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 |
6,203.0 |
6,287.0 |
84.0 |
1.4% |
6,343.0 |
High |
6,290.5 |
6,326.0 |
35.5 |
0.6% |
6,403.0 |
Low |
6,184.5 |
6,237.0 |
52.5 |
0.8% |
6,184.5 |
Close |
6,285.5 |
6,305.5 |
20.0 |
0.3% |
6,187.0 |
Range |
106.0 |
89.0 |
-17.0 |
-16.0% |
218.5 |
ATR |
124.9 |
122.4 |
-2.6 |
-2.1% |
0.0 |
Volume |
116,406 |
108,391 |
-8,015 |
-6.9% |
527,610 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,556.5 |
6,520.0 |
6,354.5 |
|
R3 |
6,467.5 |
6,431.0 |
6,330.0 |
|
R2 |
6,378.5 |
6,378.5 |
6,322.0 |
|
R1 |
6,342.0 |
6,342.0 |
6,313.5 |
6,360.0 |
PP |
6,289.5 |
6,289.5 |
6,289.5 |
6,298.5 |
S1 |
6,253.0 |
6,253.0 |
6,297.5 |
6,271.0 |
S2 |
6,200.5 |
6,200.5 |
6,289.0 |
|
S3 |
6,111.5 |
6,164.0 |
6,281.0 |
|
S4 |
6,022.5 |
6,075.0 |
6,256.5 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,913.5 |
6,769.0 |
6,307.0 |
|
R3 |
6,695.0 |
6,550.5 |
6,247.0 |
|
R2 |
6,476.5 |
6,476.5 |
6,227.0 |
|
R1 |
6,332.0 |
6,332.0 |
6,207.0 |
6,295.0 |
PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,240.0 |
S1 |
6,113.5 |
6,113.5 |
6,167.0 |
6,076.5 |
S2 |
6,039.5 |
6,039.5 |
6,147.0 |
|
S3 |
5,821.0 |
5,895.0 |
6,127.0 |
|
S4 |
5,602.5 |
5,676.5 |
6,067.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,351.5 |
6,125.5 |
226.0 |
3.6% |
119.5 |
1.9% |
80% |
False |
False |
125,690 |
10 |
6,403.0 |
6,125.5 |
277.5 |
4.4% |
109.0 |
1.7% |
65% |
False |
False |
110,301 |
20 |
6,403.0 |
5,840.0 |
563.0 |
8.9% |
119.0 |
1.9% |
83% |
False |
False |
118,973 |
40 |
6,691.0 |
5,840.0 |
851.0 |
13.5% |
117.5 |
1.9% |
55% |
False |
False |
130,114 |
60 |
6,772.0 |
5,840.0 |
932.0 |
14.8% |
100.5 |
1.6% |
50% |
False |
False |
115,064 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
91.5 |
1.5% |
49% |
False |
False |
99,621 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
81.0 |
1.3% |
49% |
False |
False |
79,795 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
73.0 |
1.2% |
49% |
False |
False |
66,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,704.0 |
2.618 |
6,559.0 |
1.618 |
6,470.0 |
1.000 |
6,415.0 |
0.618 |
6,381.0 |
HIGH |
6,326.0 |
0.618 |
6,292.0 |
0.500 |
6,281.5 |
0.382 |
6,271.0 |
LOW |
6,237.0 |
0.618 |
6,182.0 |
1.000 |
6,148.0 |
1.618 |
6,093.0 |
2.618 |
6,004.0 |
4.250 |
5,859.0 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,297.5 |
6,279.0 |
PP |
6,289.5 |
6,252.5 |
S1 |
6,281.5 |
6,226.0 |
|