Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,718.0 |
7,716.0 |
-2.0 |
0.0% |
7,496.5 |
High |
7,753.0 |
7,831.8 |
78.8 |
1.0% |
7,831.8 |
Low |
7,696.5 |
7,709.0 |
12.5 |
0.2% |
7,437.5 |
Close |
7,739.0 |
7,831.8 |
92.8 |
1.2% |
7,831.8 |
Range |
56.5 |
122.8 |
66.3 |
117.3% |
394.3 |
ATR |
138.3 |
137.2 |
-1.1 |
-0.8% |
0.0 |
Volume |
194,638 |
48,364 |
-146,274 |
-75.2% |
1,063,619 |
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,159.3 |
8,118.3 |
7,899.3 |
|
R3 |
8,036.5 |
7,995.5 |
7,865.6 |
|
R2 |
7,913.7 |
7,913.7 |
7,854.3 |
|
R1 |
7,872.7 |
7,872.7 |
7,843.1 |
7,893.2 |
PP |
7,790.9 |
7,790.9 |
7,790.9 |
7,801.1 |
S1 |
7,749.9 |
7,749.9 |
7,820.5 |
7,770.4 |
S2 |
7,668.1 |
7,668.1 |
7,809.3 |
|
S3 |
7,545.3 |
7,627.1 |
7,798.0 |
|
S4 |
7,422.5 |
7,504.3 |
7,764.3 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,883.3 |
8,751.8 |
8,048.7 |
|
R3 |
8,489.0 |
8,357.5 |
7,940.2 |
|
R2 |
8,094.7 |
8,094.7 |
7,904.1 |
|
R1 |
7,963.2 |
7,963.2 |
7,867.9 |
8,029.0 |
PP |
7,700.4 |
7,700.4 |
7,700.4 |
7,733.2 |
S1 |
7,568.9 |
7,568.9 |
7,795.7 |
7,634.7 |
S2 |
7,306.1 |
7,306.1 |
7,759.5 |
|
S3 |
6,911.8 |
7,174.6 |
7,723.4 |
|
S4 |
6,517.5 |
6,780.3 |
7,614.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,831.8 |
7,437.5 |
394.3 |
5.0% |
121.7 |
1.6% |
100% |
True |
False |
212,723 |
10 |
7,831.8 |
7,376.0 |
455.8 |
5.8% |
104.6 |
1.3% |
100% |
True |
False |
188,863 |
20 |
7,831.8 |
7,373.0 |
458.8 |
5.9% |
121.0 |
1.5% |
100% |
True |
False |
172,631 |
40 |
7,831.8 |
7,220.5 |
611.3 |
7.8% |
133.7 |
1.7% |
100% |
True |
False |
188,770 |
60 |
8,215.0 |
7,220.5 |
994.5 |
12.7% |
132.9 |
1.7% |
61% |
False |
False |
189,776 |
80 |
8,217.0 |
7,220.5 |
996.5 |
12.7% |
134.0 |
1.7% |
61% |
False |
False |
177,442 |
100 |
8,217.0 |
7,220.5 |
996.5 |
12.7% |
125.6 |
1.6% |
61% |
False |
False |
142,297 |
120 |
8,217.0 |
7,104.0 |
1,113.0 |
14.2% |
117.2 |
1.5% |
65% |
False |
False |
118,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,353.7 |
2.618 |
8,153.3 |
1.618 |
8,030.5 |
1.000 |
7,954.6 |
0.618 |
7,907.7 |
HIGH |
7,831.8 |
0.618 |
7,784.9 |
0.500 |
7,770.4 |
0.382 |
7,755.9 |
LOW |
7,709.0 |
0.618 |
7,633.1 |
1.000 |
7,586.2 |
1.618 |
7,510.3 |
2.618 |
7,387.5 |
4.250 |
7,187.1 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,811.3 |
7,809.3 |
PP |
7,790.9 |
7,786.7 |
S1 |
7,770.4 |
7,764.2 |
|