Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,458.50 |
1,454.75 |
-3.75 |
-0.3% |
1,476.00 |
High |
1,465.50 |
1,474.50 |
9.00 |
0.6% |
1,499.25 |
Low |
1,440.75 |
1,453.25 |
12.50 |
0.9% |
1,450.25 |
Close |
1,455.25 |
1,472.75 |
17.50 |
1.2% |
1,459.75 |
Range |
24.75 |
21.25 |
-3.50 |
-14.1% |
49.00 |
ATR |
27.76 |
27.29 |
-0.46 |
-1.7% |
0.00 |
Volume |
2,462,976 |
2,089,511 |
-373,465 |
-15.2% |
6,783,673 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.50 |
1,523.00 |
1,484.50 |
|
R3 |
1,509.25 |
1,501.75 |
1,478.50 |
|
R2 |
1,488.00 |
1,488.00 |
1,476.75 |
|
R1 |
1,480.50 |
1,480.50 |
1,474.75 |
1,484.25 |
PP |
1,466.75 |
1,466.75 |
1,466.75 |
1,468.75 |
S1 |
1,459.25 |
1,459.25 |
1,470.75 |
1,463.00 |
S2 |
1,445.50 |
1,445.50 |
1,468.75 |
|
S3 |
1,424.25 |
1,438.00 |
1,467.00 |
|
S4 |
1,403.00 |
1,416.75 |
1,461.00 |
|
|
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 |
1,489.50 |
1,440.75 |
48.75 |
3.3% |
22.50 |
1.5% |
66% |
False |
False |
1,923,259 |
10 |
1,499.25 |
1,434.75 |
64.50 |
4.4% |
25.25 |
1.7% |
59% |
False |
False |
1,808,945 |
20 |
1,499.25 |
1,374.50 |
124.75 |
8.5% |
29.25 |
2.0% |
79% |
False |
False |
2,077,300 |
40 |
1,565.50 |
1,374.50 |
191.00 |
13.0% |
29.75 |
2.0% |
51% |
False |
False |
2,249,758 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
25.75 |
1.8% |
51% |
False |
False |
1,960,130 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
23.50 |
1.6% |
51% |
False |
False |
1,622,048 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
21.00 |
1.4% |
51% |
False |
False |
1,297,950 |
120 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
19.25 |
1.3% |
51% |
False |
False |
1,081,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,564.75 |
2.618 |
1,530.25 |
1.618 |
1,509.00 |
1.000 |
1,495.75 |
0.618 |
1,487.75 |
HIGH |
1,474.50 |
0.618 |
1,466.50 |
0.500 |
1,464.00 |
0.382 |
1,461.25 |
LOW |
1,453.25 |
0.618 |
1,440.00 |
1.000 |
1,432.00 |
1.618 |
1,418.75 |
2.618 |
1,397.50 |
4.250 |
1,363.00 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,469.75 |
1,468.75 |
PP |
1,466.75 |
1,464.50 |
S1 |
1,464.00 |
1,460.50 |
|