Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,461.0 |
7,461.0 |
0.0 |
0.0% |
7,679.5 |
High |
7,488.5 |
7,553.0 |
64.5 |
0.9% |
7,771.5 |
Low |
7,431.5 |
7,436.5 |
5.0 |
0.1% |
7,431.0 |
Close |
7,479.5 |
7,551.5 |
72.0 |
1.0% |
7,433.5 |
Range |
57.0 |
116.5 |
59.5 |
104.4% |
340.5 |
ATR |
138.2 |
136.6 |
-1.5 |
-1.1% |
0.0 |
Volume |
142,211 |
157,652 |
15,441 |
10.9% |
842,859 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,863.2 |
7,823.8 |
7,615.6 |
|
R3 |
7,746.7 |
7,707.3 |
7,583.5 |
|
R2 |
7,630.2 |
7,630.2 |
7,572.9 |
|
R1 |
7,590.8 |
7,590.8 |
7,562.2 |
7,610.5 |
PP |
7,513.7 |
7,513.7 |
7,513.7 |
7,523.5 |
S1 |
7,474.3 |
7,474.3 |
7,540.8 |
7,494.0 |
S2 |
7,397.2 |
7,397.2 |
7,530.1 |
|
S3 |
7,280.7 |
7,357.8 |
7,519.5 |
|
S4 |
7,164.2 |
7,241.3 |
7,487.4 |
|
|
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 |
7,641.5 |
7,376.0 |
265.5 |
3.5% |
113.7 |
1.5% |
66% |
False |
False |
179,207 |
10 |
7,771.5 |
7,376.0 |
395.5 |
5.2% |
121.7 |
1.6% |
44% |
False |
False |
169,739 |
20 |
7,771.5 |
7,220.5 |
551.0 |
7.3% |
125.0 |
1.7% |
60% |
False |
False |
155,282 |
40 |
8,059.5 |
7,220.5 |
839.0 |
11.1% |
146.6 |
1.9% |
39% |
False |
False |
201,038 |
60 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
133.6 |
1.8% |
33% |
False |
False |
189,575 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
132.7 |
1.8% |
33% |
False |
False |
162,482 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
122.6 |
1.6% |
33% |
False |
False |
130,097 |
120 |
8,217.0 |
6,920.0 |
1,297.0 |
17.2% |
115.0 |
1.5% |
49% |
False |
False |
108,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,048.1 |
2.618 |
7,858.0 |
1.618 |
7,741.5 |
1.000 |
7,669.5 |
0.618 |
7,625.0 |
HIGH |
7,553.0 |
0.618 |
7,508.5 |
0.500 |
7,494.8 |
0.382 |
7,481.0 |
LOW |
7,436.5 |
0.618 |
7,364.5 |
1.000 |
7,320.0 |
1.618 |
7,248.0 |
2.618 |
7,131.5 |
4.250 |
6,941.4 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,532.6 |
7,530.5 |
PP |
7,513.7 |
7,509.5 |
S1 |
7,494.8 |
7,488.5 |
|