Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.75 |
1,472.00 |
17.25 |
1.2% |
1,476.00 |
High |
1,474.50 |
1,481.25 |
6.75 |
0.5% |
1,499.25 |
Low |
1,453.25 |
1,465.75 |
12.50 |
0.9% |
1,450.25 |
Close |
1,472.75 |
1,476.25 |
3.50 |
0.2% |
1,459.75 |
Range |
21.25 |
15.50 |
-5.75 |
-27.1% |
49.00 |
ATR |
27.29 |
26.45 |
-0.84 |
-3.1% |
0.00 |
Volume |
2,089,511 |
1,855,898 |
-233,613 |
-11.2% |
6,783,673 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.00 |
1,514.00 |
1,484.75 |
|
R3 |
1,505.50 |
1,498.50 |
1,480.50 |
|
R2 |
1,490.00 |
1,490.00 |
1,479.00 |
|
R1 |
1,483.00 |
1,483.00 |
1,477.75 |
1,486.50 |
PP |
1,474.50 |
1,474.50 |
1,474.50 |
1,476.00 |
S1 |
1,467.50 |
1,467.50 |
1,474.75 |
1,471.00 |
S2 |
1,459.00 |
1,459.00 |
1,473.50 |
|
S3 |
1,443.50 |
1,452.00 |
1,472.00 |
|
S4 |
1,428.00 |
1,436.50 |
1,467.75 |
|
|
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 |
1,484.50 |
1,440.75 |
43.75 |
3.0% |
21.25 |
1.4% |
81% |
False |
False |
1,973,368 |
10 |
1,499.25 |
1,435.00 |
64.25 |
4.4% |
23.25 |
1.6% |
64% |
False |
False |
1,903,349 |
20 |
1,499.25 |
1,374.50 |
124.75 |
8.5% |
28.25 |
1.9% |
82% |
False |
False |
2,080,155 |
40 |
1,565.00 |
1,374.50 |
190.50 |
12.9% |
30.00 |
2.0% |
53% |
False |
False |
2,269,116 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
26.00 |
1.8% |
53% |
False |
False |
1,968,284 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
23.50 |
1.6% |
53% |
False |
False |
1,645,234 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
21.00 |
1.4% |
53% |
False |
False |
1,316,505 |
120 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
19.50 |
1.3% |
53% |
False |
False |
1,097,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,547.00 |
2.618 |
1,521.75 |
1.618 |
1,506.25 |
1.000 |
1,496.75 |
0.618 |
1,490.75 |
HIGH |
1,481.25 |
0.618 |
1,475.25 |
0.500 |
1,473.50 |
0.382 |
1,471.75 |
LOW |
1,465.75 |
0.618 |
1,456.25 |
1.000 |
1,450.25 |
1.618 |
1,440.75 |
2.618 |
1,425.25 |
4.250 |
1,400.00 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,475.25 |
1,471.25 |
PP |
1,474.50 |
1,466.00 |
S1 |
1,473.50 |
1,461.00 |
|