Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,654.0 |
6,752.0 |
98.0 |
1.5% |
6,634.0 |
High |
6,738.0 |
6,798.0 |
60.0 |
0.9% |
6,742.0 |
Low |
6,654.0 |
6,744.0 |
90.0 |
1.4% |
6,599.0 |
Close |
6,708.0 |
6,766.0 |
58.0 |
0.9% |
6,651.0 |
Range |
84.0 |
54.0 |
-30.0 |
-35.7% |
143.0 |
ATR |
83.9 |
84.3 |
0.4 |
0.5% |
0.0 |
Volume |
20,977 |
16,524 |
-4,453 |
-21.2% |
85,972 |
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,931.3 |
6,902.7 |
6,795.7 |
|
R3 |
6,877.3 |
6,848.7 |
6,780.9 |
|
R2 |
6,823.3 |
6,823.3 |
6,775.9 |
|
R1 |
6,794.7 |
6,794.7 |
6,771.0 |
6,809.0 |
PP |
6,769.3 |
6,769.3 |
6,769.3 |
6,776.5 |
S1 |
6,740.7 |
6,740.7 |
6,761.1 |
6,755.0 |
S2 |
6,715.3 |
6,715.3 |
6,756.1 |
|
S3 |
6,661.3 |
6,686.7 |
6,751.2 |
|
S4 |
6,607.3 |
6,632.7 |
6,736.3 |
|
|
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 |
6,798.0 |
6,599.0 |
199.0 |
2.9% |
66.8 |
1.0% |
84% |
True |
False |
17,256 |
10 |
6,798.0 |
6,565.0 |
233.0 |
3.4% |
60.1 |
0.9% |
86% |
True |
False |
18,376 |
20 |
6,798.0 |
6,214.0 |
584.0 |
8.6% |
63.9 |
0.9% |
95% |
True |
False |
26,371 |
40 |
6,798.0 |
5,603.0 |
1,195.0 |
17.7% |
69.7 |
1.0% |
97% |
True |
False |
13,414 |
60 |
6,798.0 |
5,603.0 |
1,195.0 |
17.7% |
65.4 |
1.0% |
97% |
True |
False |
8,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,027.5 |
2.618 |
6,939.4 |
1.618 |
6,885.4 |
1.000 |
6,852.0 |
0.618 |
6,831.4 |
HIGH |
6,798.0 |
0.618 |
6,777.4 |
0.500 |
6,771.0 |
0.382 |
6,764.6 |
LOW |
6,744.0 |
0.618 |
6,710.6 |
1.000 |
6,690.0 |
1.618 |
6,656.6 |
2.618 |
6,602.6 |
4.250 |
6,514.5 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,771.0 |
6,752.7 |
PP |
6,769.3 |
6,739.3 |
S1 |
6,767.7 |
6,726.0 |
|