Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,484.50 |
1,477.50 |
-7.00 |
-0.5% |
1,458.50 |
High |
1,484.50 |
1,521.00 |
36.50 |
2.5% |
1,491.00 |
Low |
1,472.25 |
1,472.25 |
0.00 |
0.0% |
1,440.75 |
Close |
1,477.00 |
1,520.00 |
43.00 |
2.9% |
1,485.00 |
Range |
12.25 |
48.75 |
36.50 |
298.0% |
50.25 |
ATR |
24.23 |
25.98 |
1.75 |
7.2% |
0.00 |
Volume |
560,738 |
399,122 |
-161,616 |
-28.8% |
9,077,423 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.75 |
1,634.00 |
1,546.75 |
|
R3 |
1,602.00 |
1,585.25 |
1,533.50 |
|
R2 |
1,553.25 |
1,553.25 |
1,529.00 |
|
R1 |
1,536.50 |
1,536.50 |
1,524.50 |
1,545.00 |
PP |
1,504.50 |
1,504.50 |
1,504.50 |
1,508.50 |
S1 |
1,487.75 |
1,487.75 |
1,515.50 |
1,496.00 |
S2 |
1,455.75 |
1,455.75 |
1,511.00 |
|
S3 |
1,407.00 |
1,439.00 |
1,506.50 |
|
S4 |
1,358.25 |
1,390.25 |
1,493.25 |
|
|
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 |
1,521.00 |
1,465.75 |
55.25 |
3.6% |
22.00 |
1.5% |
98% |
True |
False |
1,096,959 |
10 |
1,521.00 |
1,440.75 |
80.25 |
5.3% |
22.25 |
1.5% |
99% |
True |
False |
1,510,109 |
20 |
1,521.00 |
1,434.75 |
86.25 |
5.7% |
23.50 |
1.5% |
99% |
True |
False |
1,576,423 |
40 |
1,551.75 |
1,374.50 |
177.25 |
11.7% |
30.75 |
2.0% |
82% |
False |
False |
2,187,083 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
26.00 |
1.7% |
76% |
False |
False |
1,934,217 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
24.00 |
1.6% |
76% |
False |
False |
1,690,461 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
21.50 |
1.4% |
76% |
False |
False |
1,352,741 |
120 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
19.75 |
1.3% |
76% |
False |
False |
1,127,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.25 |
2.618 |
1,648.75 |
1.618 |
1,600.00 |
1.000 |
1,569.75 |
0.618 |
1,551.25 |
HIGH |
1,521.00 |
0.618 |
1,502.50 |
0.500 |
1,496.50 |
0.382 |
1,490.75 |
LOW |
1,472.25 |
0.618 |
1,442.00 |
1.000 |
1,423.50 |
1.618 |
1,393.25 |
2.618 |
1,344.50 |
4.250 |
1,265.00 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,512.25 |
1,512.25 |
PP |
1,504.50 |
1,504.50 |
S1 |
1,496.50 |
1,496.50 |
|