Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,461.0 |
7,515.5 |
54.5 |
0.7% |
7,429.5 |
High |
7,553.0 |
7,528.0 |
-25.0 |
-0.3% |
7,553.0 |
Low |
7,436.5 |
7,448.0 |
11.5 |
0.2% |
7,376.0 |
Close |
7,551.5 |
7,506.0 |
-45.5 |
-0.6% |
7,506.0 |
Range |
116.5 |
80.0 |
-36.5 |
-31.3% |
177.0 |
ATR |
136.6 |
134.3 |
-2.4 |
-1.7% |
0.0 |
Volume |
157,652 |
159,400 |
1,748 |
1.1% |
825,012 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,734.0 |
7,700.0 |
7,550.0 |
|
R3 |
7,654.0 |
7,620.0 |
7,528.0 |
|
R2 |
7,574.0 |
7,574.0 |
7,520.7 |
|
R1 |
7,540.0 |
7,540.0 |
7,513.3 |
7,517.0 |
PP |
7,494.0 |
7,494.0 |
7,494.0 |
7,482.5 |
S1 |
7,460.0 |
7,460.0 |
7,498.7 |
7,437.0 |
S2 |
7,414.0 |
7,414.0 |
7,491.3 |
|
S3 |
7,334.0 |
7,380.0 |
7,484.0 |
|
S4 |
7,254.0 |
7,300.0 |
7,462.0 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,009.3 |
7,934.7 |
7,603.4 |
|
R3 |
7,832.3 |
7,757.7 |
7,554.7 |
|
R2 |
7,655.3 |
7,655.3 |
7,538.5 |
|
R1 |
7,580.7 |
7,580.7 |
7,522.2 |
7,618.0 |
PP |
7,478.3 |
7,478.3 |
7,478.3 |
7,497.0 |
S1 |
7,403.7 |
7,403.7 |
7,489.8 |
7,441.0 |
S2 |
7,301.3 |
7,301.3 |
7,473.6 |
|
S3 |
7,124.3 |
7,226.7 |
7,457.3 |
|
S4 |
6,947.3 |
7,049.7 |
7,408.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,553.0 |
7,376.0 |
177.0 |
2.4% |
87.6 |
1.2% |
73% |
False |
False |
165,002 |
10 |
7,771.5 |
7,376.0 |
395.5 |
5.3% |
114.4 |
1.5% |
33% |
False |
False |
166,787 |
20 |
7,771.5 |
7,373.0 |
398.5 |
5.3% |
119.0 |
1.6% |
33% |
False |
False |
163,252 |
40 |
7,999.5 |
7,220.5 |
779.0 |
10.4% |
144.0 |
1.9% |
37% |
False |
False |
199,621 |
60 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
132.5 |
1.8% |
29% |
False |
False |
189,303 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
132.2 |
1.8% |
29% |
False |
False |
164,466 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
122.5 |
1.6% |
29% |
False |
False |
131,684 |
120 |
8,217.0 |
6,920.0 |
1,297.0 |
17.3% |
114.9 |
1.5% |
45% |
False |
False |
109,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,868.0 |
2.618 |
7,737.4 |
1.618 |
7,657.4 |
1.000 |
7,608.0 |
0.618 |
7,577.4 |
HIGH |
7,528.0 |
0.618 |
7,497.4 |
0.500 |
7,488.0 |
0.382 |
7,478.6 |
LOW |
7,448.0 |
0.618 |
7,398.6 |
1.000 |
7,368.0 |
1.618 |
7,318.6 |
2.618 |
7,238.6 |
4.250 |
7,108.0 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,500.0 |
7,501.4 |
PP |
7,494.0 |
7,496.8 |
S1 |
7,488.0 |
7,492.3 |
|