Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,003.50 |
1,968.75 |
-34.75 |
-1.7% |
1,994.75 |
High |
2,004.25 |
1,986.75 |
-17.50 |
-0.9% |
2,038.50 |
Low |
1,952.75 |
1,947.00 |
-5.75 |
-0.3% |
1,952.75 |
Close |
1,970.50 |
1,968.25 |
-2.25 |
-0.1% |
1,970.50 |
Range |
51.50 |
39.75 |
-11.75 |
-22.8% |
85.75 |
ATR |
39.80 |
39.80 |
0.00 |
0.0% |
0.00 |
Volume |
312,916 |
457,589 |
144,673 |
46.2% |
1,320,827 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.50 |
2,067.25 |
1,990.00 |
|
R3 |
2,046.75 |
2,027.50 |
1,979.25 |
|
R2 |
2,007.00 |
2,007.00 |
1,975.50 |
|
R1 |
1,987.75 |
1,987.75 |
1,972.00 |
1,977.50 |
PP |
1,967.25 |
1,967.25 |
1,967.25 |
1,962.25 |
S1 |
1,948.00 |
1,948.00 |
1,964.50 |
1,937.75 |
S2 |
1,927.50 |
1,927.50 |
1,961.00 |
|
S3 |
1,887.75 |
1,908.25 |
1,957.25 |
|
S4 |
1,848.00 |
1,868.50 |
1,946.50 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,244.50 |
2,193.25 |
2,017.75 |
|
R3 |
2,158.75 |
2,107.50 |
1,994.00 |
|
R2 |
2,073.00 |
2,073.00 |
1,986.25 |
|
R1 |
2,021.75 |
2,021.75 |
1,978.25 |
2,004.50 |
PP |
1,987.25 |
1,987.25 |
1,987.25 |
1,978.50 |
S1 |
1,936.00 |
1,936.00 |
1,962.75 |
1,918.75 |
S2 |
1,901.50 |
1,901.50 |
1,954.75 |
|
S3 |
1,815.75 |
1,850.25 |
1,947.00 |
|
S4 |
1,730.00 |
1,764.50 |
1,923.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,038.50 |
1,947.00 |
91.50 |
4.6% |
40.00 |
2.0% |
23% |
False |
True |
355,683 |
10 |
2,038.50 |
1,905.50 |
133.00 |
6.8% |
39.25 |
2.0% |
47% |
False |
False |
333,943 |
20 |
2,038.50 |
1,813.75 |
224.75 |
11.4% |
41.00 |
2.1% |
69% |
False |
False |
417,206 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
40.00 |
2.0% |
59% |
False |
False |
448,104 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
34.50 |
1.7% |
59% |
False |
False |
404,915 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
31.50 |
1.6% |
59% |
False |
False |
331,216 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
29.75 |
1.5% |
59% |
False |
False |
264,986 |
120 |
2,077.75 |
1,794.00 |
283.75 |
14.4% |
27.50 |
1.4% |
61% |
False |
False |
220,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,155.75 |
2.618 |
2,090.75 |
1.618 |
2,051.00 |
1.000 |
2,026.50 |
0.618 |
2,011.25 |
HIGH |
1,986.75 |
0.618 |
1,971.50 |
0.500 |
1,967.00 |
0.382 |
1,962.25 |
LOW |
1,947.00 |
0.618 |
1,922.50 |
1.000 |
1,907.25 |
1.618 |
1,882.75 |
2.618 |
1,843.00 |
4.250 |
1,778.00 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,967.75 |
1,979.00 |
PP |
1,967.25 |
1,975.50 |
S1 |
1,967.00 |
1,971.75 |
|