Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,484.75 |
1,484.50 |
-0.25 |
0.0% |
1,458.50 |
High |
1,487.00 |
1,484.50 |
-2.50 |
-0.2% |
1,491.00 |
Low |
1,473.25 |
1,472.25 |
-1.00 |
-0.1% |
1,440.75 |
Close |
1,485.00 |
1,477.00 |
-8.00 |
-0.5% |
1,485.00 |
Range |
13.75 |
12.25 |
-1.50 |
-10.9% |
50.25 |
ATR |
25.11 |
24.23 |
-0.88 |
-3.5% |
0.00 |
Volume |
865,138 |
560,738 |
-304,400 |
-35.2% |
9,077,423 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.75 |
1,508.00 |
1,483.75 |
|
R3 |
1,502.50 |
1,495.75 |
1,480.25 |
|
R2 |
1,490.25 |
1,490.25 |
1,479.25 |
|
R1 |
1,483.50 |
1,483.50 |
1,478.00 |
1,480.75 |
PP |
1,478.00 |
1,478.00 |
1,478.00 |
1,476.50 |
S1 |
1,471.25 |
1,471.25 |
1,476.00 |
1,468.50 |
S2 |
1,465.75 |
1,465.75 |
1,474.75 |
|
S3 |
1,453.50 |
1,459.00 |
1,473.75 |
|
S4 |
1,441.25 |
1,446.75 |
1,470.25 |
|
|
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 |
1,453.25 |
37.75 |
2.6% |
16.50 |
1.1% |
63% |
False |
False |
1,435,037 |
10 |
1,499.25 |
1,440.75 |
58.50 |
4.0% |
20.50 |
1.4% |
62% |
False |
False |
1,642,183 |
20 |
1,499.25 |
1,434.50 |
64.75 |
4.4% |
22.25 |
1.5% |
66% |
False |
False |
1,722,642 |
40 |
1,556.25 |
1,374.50 |
181.75 |
12.3% |
29.75 |
2.0% |
56% |
False |
False |
2,231,916 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
25.75 |
1.7% |
53% |
False |
False |
1,959,550 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
23.75 |
1.6% |
53% |
False |
False |
1,685,501 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
21.25 |
1.4% |
53% |
False |
False |
1,348,756 |
120 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
19.50 |
1.3% |
53% |
False |
False |
1,124,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.50 |
2.618 |
1,516.50 |
1.618 |
1,504.25 |
1.000 |
1,496.75 |
0.618 |
1,492.00 |
HIGH |
1,484.50 |
0.618 |
1,479.75 |
0.500 |
1,478.50 |
0.382 |
1,477.00 |
LOW |
1,472.25 |
0.618 |
1,464.75 |
1.000 |
1,460.00 |
1.618 |
1,452.50 |
2.618 |
1,440.25 |
4.250 |
1,420.25 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,478.50 |
1,481.00 |
PP |
1,478.00 |
1,479.75 |
S1 |
1,477.50 |
1,478.25 |
|