Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,519.00 |
1,528.25 |
9.25 |
0.6% |
1,458.50 |
High |
1,539.00 |
1,529.50 |
-9.50 |
-0.6% |
1,491.00 |
Low |
1,518.75 |
1,516.75 |
-2.00 |
-0.1% |
1,440.75 |
Close |
1,528.75 |
1,519.75 |
-9.00 |
-0.6% |
1,485.00 |
Range |
20.25 |
12.75 |
-7.50 |
-37.0% |
50.25 |
ATR |
25.57 |
24.66 |
-0.92 |
-3.6% |
0.00 |
Volume |
671,586 |
580,287 |
-91,299 |
-13.6% |
9,077,423 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.25 |
1,552.75 |
1,526.75 |
|
R3 |
1,547.50 |
1,540.00 |
1,523.25 |
|
R2 |
1,534.75 |
1,534.75 |
1,522.00 |
|
R1 |
1,527.25 |
1,527.25 |
1,521.00 |
1,524.50 |
PP |
1,522.00 |
1,522.00 |
1,522.00 |
1,520.75 |
S1 |
1,514.50 |
1,514.50 |
1,518.50 |
1,512.00 |
S2 |
1,509.25 |
1,509.25 |
1,517.50 |
|
S3 |
1,496.50 |
1,501.75 |
1,516.25 |
|
S4 |
1,483.75 |
1,489.00 |
1,512.75 |
|
|
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 |
1,472.25 |
66.75 |
4.4% |
21.50 |
1.4% |
71% |
False |
False |
615,374 |
10 |
1,539.00 |
1,440.75 |
98.25 |
6.5% |
22.00 |
1.4% |
80% |
False |
False |
1,280,941 |
20 |
1,539.00 |
1,434.75 |
104.25 |
6.9% |
23.25 |
1.5% |
82% |
False |
False |
1,461,870 |
40 |
1,539.00 |
1,374.50 |
164.50 |
10.8% |
30.00 |
2.0% |
88% |
False |
False |
2,137,133 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
26.00 |
1.7% |
76% |
False |
False |
1,895,316 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
24.00 |
1.6% |
76% |
False |
False |
1,705,992 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
21.75 |
1.4% |
76% |
False |
False |
1,365,247 |
120 |
1,566.25 |
1,374.50 |
191.75 |
12.6% |
19.75 |
1.3% |
76% |
False |
False |
1,137,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,583.75 |
2.618 |
1,563.00 |
1.618 |
1,550.25 |
1.000 |
1,542.25 |
0.618 |
1,537.50 |
HIGH |
1,529.50 |
0.618 |
1,524.75 |
0.500 |
1,523.00 |
0.382 |
1,521.50 |
LOW |
1,516.75 |
0.618 |
1,508.75 |
1.000 |
1,504.00 |
1.618 |
1,496.00 |
2.618 |
1,483.25 |
4.250 |
1,462.50 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,523.00 |
1,515.00 |
PP |
1,522.00 |
1,510.25 |
S1 |
1,521.00 |
1,505.50 |
|