 |
40 |
6,653.0 |
5,603.0 |
1,050.0 |
15.9% |
68.3 |
1.0% |
96% |
True |
False |
9,973 |
60 |
6,653.0 |
5,603.0 |
1,050.0 |
15.9% |
60.2 |
0.9% |
96% |
True |
False |
6,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,954.8 |
2.618 |
6,838.9 |
1.618 |
6,767.9 |
1.000 |
6,724.0 |
0.618 |
6,696.9 |
HIGH |
6,653.0 |
0.618 |
6,625.9 |
0.500 |
6,617.5 |
0.382 |
6,609.1 |
LOW |
6,582.0 |
0.618 |
6,538.1 |
1.000 |
6,511.0 |
1.618 |
6,467.1 |
2.618 |
6,396.1 |
4.250 |
6,280.3 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,617.5 |
6,599.3 |
PP |
6,614.0 |
6,591.7 |
S1 |
6,610.5 |
6,584.0 |
|