Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,475.75 |
1,484.75 |
9.00 |
0.6% |
1,458.50 |
High |
1,491.00 |
1,487.00 |
-4.00 |
-0.3% |
1,491.00 |
Low |
1,471.00 |
1,473.25 |
2.25 |
0.2% |
1,440.75 |
Close |
1,485.00 |
1,485.00 |
0.00 |
0.0% |
1,485.00 |
Range |
20.00 |
13.75 |
-6.25 |
-31.3% |
50.25 |
ATR |
25.99 |
25.11 |
-0.87 |
-3.4% |
0.00 |
Volume |
1,803,900 |
865,138 |
-938,762 |
-52.0% |
9,077,423 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.00 |
1,517.75 |
1,492.50 |
|
R3 |
1,509.25 |
1,504.00 |
1,488.75 |
|
R2 |
1,495.50 |
1,495.50 |
1,487.50 |
|
R1 |
1,490.25 |
1,490.25 |
1,486.25 |
1,493.00 |
PP |
1,481.75 |
1,481.75 |
1,481.75 |
1,483.00 |
S1 |
1,476.50 |
1,476.50 |
1,483.75 |
1,479.00 |
S2 |
1,468.00 |
1,468.00 |
1,482.50 |
|
S3 |
1,454.25 |
1,462.75 |
1,481.25 |
|
S4 |
1,440.50 |
1,449.00 |
1,477.50 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.00 |
1,604.25 |
1,512.75 |
|
R3 |
1,572.75 |
1,554.00 |
1,498.75 |
|
R2 |
1,522.50 |
1,522.50 |
1,494.25 |
|
R1 |
1,503.75 |
1,503.75 |
1,489.50 |
1,513.00 |
PP |
1,472.25 |
1,472.25 |
1,472.25 |
1,477.00 |
S1 |
1,453.50 |
1,453.50 |
1,480.50 |
1,463.00 |
S2 |
1,422.00 |
1,422.00 |
1,475.75 |
|
S3 |
1,371.75 |
1,403.25 |
1,471.25 |
|
S4 |
1,321.50 |
1,353.00 |
1,457.25 |
|
|
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% |
19.00 |
1.3% |
88% |
False |
False |
1,815,484 |
10 |
1,499.25 |
1,440.75 |
58.50 |
3.9% |
21.50 |
1.5% |
76% |
False |
False |
1,772,052 |
20 |
1,499.25 |
1,399.50 |
99.75 |
6.7% |
25.25 |
1.7% |
86% |
False |
False |
1,935,504 |
40 |
1,561.75 |
1,374.50 |
187.25 |
12.6% |
30.00 |
2.0% |
59% |
False |
False |
2,251,334 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
25.75 |
1.7% |
58% |
False |
False |
1,980,714 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
23.75 |
1.6% |
58% |
False |
False |
1,678,558 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
21.25 |
1.4% |
58% |
False |
False |
1,343,182 |
120 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
19.50 |
1.3% |
58% |
False |
False |
1,119,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.50 |
2.618 |
1,523.00 |
1.618 |
1,509.25 |
1.000 |
1,500.75 |
0.618 |
1,495.50 |
HIGH |
1,487.00 |
0.618 |
1,481.75 |
0.500 |
1,480.00 |
0.382 |
1,478.50 |
LOW |
1,473.25 |
0.618 |
1,464.75 |
1.000 |
1,459.50 |
1.618 |
1,451.00 |
2.618 |
1,437.25 |
4.250 |
1,414.75 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,483.50 |
1,482.75 |
PP |
1,481.75 |
1,480.50 |
S1 |
1,480.00 |
1,478.50 |
|