Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,515.5 |
7,496.5 |
-19.0 |
-0.3% |
7,429.5 |
High |
7,528.0 |
7,537.0 |
9.0 |
0.1% |
7,553.0 |
Low |
7,448.0 |
7,437.5 |
-10.5 |
-0.1% |
7,376.0 |
Close |
7,506.0 |
7,495.5 |
-10.5 |
-0.1% |
7,506.0 |
Range |
80.0 |
99.5 |
19.5 |
24.4% |
177.0 |
ATR |
134.3 |
131.8 |
-2.5 |
-1.9% |
0.0 |
Volume |
159,400 |
207,161 |
47,761 |
30.0% |
825,012 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,788.5 |
7,741.5 |
7,550.2 |
|
R3 |
7,689.0 |
7,642.0 |
7,522.9 |
|
R2 |
7,589.5 |
7,589.5 |
7,513.7 |
|
R1 |
7,542.5 |
7,542.5 |
7,504.6 |
7,516.3 |
PP |
7,490.0 |
7,490.0 |
7,490.0 |
7,476.9 |
S1 |
7,443.0 |
7,443.0 |
7,486.4 |
7,416.8 |
S2 |
7,390.5 |
7,390.5 |
7,477.3 |
|
S3 |
7,291.0 |
7,343.5 |
7,468.1 |
|
S4 |
7,191.5 |
7,244.0 |
7,440.8 |
|
|
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 |
7,424.0 |
129.0 |
1.7% |
87.0 |
1.2% |
55% |
False |
False |
164,194 |
10 |
7,771.5 |
7,376.0 |
395.5 |
5.3% |
119.4 |
1.6% |
30% |
False |
False |
182,634 |
20 |
7,771.5 |
7,373.0 |
398.5 |
5.3% |
119.8 |
1.6% |
31% |
False |
False |
165,086 |
40 |
7,986.0 |
7,220.5 |
765.5 |
10.2% |
143.7 |
1.9% |
36% |
False |
False |
200,739 |
60 |
8,215.0 |
7,220.5 |
994.5 |
13.3% |
131.8 |
1.8% |
28% |
False |
False |
188,954 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
132.3 |
1.8% |
28% |
False |
False |
167,050 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.3% |
123.1 |
1.6% |
28% |
False |
False |
133,749 |
120 |
8,217.0 |
6,920.0 |
1,297.0 |
17.3% |
115.3 |
1.5% |
44% |
False |
False |
111,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,959.9 |
2.618 |
7,797.5 |
1.618 |
7,698.0 |
1.000 |
7,636.5 |
0.618 |
7,598.5 |
HIGH |
7,537.0 |
0.618 |
7,499.0 |
0.500 |
7,487.3 |
0.382 |
7,475.5 |
LOW |
7,437.5 |
0.618 |
7,376.0 |
1.000 |
7,338.0 |
1.618 |
7,276.5 |
2.618 |
7,177.0 |
4.250 |
7,014.6 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,492.8 |
7,495.3 |
PP |
7,490.0 |
7,495.0 |
S1 |
7,487.3 |
7,494.8 |
|