Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,606.0 |
7,429.5 |
-176.5 |
-2.3% |
7,679.5 |
High |
7,641.5 |
7,478.5 |
-163.0 |
-2.1% |
7,771.5 |
Low |
7,431.0 |
7,376.0 |
-55.0 |
-0.7% |
7,431.0 |
Close |
7,433.5 |
7,386.5 |
-47.0 |
-0.6% |
7,433.5 |
Range |
210.5 |
102.5 |
-108.0 |
-51.3% |
340.5 |
ATR |
149.7 |
146.4 |
-3.4 |
-2.3% |
0.0 |
Volume |
230,426 |
211,203 |
-19,223 |
-8.3% |
842,859 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,721.2 |
7,656.3 |
7,442.9 |
|
R3 |
7,618.7 |
7,553.8 |
7,414.7 |
|
R2 |
7,516.2 |
7,516.2 |
7,405.3 |
|
R1 |
7,451.3 |
7,451.3 |
7,395.9 |
7,432.5 |
PP |
7,413.7 |
7,413.7 |
7,413.7 |
7,404.3 |
S1 |
7,348.8 |
7,348.8 |
7,377.1 |
7,330.0 |
S2 |
7,311.2 |
7,311.2 |
7,367.7 |
|
S3 |
7,208.7 |
7,246.3 |
7,358.3 |
|
S4 |
7,106.2 |
7,143.8 |
7,330.1 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,566.8 |
8,340.7 |
7,620.8 |
|
R3 |
8,226.3 |
8,000.2 |
7,527.1 |
|
R2 |
7,885.8 |
7,885.8 |
7,495.9 |
|
R1 |
7,659.7 |
7,659.7 |
7,464.7 |
7,602.5 |
PP |
7,545.3 |
7,545.3 |
7,545.3 |
7,516.8 |
S1 |
7,319.2 |
7,319.2 |
7,402.3 |
7,262.0 |
S2 |
7,204.8 |
7,204.8 |
7,371.1 |
|
S3 |
6,864.3 |
6,978.7 |
7,339.9 |
|
S4 |
6,523.8 |
6,638.2 |
7,246.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,771.5 |
7,376.0 |
395.5 |
5.4% |
151.7 |
2.1% |
3% |
False |
True |
201,075 |
10 |
7,771.5 |
7,373.0 |
398.5 |
5.4% |
136.9 |
1.9% |
3% |
False |
False |
177,520 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.5% |
134.5 |
1.8% |
30% |
False |
False |
156,702 |
40 |
8,158.0 |
7,220.5 |
937.5 |
12.7% |
147.4 |
2.0% |
18% |
False |
False |
204,074 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.5% |
135.6 |
1.8% |
17% |
False |
False |
192,784 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.5% |
132.0 |
1.8% |
17% |
False |
False |
156,828 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.5% |
122.7 |
1.7% |
17% |
False |
False |
125,565 |
120 |
8,217.0 |
6,818.0 |
1,399.0 |
18.9% |
115.2 |
1.6% |
41% |
False |
False |
104,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,914.1 |
2.618 |
7,746.8 |
1.618 |
7,644.3 |
1.000 |
7,581.0 |
0.618 |
7,541.8 |
HIGH |
7,478.5 |
0.618 |
7,439.3 |
0.500 |
7,427.3 |
0.382 |
7,415.2 |
LOW |
7,376.0 |
0.618 |
7,312.7 |
1.000 |
7,273.5 |
1.618 |
7,210.2 |
2.618 |
7,107.7 |
4.250 |
6,940.4 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,427.3 |
7,521.5 |
PP |
7,413.7 |
7,476.5 |
S1 |
7,400.1 |
7,431.5 |
|