Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6,752.0 |
6,765.0 |
13.0 |
0.2% |
6,634.0 |
High |
6,798.0 |
6,832.0 |
34.0 |
0.5% |
6,742.0 |
Low |
6,744.0 |
6,754.0 |
10.0 |
0.1% |
6,599.0 |
Close |
6,766.0 |
6,825.0 |
59.0 |
0.9% |
6,651.0 |
Range |
54.0 |
78.0 |
24.0 |
44.4% |
143.0 |
ATR |
84.3 |
83.9 |
-0.5 |
-0.5% |
0.0 |
Volume |
16,524 |
15,985 |
-539 |
-3.3% |
85,972 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,037.7 |
7,009.3 |
6,867.9 |
|
R3 |
6,959.7 |
6,931.3 |
6,846.5 |
|
R2 |
6,881.7 |
6,881.7 |
6,839.3 |
|
R1 |
6,853.3 |
6,853.3 |
6,832.2 |
6,867.5 |
PP |
6,803.7 |
6,803.7 |
6,803.7 |
6,810.8 |
S1 |
6,775.3 |
6,775.3 |
6,817.9 |
6,789.5 |
S2 |
6,725.7 |
6,725.7 |
6,810.7 |
|
S3 |
6,647.7 |
6,697.3 |
6,803.6 |
|
S4 |
6,569.7 |
6,619.3 |
6,782.1 |
|
|
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 |
6,832.0 |
6,634.0 |
198.0 |
2.9% |
65.0 |
1.0% |
96% |
True |
False |
15,889 |
10 |
6,832.0 |
6,582.0 |
250.0 |
3.7% |
63.5 |
0.9% |
97% |
True |
False |
17,593 |
20 |
6,832.0 |
6,214.0 |
618.0 |
9.1% |
65.4 |
1.0% |
99% |
True |
False |
27,063 |
40 |
6,832.0 |
5,656.0 |
1,176.0 |
17.2% |
67.1 |
1.0% |
99% |
True |
False |
13,812 |
60 |
6,832.0 |
5,603.0 |
1,229.0 |
18.0% |
66.1 |
1.0% |
99% |
True |
False |
9,228 |
80 |
6,832.0 |
5,603.0 |
1,229.0 |
18.0% |
56.9 |
0.8% |
99% |
True |
False |
6,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,163.5 |
2.618 |
7,036.2 |
1.618 |
6,958.2 |
1.000 |
6,910.0 |
0.618 |
6,880.2 |
HIGH |
6,832.0 |
0.618 |
6,802.2 |
0.500 |
6,793.0 |
0.382 |
6,783.8 |
LOW |
6,754.0 |
0.618 |
6,705.8 |
1.000 |
6,676.0 |
1.618 |
6,627.8 |
2.618 |
6,549.8 |
4.250 |
6,422.5 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6,814.3 |
6,797.7 |
PP |
6,803.7 |
6,770.3 |
S1 |
6,793.0 |
6,743.0 |
|