Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,968.50 |
1,993.25 |
24.75 |
1.3% |
1,994.75 |
High |
1,995.00 |
2,009.25 |
14.25 |
0.7% |
2,038.50 |
Low |
1,966.50 |
1,984.00 |
17.50 |
0.9% |
1,952.75 |
Close |
1,993.50 |
1,996.25 |
2.75 |
0.1% |
1,970.50 |
Range |
28.50 |
25.25 |
-3.25 |
-11.4% |
85.75 |
ATR |
38.99 |
38.01 |
-0.98 |
-2.5% |
0.00 |
Volume |
408,332 |
333,519 |
-74,813 |
-18.3% |
1,320,827 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.25 |
2,059.50 |
2,010.25 |
|
R3 |
2,047.00 |
2,034.25 |
2,003.25 |
|
R2 |
2,021.75 |
2,021.75 |
2,001.00 |
|
R1 |
2,009.00 |
2,009.00 |
1,998.50 |
2,015.50 |
PP |
1,996.50 |
1,996.50 |
1,996.50 |
1,999.75 |
S1 |
1,983.75 |
1,983.75 |
1,994.00 |
1,990.00 |
S2 |
1,971.25 |
1,971.25 |
1,991.50 |
|
S3 |
1,946.00 |
1,958.50 |
1,989.25 |
|
S4 |
1,920.75 |
1,933.25 |
1,982.25 |
|
|
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 |
2,011.00 |
1,947.00 |
64.00 |
3.2% |
33.50 |
1.7% |
77% |
False |
False |
374,425 |
10 |
2,038.50 |
1,906.00 |
132.50 |
6.6% |
37.75 |
1.9% |
68% |
False |
False |
361,795 |
20 |
2,038.50 |
1,813.75 |
224.75 |
11.3% |
40.50 |
2.0% |
81% |
False |
False |
401,314 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
40.50 |
2.0% |
69% |
False |
False |
453,423 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
34.75 |
1.7% |
69% |
False |
False |
405,603 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
32.00 |
1.6% |
69% |
False |
False |
340,486 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
29.75 |
1.5% |
69% |
False |
False |
272,404 |
120 |
2,077.75 |
1,794.00 |
283.75 |
14.2% |
27.75 |
1.4% |
71% |
False |
False |
227,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,116.50 |
2.618 |
2,075.25 |
1.618 |
2,050.00 |
1.000 |
2,034.50 |
0.618 |
2,024.75 |
HIGH |
2,009.25 |
0.618 |
1,999.50 |
0.500 |
1,996.50 |
0.382 |
1,993.75 |
LOW |
1,984.00 |
0.618 |
1,968.50 |
1.000 |
1,958.75 |
1.618 |
1,943.25 |
2.618 |
1,918.00 |
4.250 |
1,876.75 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,996.50 |
1,990.25 |
PP |
1,996.50 |
1,984.25 |
S1 |
1,996.50 |
1,978.00 |
|