Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,496.5 |
7,465.0 |
-31.5 |
-0.4% |
7,429.5 |
High |
7,537.0 |
7,700.0 |
163.0 |
2.2% |
7,553.0 |
Low |
7,437.5 |
7,445.5 |
8.0 |
0.1% |
7,376.0 |
Close |
7,495.5 |
7,581.5 |
86.0 |
1.1% |
7,506.0 |
Range |
99.5 |
254.5 |
155.0 |
155.8% |
177.0 |
ATR |
131.8 |
140.6 |
8.8 |
6.7% |
0.0 |
Volume |
207,161 |
304,571 |
97,410 |
47.0% |
825,012 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,339.2 |
8,214.8 |
7,721.5 |
|
R3 |
8,084.7 |
7,960.3 |
7,651.5 |
|
R2 |
7,830.2 |
7,830.2 |
7,628.2 |
|
R1 |
7,705.8 |
7,705.8 |
7,604.8 |
7,768.0 |
PP |
7,575.7 |
7,575.7 |
7,575.7 |
7,606.8 |
S1 |
7,451.3 |
7,451.3 |
7,558.2 |
7,513.5 |
S2 |
7,321.2 |
7,321.2 |
7,534.8 |
|
S3 |
7,066.7 |
7,196.8 |
7,511.5 |
|
S4 |
6,812.2 |
6,942.3 |
7,441.5 |
|
|
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 |
7,700.0 |
7,431.5 |
268.5 |
3.5% |
121.5 |
1.6% |
56% |
True |
False |
194,199 |
10 |
7,734.5 |
7,376.0 |
358.5 |
4.7% |
129.0 |
1.7% |
57% |
False |
False |
197,435 |
20 |
7,771.5 |
7,373.0 |
398.5 |
5.3% |
126.2 |
1.7% |
52% |
False |
False |
169,121 |
40 |
7,837.0 |
7,220.5 |
616.5 |
8.1% |
143.8 |
1.9% |
59% |
False |
False |
202,321 |
60 |
8,215.0 |
7,220.5 |
994.5 |
13.1% |
134.5 |
1.8% |
36% |
False |
False |
190,010 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
134.9 |
1.8% |
36% |
False |
False |
170,852 |
100 |
8,217.0 |
7,220.5 |
996.5 |
13.1% |
124.9 |
1.6% |
36% |
False |
False |
136,791 |
120 |
8,217.0 |
6,978.0 |
1,239.0 |
16.3% |
116.9 |
1.5% |
49% |
False |
False |
114,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,781.6 |
2.618 |
8,366.3 |
1.618 |
8,111.8 |
1.000 |
7,954.5 |
0.618 |
7,857.3 |
HIGH |
7,700.0 |
0.618 |
7,602.8 |
0.500 |
7,572.8 |
0.382 |
7,542.7 |
LOW |
7,445.5 |
0.618 |
7,288.2 |
1.000 |
7,191.0 |
1.618 |
7,033.7 |
2.618 |
6,779.2 |
4.250 |
6,363.9 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,578.6 |
7,577.3 |
PP |
7,575.7 |
7,573.0 |
S1 |
7,572.8 |
7,568.8 |
|