Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,477.50 |
1,519.00 |
41.50 |
2.8% |
1,458.50 |
High |
1,521.00 |
1,539.00 |
18.00 |
1.2% |
1,491.00 |
Low |
1,472.25 |
1,518.75 |
46.50 |
3.2% |
1,440.75 |
Close |
1,520.00 |
1,528.75 |
8.75 |
0.6% |
1,485.00 |
Range |
48.75 |
20.25 |
-28.50 |
-58.5% |
50.25 |
ATR |
25.98 |
25.57 |
-0.41 |
-1.6% |
0.00 |
Volume |
399,122 |
671,586 |
272,464 |
68.3% |
9,077,423 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.50 |
1,579.50 |
1,540.00 |
|
R3 |
1,569.25 |
1,559.25 |
1,534.25 |
|
R2 |
1,549.00 |
1,549.00 |
1,532.50 |
|
R1 |
1,539.00 |
1,539.00 |
1,530.50 |
1,544.00 |
PP |
1,528.75 |
1,528.75 |
1,528.75 |
1,531.50 |
S1 |
1,518.75 |
1,518.75 |
1,527.00 |
1,523.75 |
S2 |
1,508.50 |
1,508.50 |
1,525.00 |
|
S3 |
1,488.25 |
1,498.50 |
1,523.25 |
|
S4 |
1,468.00 |
1,478.25 |
1,517.50 |
|
|
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 |
1,539.00 |
1,471.00 |
68.00 |
4.4% |
23.00 |
1.5% |
85% |
True |
False |
860,096 |
10 |
1,539.00 |
1,440.75 |
98.25 |
6.4% |
22.25 |
1.4% |
90% |
True |
False |
1,416,732 |
20 |
1,539.00 |
1,434.75 |
104.25 |
6.8% |
23.50 |
1.5% |
90% |
True |
False |
1,522,401 |
40 |
1,539.00 |
1,374.50 |
164.50 |
10.8% |
30.25 |
2.0% |
94% |
True |
False |
2,175,170 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.5% |
26.00 |
1.7% |
80% |
False |
False |
1,917,399 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.5% |
24.00 |
1.6% |
80% |
False |
False |
1,698,763 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.5% |
21.75 |
1.4% |
80% |
False |
False |
1,359,446 |
120 |
1,566.25 |
1,374.50 |
191.75 |
12.5% |
19.75 |
1.3% |
80% |
False |
False |
1,133,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,625.00 |
2.618 |
1,592.00 |
1.618 |
1,571.75 |
1.000 |
1,559.25 |
0.618 |
1,551.50 |
HIGH |
1,539.00 |
0.618 |
1,531.25 |
0.500 |
1,529.00 |
0.382 |
1,526.50 |
LOW |
1,518.75 |
0.618 |
1,506.25 |
1.000 |
1,498.50 |
1.618 |
1,486.00 |
2.618 |
1,465.75 |
4.250 |
1,432.75 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,529.00 |
1,521.00 |
PP |
1,528.75 |
1,513.25 |
S1 |
1,528.75 |
1,505.50 |
|