Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,460.0 |
7,461.0 |
1.0 |
0.0% |
7,679.5 |
High |
7,506.0 |
7,488.5 |
-17.5 |
-0.2% |
7,771.5 |
Low |
7,424.0 |
7,431.5 |
7.5 |
0.1% |
7,431.0 |
Close |
7,468.0 |
7,479.5 |
11.5 |
0.2% |
7,433.5 |
Range |
82.0 |
57.0 |
-25.0 |
-30.5% |
340.5 |
ATR |
144.4 |
138.2 |
-6.2 |
-4.3% |
0.0 |
Volume |
154,546 |
142,211 |
-12,335 |
-8.0% |
842,859 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.5 |
7,615.5 |
7,510.9 |
|
R3 |
7,580.5 |
7,558.5 |
7,495.2 |
|
R2 |
7,523.5 |
7,523.5 |
7,490.0 |
|
R1 |
7,501.5 |
7,501.5 |
7,484.7 |
7,512.5 |
PP |
7,466.5 |
7,466.5 |
7,466.5 |
7,472.0 |
S1 |
7,444.5 |
7,444.5 |
7,474.3 |
7,455.5 |
S2 |
7,409.5 |
7,409.5 |
7,469.1 |
|
S3 |
7,352.5 |
7,387.5 |
7,463.8 |
|
S4 |
7,295.5 |
7,330.5 |
7,448.2 |
|
|
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 |
7,667.0 |
7,376.0 |
291.0 |
3.9% |
119.6 |
1.6% |
36% |
False |
False |
190,708 |
10 |
7,771.5 |
7,376.0 |
395.5 |
5.3% |
122.5 |
1.6% |
26% |
False |
False |
172,409 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.4% |
127.5 |
1.7% |
47% |
False |
False |
147,400 |
40 |
8,064.0 |
7,220.5 |
843.5 |
11.3% |
145.5 |
1.9% |
31% |
False |
False |
201,191 |
60 |
8,215.0 |
7,220.5 |
994.5 |
13.3% |
134.2 |
1.8% |
26% |
False |
False |
191,787 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
132.4 |
1.8% |
26% |
False |
False |
160,529 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
122.5 |
1.6% |
26% |
False |
False |
128,524 |
120 |
8,217.0 |
6,920.0 |
1,297.0 |
17.3% |
114.7 |
1.5% |
43% |
False |
False |
107,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,730.8 |
2.618 |
7,637.7 |
1.618 |
7,580.7 |
1.000 |
7,545.5 |
0.618 |
7,523.7 |
HIGH |
7,488.5 |
0.618 |
7,466.7 |
0.500 |
7,460.0 |
0.382 |
7,453.3 |
LOW |
7,431.5 |
0.618 |
7,396.3 |
1.000 |
7,374.5 |
1.618 |
7,339.3 |
2.618 |
7,282.3 |
4.250 |
7,189.3 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,473.0 |
7,466.7 |
PP |
7,466.5 |
7,453.8 |
S1 |
7,460.0 |
7,441.0 |
|