Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,465.0 |
7,710.0 |
245.0 |
3.3% |
7,429.5 |
High |
7,700.0 |
7,776.0 |
76.0 |
1.0% |
7,553.0 |
Low |
7,445.5 |
7,701.0 |
255.5 |
3.4% |
7,376.0 |
Close |
7,581.5 |
7,756.0 |
174.5 |
2.3% |
7,506.0 |
Range |
254.5 |
75.0 |
-179.5 |
-70.5% |
177.0 |
ATR |
140.6 |
144.4 |
3.9 |
2.7% |
0.0 |
Volume |
304,571 |
308,885 |
4,314 |
1.4% |
825,012 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,969.3 |
7,937.7 |
7,797.3 |
|
R3 |
7,894.3 |
7,862.7 |
7,776.6 |
|
R2 |
7,819.3 |
7,819.3 |
7,769.8 |
|
R1 |
7,787.7 |
7,787.7 |
7,762.9 |
7,803.5 |
PP |
7,744.3 |
7,744.3 |
7,744.3 |
7,752.3 |
S1 |
7,712.7 |
7,712.7 |
7,749.1 |
7,728.5 |
S2 |
7,669.3 |
7,669.3 |
7,742.3 |
|
S3 |
7,594.3 |
7,637.7 |
7,735.4 |
|
S4 |
7,519.3 |
7,562.7 |
7,714.8 |
|
|
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 |
7,776.0 |
7,436.5 |
339.5 |
4.4% |
125.1 |
1.6% |
94% |
True |
False |
227,533 |
10 |
7,776.0 |
7,376.0 |
400.0 |
5.2% |
122.4 |
1.6% |
95% |
True |
False |
209,121 |
20 |
7,776.0 |
7,373.0 |
403.0 |
5.2% |
124.4 |
1.6% |
95% |
True |
False |
175,254 |
40 |
7,797.0 |
7,220.5 |
576.5 |
7.4% |
142.5 |
1.8% |
93% |
False |
False |
202,623 |
60 |
8,215.0 |
7,220.5 |
994.5 |
12.8% |
133.8 |
1.7% |
54% |
False |
False |
191,567 |
80 |
8,217.0 |
7,220.5 |
996.5 |
12.8% |
134.0 |
1.7% |
54% |
False |
False |
174,695 |
100 |
8,217.0 |
7,220.5 |
996.5 |
12.8% |
124.9 |
1.6% |
54% |
False |
False |
139,877 |
120 |
8,217.0 |
7,015.0 |
1,202.0 |
15.5% |
117.0 |
1.5% |
62% |
False |
False |
116,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,094.8 |
2.618 |
7,972.4 |
1.618 |
7,897.4 |
1.000 |
7,851.0 |
0.618 |
7,822.4 |
HIGH |
7,776.0 |
0.618 |
7,747.4 |
0.500 |
7,738.5 |
0.382 |
7,729.7 |
LOW |
7,701.0 |
0.618 |
7,654.7 |
1.000 |
7,626.0 |
1.618 |
7,579.7 |
2.618 |
7,504.7 |
4.250 |
7,382.3 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,750.2 |
7,706.3 |
PP |
7,744.3 |
7,656.5 |
S1 |
7,738.5 |
7,606.8 |
|