Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,479.25 |
1,458.50 |
-20.75 |
-1.4% |
1,476.00 |
High |
1,480.25 |
1,465.50 |
-14.75 |
-1.0% |
1,499.25 |
Low |
1,450.25 |
1,440.75 |
-9.50 |
-0.7% |
1,450.25 |
Close |
1,459.75 |
1,455.25 |
-4.50 |
-0.3% |
1,459.75 |
Range |
30.00 |
24.75 |
-5.25 |
-17.5% |
49.00 |
ATR |
27.99 |
27.76 |
-0.23 |
-0.8% |
0.00 |
Volume |
1,520,257 |
2,462,976 |
942,719 |
62.0% |
6,783,673 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.00 |
1,516.50 |
1,468.75 |
|
R3 |
1,503.25 |
1,491.75 |
1,462.00 |
|
R2 |
1,478.50 |
1,478.50 |
1,459.75 |
|
R1 |
1,467.00 |
1,467.00 |
1,457.50 |
1,460.50 |
PP |
1,453.75 |
1,453.75 |
1,453.75 |
1,450.50 |
S1 |
1,442.25 |
1,442.25 |
1,453.00 |
1,435.50 |
S2 |
1,429.00 |
1,429.00 |
1,450.75 |
|
S3 |
1,404.25 |
1,417.50 |
1,448.50 |
|
S4 |
1,379.50 |
1,392.75 |
1,441.75 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.75 |
1,587.25 |
1,486.75 |
|
R3 |
1,567.75 |
1,538.25 |
1,473.25 |
|
R2 |
1,518.75 |
1,518.75 |
1,468.75 |
|
R1 |
1,489.25 |
1,489.25 |
1,464.25 |
1,479.50 |
PP |
1,469.75 |
1,469.75 |
1,469.75 |
1,465.00 |
S1 |
1,440.25 |
1,440.25 |
1,455.25 |
1,430.50 |
S2 |
1,420.75 |
1,420.75 |
1,450.75 |
|
S3 |
1,371.75 |
1,391.25 |
1,446.25 |
|
S4 |
1,322.75 |
1,342.25 |
1,432.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,499.25 |
1,440.75 |
58.50 |
4.0% |
24.25 |
1.7% |
25% |
False |
True |
1,849,329 |
10 |
1,499.25 |
1,434.75 |
64.50 |
4.4% |
24.75 |
1.7% |
32% |
False |
False |
1,719,488 |
20 |
1,499.25 |
1,374.50 |
124.75 |
8.6% |
29.00 |
2.0% |
65% |
False |
False |
2,154,328 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
29.50 |
2.0% |
42% |
False |
False |
2,225,910 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
25.75 |
1.8% |
42% |
False |
False |
1,953,839 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
23.25 |
1.6% |
42% |
False |
False |
1,595,964 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
21.00 |
1.4% |
42% |
False |
False |
1,277,058 |
120 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
19.25 |
1.3% |
42% |
False |
False |
1,064,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,570.75 |
2.618 |
1,530.25 |
1.618 |
1,505.50 |
1.000 |
1,490.25 |
0.618 |
1,480.75 |
HIGH |
1,465.50 |
0.618 |
1,456.00 |
0.500 |
1,453.00 |
0.382 |
1,450.25 |
LOW |
1,440.75 |
0.618 |
1,425.50 |
1.000 |
1,416.00 |
1.618 |
1,400.75 |
2.618 |
1,376.00 |
4.250 |
1,335.50 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,454.50 |
1,462.50 |
PP |
1,453.75 |
1,460.25 |
S1 |
1,453.00 |
1,457.75 |
|