Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,429.5 |
7,460.0 |
30.5 |
0.4% |
7,679.5 |
High |
7,478.5 |
7,506.0 |
27.5 |
0.4% |
7,771.5 |
Low |
7,376.0 |
7,424.0 |
48.0 |
0.7% |
7,431.0 |
Close |
7,386.5 |
7,468.0 |
81.5 |
1.1% |
7,433.5 |
Range |
102.5 |
82.0 |
-20.5 |
-20.0% |
340.5 |
ATR |
146.4 |
144.4 |
-1.9 |
-1.3% |
0.0 |
Volume |
211,203 |
154,546 |
-56,657 |
-26.8% |
842,859 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,712.0 |
7,672.0 |
7,513.1 |
|
R3 |
7,630.0 |
7,590.0 |
7,490.6 |
|
R2 |
7,548.0 |
7,548.0 |
7,483.0 |
|
R1 |
7,508.0 |
7,508.0 |
7,475.5 |
7,528.0 |
PP |
7,466.0 |
7,466.0 |
7,466.0 |
7,476.0 |
S1 |
7,426.0 |
7,426.0 |
7,460.5 |
7,446.0 |
S2 |
7,384.0 |
7,384.0 |
7,453.0 |
|
S3 |
7,302.0 |
7,344.0 |
7,445.5 |
|
S4 |
7,220.0 |
7,262.0 |
7,422.9 |
|
|
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 |
7,734.5 |
7,376.0 |
358.5 |
4.8% |
136.4 |
1.8% |
26% |
False |
False |
200,671 |
10 |
7,771.5 |
7,373.0 |
398.5 |
5.3% |
132.8 |
1.8% |
24% |
False |
False |
176,696 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.4% |
133.0 |
1.8% |
45% |
False |
False |
153,336 |
40 |
8,064.0 |
7,220.5 |
843.5 |
11.3% |
146.8 |
2.0% |
29% |
False |
False |
203,226 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
135.9 |
1.8% |
25% |
False |
False |
192,791 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
132.6 |
1.8% |
25% |
False |
False |
158,757 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
122.5 |
1.6% |
25% |
False |
False |
127,105 |
120 |
8,217.0 |
6,920.0 |
1,297.0 |
17.4% |
114.7 |
1.5% |
42% |
False |
False |
106,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,854.5 |
2.618 |
7,720.7 |
1.618 |
7,638.7 |
1.000 |
7,588.0 |
0.618 |
7,556.7 |
HIGH |
7,506.0 |
0.618 |
7,474.7 |
0.500 |
7,465.0 |
0.382 |
7,455.3 |
LOW |
7,424.0 |
0.618 |
7,373.3 |
1.000 |
7,342.0 |
1.618 |
7,291.3 |
2.618 |
7,209.3 |
4.250 |
7,075.5 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,467.0 |
7,508.8 |
PP |
7,466.0 |
7,495.2 |
S1 |
7,465.0 |
7,481.6 |
|