Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,585.0 |
6,634.0 |
49.0 |
0.7% |
6,455.0 |
High |
6,653.0 |
6,662.0 |
9.0 |
0.1% |
6,653.0 |
Low |
6,582.0 |
6,607.0 |
25.0 |
0.4% |
6,441.0 |
Close |
6,607.0 |
6,628.0 |
21.0 |
0.3% |
6,607.0 |
Range |
71.0 |
55.0 |
-16.0 |
-22.5% |
212.0 |
ATR |
88.2 |
85.9 |
-2.4 |
-2.7% |
0.0 |
Volume |
21,896 |
11,494 |
-10,402 |
-47.5% |
106,485 |
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,797.3 |
6,767.7 |
6,658.3 |
|
R3 |
6,742.3 |
6,712.7 |
6,643.1 |
|
R2 |
6,687.3 |
6,687.3 |
6,638.1 |
|
R1 |
6,657.7 |
6,657.7 |
6,633.0 |
6,645.0 |
PP |
6,632.3 |
6,632.3 |
6,632.3 |
6,626.0 |
S1 |
6,602.7 |
6,602.7 |
6,623.0 |
6,590.0 |
S2 |
6,577.3 |
6,577.3 |
6,617.9 |
|
S3 |
6,522.3 |
6,547.7 |
6,612.9 |
|
S4 |
6,467.3 |
6,492.7 |
6,597.8 |
|
|
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 |
6,662.0 |
6,474.0 |
188.0 |
2.8% |
61.8 |
0.9% |
82% |
True |
False |
19,525 |
10 |
6,662.0 |
6,214.0 |
448.0 |
6.8% |
69.0 |
1.0% |
92% |
True |
False |
30,960 |
20 |
6,662.0 |
6,204.0 |
458.0 |
6.9% |
67.0 |
1.0% |
93% |
True |
False |
20,408 |
40 |
6,662.0 |
5,603.0 |
1,059.0 |
16.0% |
69.0 |
1.0% |
97% |
True |
False |
10,260 |
60 |
6,662.0 |
5,603.0 |
1,059.0 |
16.0% |
60.7 |
0.9% |
97% |
True |
False |
6,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,895.8 |
2.618 |
6,806.0 |
1.618 |
6,751.0 |
1.000 |
6,717.0 |
0.618 |
6,696.0 |
HIGH |
6,662.0 |
0.618 |
6,641.0 |
0.500 |
6,634.5 |
0.382 |
6,628.0 |
LOW |
6,607.0 |
0.618 |
6,573.0 |
1.000 |
6,552.0 |
1.618 |
6,518.0 |
2.618 |
6,463.0 |
4.250 |
6,373.3 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,634.5 |
6,623.2 |
PP |
6,632.3 |
6,618.3 |
S1 |
6,630.2 |
6,613.5 |
|