Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,261.0 |
6,165.5 |
-95.5 |
-1.5% |
6,226.0 |
High |
6,265.5 |
6,325.0 |
59.5 |
0.9% |
6,381.0 |
Low |
6,146.0 |
6,159.5 |
13.5 |
0.2% |
6,125.5 |
Close |
6,186.0 |
6,278.5 |
92.5 |
1.5% |
6,298.5 |
Range |
119.5 |
165.5 |
46.0 |
38.5% |
255.5 |
ATR |
125.7 |
128.5 |
2.8 |
2.3% |
0.0 |
Volume |
178,401 |
260,995 |
82,594 |
46.3% |
592,063 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,751.0 |
6,680.0 |
6,369.5 |
|
R3 |
6,585.5 |
6,514.5 |
6,324.0 |
|
R2 |
6,420.0 |
6,420.0 |
6,309.0 |
|
R1 |
6,349.0 |
6,349.0 |
6,293.5 |
6,384.5 |
PP |
6,254.5 |
6,254.5 |
6,254.5 |
6,272.0 |
S1 |
6,183.5 |
6,183.5 |
6,263.5 |
6,219.0 |
S2 |
6,089.0 |
6,089.0 |
6,248.0 |
|
S3 |
5,923.5 |
6,018.0 |
6,233.0 |
|
S4 |
5,758.0 |
5,852.5 |
6,187.5 |
|
|
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 |
3.7% |
119.0 |
1.9% |
56% |
False |
False |
156,370 |
10 |
6,403.0 |
6,125.5 |
277.5 |
4.4% |
123.5 |
2.0% |
55% |
False |
False |
139,882 |
20 |
6,403.0 |
6,070.5 |
332.5 |
5.3% |
108.5 |
1.7% |
63% |
False |
False |
113,456 |
40 |
6,541.0 |
5,840.0 |
701.0 |
11.2% |
121.5 |
1.9% |
63% |
False |
False |
137,132 |
60 |
6,772.0 |
5,840.0 |
932.0 |
14.8% |
104.0 |
1.7% |
47% |
False |
False |
120,186 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
96.5 |
1.5% |
46% |
False |
False |
108,000 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
85.0 |
1.4% |
46% |
False |
False |
86,528 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
76.5 |
1.2% |
46% |
False |
False |
72,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,028.5 |
2.618 |
6,758.5 |
1.618 |
6,593.0 |
1.000 |
6,490.5 |
0.618 |
6,427.5 |
HIGH |
6,325.0 |
0.618 |
6,262.0 |
0.500 |
6,242.0 |
0.382 |
6,222.5 |
LOW |
6,159.5 |
0.618 |
6,057.0 |
1.000 |
5,994.0 |
1.618 |
5,891.5 |
2.618 |
5,726.0 |
4.250 |
5,456.0 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,266.5 |
6,266.5 |
PP |
6,254.5 |
6,254.5 |
S1 |
6,242.0 |
6,242.0 |
|