Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,472.00 |
1,475.75 |
3.75 |
0.3% |
1,476.00 |
High |
1,481.25 |
1,491.00 |
9.75 |
0.7% |
1,499.25 |
Low |
1,465.75 |
1,471.00 |
5.25 |
0.4% |
1,450.25 |
Close |
1,476.25 |
1,485.00 |
8.75 |
0.6% |
1,459.75 |
Range |
15.50 |
20.00 |
4.50 |
29.0% |
49.00 |
ATR |
26.45 |
25.99 |
-0.46 |
-1.7% |
0.00 |
Volume |
1,855,898 |
1,803,900 |
-51,998 |
-2.8% |
6,783,673 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.25 |
1,533.75 |
1,496.00 |
|
R3 |
1,522.25 |
1,513.75 |
1,490.50 |
|
R2 |
1,502.25 |
1,502.25 |
1,488.75 |
|
R1 |
1,493.75 |
1,493.75 |
1,486.75 |
1,498.00 |
PP |
1,482.25 |
1,482.25 |
1,482.25 |
1,484.50 |
S1 |
1,473.75 |
1,473.75 |
1,483.25 |
1,478.00 |
S2 |
1,462.25 |
1,462.25 |
1,481.25 |
|
S3 |
1,442.25 |
1,453.75 |
1,479.50 |
|
S4 |
1,422.25 |
1,433.75 |
1,474.00 |
|
|
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 |
1,491.00 |
1,440.75 |
50.25 |
3.4% |
22.25 |
1.5% |
88% |
True |
False |
1,946,508 |
10 |
1,499.25 |
1,440.75 |
58.50 |
3.9% |
22.00 |
1.5% |
76% |
False |
False |
1,886,895 |
20 |
1,499.25 |
1,374.50 |
124.75 |
8.4% |
27.50 |
1.8% |
89% |
False |
False |
2,040,355 |
40 |
1,565.00 |
1,374.50 |
190.50 |
12.8% |
30.00 |
2.0% |
58% |
False |
False |
2,282,524 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
26.00 |
1.8% |
58% |
False |
False |
1,984,140 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
23.50 |
1.6% |
58% |
False |
False |
1,667,758 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
21.25 |
1.4% |
58% |
False |
False |
1,334,536 |
120 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
19.50 |
1.3% |
58% |
False |
False |
1,112,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,576.00 |
2.618 |
1,543.25 |
1.618 |
1,523.25 |
1.000 |
1,511.00 |
0.618 |
1,503.25 |
HIGH |
1,491.00 |
0.618 |
1,483.25 |
0.500 |
1,481.00 |
0.382 |
1,478.75 |
LOW |
1,471.00 |
0.618 |
1,458.75 |
1.000 |
1,451.00 |
1.618 |
1,438.75 |
2.618 |
1,418.75 |
4.250 |
1,386.00 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,483.75 |
1,480.75 |
PP |
1,482.25 |
1,476.50 |
S1 |
1,481.00 |
1,472.00 |
|