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 |
6,298.5 |
6,315.0 |
16.5 |
0.3% |
6,226.0 |
High |
6,381.0 |
6,338.5 |
-42.5 |
-0.7% |
6,381.0 |
Low |
6,286.0 |
6,211.5 |
-74.5 |
-1.2% |
6,125.5 |
Close |
6,376.5 |
6,298.5 |
-78.0 |
-1.2% |
6,298.5 |
Range |
95.0 |
127.0 |
32.0 |
33.7% |
255.5 |
ATR |
120.4 |
123.6 |
3.2 |
2.6% |
0.0 |
Volume |
113,232 |
120,831 |
7,599 |
6.7% |
592,063 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,664.0 |
6,608.0 |
6,368.5 |
|
R3 |
6,537.0 |
6,481.0 |
6,333.5 |
|
R2 |
6,410.0 |
6,410.0 |
6,322.0 |
|
R1 |
6,354.0 |
6,354.0 |
6,310.0 |
6,318.5 |
PP |
6,283.0 |
6,283.0 |
6,283.0 |
6,265.0 |
S1 |
6,227.0 |
6,227.0 |
6,287.0 |
6,191.5 |
S2 |
6,156.0 |
6,156.0 |
6,275.0 |
|
S3 |
6,029.0 |
6,100.0 |
6,263.5 |
|
S4 |
5,902.0 |
5,973.0 |
6,228.5 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,035.0 |
6,922.0 |
6,439.0 |
|
R3 |
6,779.5 |
6,666.5 |
6,369.0 |
|
R2 |
6,524.0 |
6,524.0 |
6,345.5 |
|
R1 |
6,411.0 |
6,411.0 |
6,322.0 |
6,467.5 |
PP |
6,268.5 |
6,268.5 |
6,268.5 |
6,296.5 |
S1 |
6,155.5 |
6,155.5 |
6,275.0 |
6,212.0 |
S2 |
6,013.0 |
6,013.0 |
6,251.5 |
|
S3 |
5,757.5 |
5,900.0 |
6,228.0 |
|
S4 |
5,502.0 |
5,644.5 |
6,158.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,381.0 |
6,125.5 |
255.5 |
4.1% |
106.0 |
1.7% |
68% |
False |
False |
118,412 |
10 |
6,403.0 |
6,125.5 |
277.5 |
4.4% |
109.5 |
1.7% |
62% |
False |
False |
111,967 |
20 |
6,403.0 |
6,050.5 |
352.5 |
5.6% |
105.0 |
1.7% |
70% |
False |
False |
111,979 |
40 |
6,643.5 |
5,840.0 |
803.5 |
12.8% |
118.5 |
1.9% |
57% |
False |
False |
130,655 |
60 |
6,772.0 |
5,840.0 |
932.0 |
14.8% |
101.5 |
1.6% |
49% |
False |
False |
115,543 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
93.5 |
1.5% |
48% |
False |
False |
102,546 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
82.5 |
1.3% |
48% |
False |
False |
82,134 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
74.5 |
1.2% |
48% |
False |
False |
68,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,878.0 |
2.618 |
6,671.0 |
1.618 |
6,544.0 |
1.000 |
6,465.5 |
0.618 |
6,417.0 |
HIGH |
6,338.5 |
0.618 |
6,290.0 |
0.500 |
6,275.0 |
0.382 |
6,260.0 |
LOW |
6,211.5 |
0.618 |
6,133.0 |
1.000 |
6,084.5 |
1.618 |
6,006.0 |
2.618 |
5,879.0 |
4.250 |
5,672.0 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,290.5 |
6,298.0 |
PP |
6,283.0 |
6,297.0 |
S1 |
6,275.0 |
6,296.0 |
|