Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,997.00 |
2,003.00 |
6.00 |
0.3% |
1,968.75 |
High |
2,008.50 |
2,006.50 |
-2.00 |
-0.1% |
2,009.25 |
Low |
1,991.25 |
1,981.25 |
-10.00 |
-0.5% |
1,947.00 |
Close |
2,000.75 |
2,001.25 |
0.50 |
0.0% |
2,001.25 |
Range |
17.25 |
25.25 |
8.00 |
46.4% |
62.25 |
ATR |
36.53 |
35.72 |
-0.81 |
-2.2% |
0.00 |
Volume |
342,460 |
166,789 |
-175,671 |
-51.3% |
1,708,689 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.00 |
2,062.00 |
2,015.25 |
|
R3 |
2,046.75 |
2,036.75 |
2,008.25 |
|
R2 |
2,021.50 |
2,021.50 |
2,006.00 |
|
R1 |
2,011.50 |
2,011.50 |
2,003.50 |
2,004.00 |
PP |
1,996.25 |
1,996.25 |
1,996.25 |
1,992.50 |
S1 |
1,986.25 |
1,986.25 |
1,999.00 |
1,978.50 |
S2 |
1,971.00 |
1,971.00 |
1,996.50 |
|
S3 |
1,945.75 |
1,961.00 |
1,994.25 |
|
S4 |
1,920.50 |
1,935.75 |
1,987.25 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,172.50 |
2,149.25 |
2,035.50 |
|
R3 |
2,110.25 |
2,087.00 |
2,018.25 |
|
R2 |
2,048.00 |
2,048.00 |
2,012.75 |
|
R1 |
2,024.75 |
2,024.75 |
2,007.00 |
2,036.50 |
PP |
1,985.75 |
1,985.75 |
1,985.75 |
1,991.75 |
S1 |
1,962.50 |
1,962.50 |
1,995.50 |
1,974.00 |
S2 |
1,923.50 |
1,923.50 |
1,989.75 |
|
S3 |
1,861.25 |
1,900.25 |
1,984.25 |
|
S4 |
1,799.00 |
1,838.00 |
1,967.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,009.25 |
1,947.00 |
62.25 |
3.1% |
27.25 |
1.4% |
87% |
False |
False |
341,737 |
10 |
2,038.50 |
1,947.00 |
91.50 |
4.6% |
32.25 |
1.6% |
59% |
False |
False |
344,184 |
20 |
2,038.50 |
1,829.25 |
209.25 |
10.5% |
36.75 |
1.8% |
82% |
False |
False |
376,409 |
40 |
2,065.50 |
1,813.75 |
251.75 |
12.6% |
40.25 |
2.0% |
74% |
False |
False |
446,291 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
34.75 |
1.7% |
71% |
False |
False |
405,823 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
32.00 |
1.6% |
71% |
False |
False |
346,846 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
30.00 |
1.5% |
71% |
False |
False |
277,496 |
120 |
2,077.75 |
1,794.00 |
283.75 |
14.2% |
27.75 |
1.4% |
73% |
False |
False |
231,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,113.75 |
2.618 |
2,072.50 |
1.618 |
2,047.25 |
1.000 |
2,031.75 |
0.618 |
2,022.00 |
HIGH |
2,006.50 |
0.618 |
1,996.75 |
0.500 |
1,994.00 |
0.382 |
1,991.00 |
LOW |
1,981.25 |
0.618 |
1,965.75 |
1.000 |
1,956.00 |
1.618 |
1,940.50 |
2.618 |
1,915.25 |
4.250 |
1,874.00 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,998.75 |
1,999.25 |
PP |
1,996.25 |
1,997.25 |
S1 |
1,994.00 |
1,995.25 |
|