Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,710.0 |
7,718.0 |
8.0 |
0.1% |
7,429.5 |
High |
7,776.0 |
7,753.0 |
-23.0 |
-0.3% |
7,553.0 |
Low |
7,701.0 |
7,696.5 |
-4.5 |
-0.1% |
7,376.0 |
Close |
7,756.0 |
7,739.0 |
-17.0 |
-0.2% |
7,506.0 |
Range |
75.0 |
56.5 |
-18.5 |
-24.7% |
177.0 |
ATR |
144.4 |
138.3 |
-6.1 |
-4.2% |
0.0 |
Volume |
308,885 |
194,638 |
-114,247 |
-37.0% |
825,012 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,899.0 |
7,875.5 |
7,770.1 |
|
R3 |
7,842.5 |
7,819.0 |
7,754.5 |
|
R2 |
7,786.0 |
7,786.0 |
7,749.4 |
|
R1 |
7,762.5 |
7,762.5 |
7,744.2 |
7,774.3 |
PP |
7,729.5 |
7,729.5 |
7,729.5 |
7,735.4 |
S1 |
7,706.0 |
7,706.0 |
7,733.8 |
7,717.8 |
S2 |
7,673.0 |
7,673.0 |
7,728.6 |
|
S3 |
7,616.5 |
7,649.5 |
7,723.5 |
|
S4 |
7,560.0 |
7,593.0 |
7,707.9 |
|
|
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 |
7,437.5 |
338.5 |
4.4% |
113.1 |
1.5% |
89% |
False |
False |
234,931 |
10 |
7,776.0 |
7,376.0 |
400.0 |
5.2% |
113.4 |
1.5% |
91% |
False |
False |
207,069 |
20 |
7,776.0 |
7,373.0 |
403.0 |
5.2% |
120.3 |
1.6% |
91% |
False |
False |
177,197 |
40 |
7,776.0 |
7,220.5 |
555.5 |
7.2% |
134.7 |
1.7% |
93% |
False |
False |
197,299 |
60 |
8,215.0 |
7,220.5 |
994.5 |
12.9% |
133.0 |
1.7% |
52% |
False |
False |
192,036 |
80 |
8,217.0 |
7,220.5 |
996.5 |
12.9% |
133.9 |
1.7% |
52% |
False |
False |
177,020 |
100 |
8,217.0 |
7,220.5 |
996.5 |
12.9% |
124.9 |
1.6% |
52% |
False |
False |
141,820 |
120 |
8,217.0 |
7,020.0 |
1,197.0 |
15.5% |
116.9 |
1.5% |
60% |
False |
False |
118,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,993.1 |
2.618 |
7,900.9 |
1.618 |
7,844.4 |
1.000 |
7,809.5 |
0.618 |
7,787.9 |
HIGH |
7,753.0 |
0.618 |
7,731.4 |
0.500 |
7,724.8 |
0.382 |
7,718.1 |
LOW |
7,696.5 |
0.618 |
7,661.6 |
1.000 |
7,640.0 |
1.618 |
7,605.1 |
2.618 |
7,548.6 |
4.250 |
7,456.4 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,734.3 |
7,696.3 |
PP |
7,729.5 |
7,653.5 |
S1 |
7,724.8 |
7,610.8 |
|