Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,716.0 |
6,685.0 |
-31.0 |
-0.5% |
6,455.0 |
High |
6,738.0 |
6,686.0 |
-52.0 |
-0.8% |
6,653.0 |
Low |
6,696.0 |
6,599.0 |
-97.0 |
-1.4% |
6,441.0 |
Close |
6,722.0 |
6,643.0 |
-79.0 |
-1.2% |
6,607.0 |
Range |
42.0 |
87.0 |
45.0 |
107.1% |
212.0 |
ATR |
84.6 |
87.3 |
2.7 |
3.2% |
0.0 |
Volume |
15,873 |
22,817 |
6,944 |
43.7% |
106,485 |
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,903.7 |
6,860.3 |
6,690.9 |
|
R3 |
6,816.7 |
6,773.3 |
6,666.9 |
|
R2 |
6,729.7 |
6,729.7 |
6,659.0 |
|
R1 |
6,686.3 |
6,686.3 |
6,651.0 |
6,664.5 |
PP |
6,642.7 |
6,642.7 |
6,642.7 |
6,631.8 |
S1 |
6,599.3 |
6,599.3 |
6,635.0 |
6,577.5 |
S2 |
6,555.7 |
6,555.7 |
6,627.1 |
|
S3 |
6,468.7 |
6,512.3 |
6,619.1 |
|
S4 |
6,381.7 |
6,425.3 |
6,595.2 |
|
|
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 |
6,742.0 |
6,582.0 |
160.0 |
2.4% |
62.0 |
0.9% |
38% |
False |
False |
19,297 |
10 |
6,742.0 |
6,401.0 |
341.0 |
5.1% |
62.3 |
0.9% |
71% |
False |
False |
19,724 |
20 |
6,742.0 |
6,204.0 |
538.0 |
8.1% |
65.8 |
1.0% |
82% |
False |
False |
23,544 |
40 |
6,742.0 |
5,603.0 |
1,139.0 |
17.1% |
70.4 |
1.1% |
91% |
False |
False |
11,832 |
60 |
6,742.0 |
5,603.0 |
1,139.0 |
17.1% |
62.5 |
0.9% |
91% |
False |
False |
7,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,055.8 |
2.618 |
6,913.8 |
1.618 |
6,826.8 |
1.000 |
6,773.0 |
0.618 |
6,739.8 |
HIGH |
6,686.0 |
0.618 |
6,652.8 |
0.500 |
6,642.5 |
0.382 |
6,632.2 |
LOW |
6,599.0 |
0.618 |
6,545.2 |
1.000 |
6,512.0 |
1.618 |
6,458.2 |
2.618 |
6,371.2 |
4.250 |
6,229.3 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,642.8 |
6,670.5 |
PP |
6,642.7 |
6,661.3 |
S1 |
6,642.5 |
6,652.2 |
|