Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,685.0 |
6,655.0 |
-30.0 |
-0.4% |
6,634.0 |
High |
6,686.0 |
6,672.0 |
-14.0 |
-0.2% |
6,742.0 |
Low |
6,599.0 |
6,634.0 |
35.0 |
0.5% |
6,599.0 |
Close |
6,643.0 |
6,651.0 |
8.0 |
0.1% |
6,651.0 |
Range |
87.0 |
38.0 |
-49.0 |
-56.3% |
143.0 |
ATR |
87.3 |
83.8 |
-3.5 |
-4.0% |
0.0 |
Volume |
22,817 |
11,380 |
-11,437 |
-50.1% |
85,972 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,766.3 |
6,746.7 |
6,671.9 |
|
R3 |
6,728.3 |
6,708.7 |
6,661.5 |
|
R2 |
6,690.3 |
6,690.3 |
6,658.0 |
|
R1 |
6,670.7 |
6,670.7 |
6,654.5 |
6,661.5 |
PP |
6,652.3 |
6,652.3 |
6,652.3 |
6,647.8 |
S1 |
6,632.7 |
6,632.7 |
6,647.5 |
6,623.5 |
S2 |
6,614.3 |
6,614.3 |
6,644.0 |
|
S3 |
6,576.3 |
6,594.7 |
6,640.6 |
|
S4 |
6,538.3 |
6,556.7 |
6,630.1 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,093.0 |
7,015.0 |
6,729.7 |
|
R3 |
6,950.0 |
6,872.0 |
6,690.3 |
|
R2 |
6,807.0 |
6,807.0 |
6,677.2 |
|
R1 |
6,729.0 |
6,729.0 |
6,664.1 |
6,768.0 |
PP |
6,664.0 |
6,664.0 |
6,664.0 |
6,683.5 |
S1 |
6,586.0 |
6,586.0 |
6,637.9 |
6,625.0 |
S2 |
6,521.0 |
6,521.0 |
6,624.8 |
|
S3 |
6,378.0 |
6,443.0 |
6,611.7 |
|
S4 |
6,235.0 |
6,300.0 |
6,572.4 |
|
|
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 |
6,599.0 |
143.0 |
2.2% |
55.4 |
0.8% |
36% |
False |
False |
17,194 |
10 |
6,742.0 |
6,441.0 |
301.0 |
4.5% |
62.0 |
0.9% |
70% |
False |
False |
19,245 |
20 |
6,742.0 |
6,204.0 |
538.0 |
8.1% |
65.5 |
1.0% |
83% |
False |
False |
24,106 |
40 |
6,742.0 |
5,603.0 |
1,139.0 |
17.1% |
69.4 |
1.0% |
92% |
False |
False |
12,116 |
60 |
6,742.0 |
5,603.0 |
1,139.0 |
17.1% |
62.8 |
0.9% |
92% |
False |
False |
8,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,833.5 |
2.618 |
6,771.5 |
1.618 |
6,733.5 |
1.000 |
6,710.0 |
0.618 |
6,695.5 |
HIGH |
6,672.0 |
0.618 |
6,657.5 |
0.500 |
6,653.0 |
0.382 |
6,648.5 |
LOW |
6,634.0 |
0.618 |
6,610.5 |
1.000 |
6,596.0 |
1.618 |
6,572.5 |
2.618 |
6,534.5 |
4.250 |
6,472.5 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,653.0 |
6,668.5 |
PP |
6,652.3 |
6,662.7 |
S1 |
6,651.7 |
6,656.8 |
|