Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,315.0 |
6,261.0 |
-54.0 |
-0.9% |
6,226.0 |
High |
6,338.5 |
6,265.5 |
-73.0 |
-1.2% |
6,381.0 |
Low |
6,211.5 |
6,146.0 |
-65.5 |
-1.1% |
6,125.5 |
Close |
6,298.5 |
6,186.0 |
-112.5 |
-1.8% |
6,298.5 |
Range |
127.0 |
119.5 |
-7.5 |
-5.9% |
255.5 |
ATR |
123.6 |
125.7 |
2.1 |
1.7% |
0.0 |
Volume |
120,831 |
178,401 |
57,570 |
47.6% |
592,063 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,557.5 |
6,491.5 |
6,251.5 |
|
R3 |
6,438.0 |
6,372.0 |
6,219.0 |
|
R2 |
6,318.5 |
6,318.5 |
6,208.0 |
|
R1 |
6,252.5 |
6,252.5 |
6,197.0 |
6,226.0 |
PP |
6,199.0 |
6,199.0 |
6,199.0 |
6,186.0 |
S1 |
6,133.0 |
6,133.0 |
6,175.0 |
6,106.0 |
S2 |
6,079.5 |
6,079.5 |
6,164.0 |
|
S3 |
5,960.0 |
6,013.5 |
6,153.0 |
|
S4 |
5,840.5 |
5,894.0 |
6,120.5 |
|
|
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 |
6,146.0 |
235.0 |
3.8% |
107.5 |
1.7% |
17% |
False |
True |
127,452 |
10 |
6,403.0 |
6,125.5 |
277.5 |
4.5% |
118.0 |
1.9% |
22% |
False |
False |
117,806 |
20 |
6,403.0 |
6,050.5 |
352.5 |
5.7% |
105.0 |
1.7% |
38% |
False |
False |
106,081 |
40 |
6,628.5 |
5,840.0 |
788.5 |
12.7% |
120.0 |
1.9% |
44% |
False |
False |
132,460 |
60 |
6,772.0 |
5,840.0 |
932.0 |
15.1% |
102.0 |
1.6% |
37% |
False |
False |
117,316 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
94.5 |
1.5% |
36% |
False |
False |
104,776 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
83.0 |
1.3% |
36% |
False |
False |
83,918 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.5% |
75.0 |
1.2% |
36% |
False |
False |
69,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,773.5 |
2.618 |
6,578.5 |
1.618 |
6,459.0 |
1.000 |
6,385.0 |
0.618 |
6,339.5 |
HIGH |
6,265.5 |
0.618 |
6,220.0 |
0.500 |
6,206.0 |
0.382 |
6,191.5 |
LOW |
6,146.0 |
0.618 |
6,072.0 |
1.000 |
6,026.5 |
1.618 |
5,952.5 |
2.618 |
5,833.0 |
4.250 |
5,638.0 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,206.0 |
6,263.5 |
PP |
6,199.0 |
6,237.5 |
S1 |
6,192.5 |
6,212.0 |
|