Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,165.5 |
6,417.5 |
252.0 |
4.1% |
6,226.0 |
High |
6,325.0 |
6,517.0 |
192.0 |
3.0% |
6,381.0 |
Low |
6,159.5 |
6,399.0 |
239.5 |
3.9% |
6,125.5 |
Close |
6,278.5 |
6,465.0 |
186.5 |
3.0% |
6,298.5 |
Range |
165.5 |
118.0 |
-47.5 |
-28.7% |
255.5 |
ATR |
128.5 |
136.4 |
7.9 |
6.1% |
0.0 |
Volume |
260,995 |
297,579 |
36,584 |
14.0% |
592,063 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,814.5 |
6,757.5 |
6,530.0 |
|
R3 |
6,696.5 |
6,639.5 |
6,497.5 |
|
R2 |
6,578.5 |
6,578.5 |
6,486.5 |
|
R1 |
6,521.5 |
6,521.5 |
6,476.0 |
6,550.0 |
PP |
6,460.5 |
6,460.5 |
6,460.5 |
6,474.5 |
S1 |
6,403.5 |
6,403.5 |
6,454.0 |
6,432.0 |
S2 |
6,342.5 |
6,342.5 |
6,443.5 |
|
S3 |
6,224.5 |
6,285.5 |
6,432.5 |
|
S4 |
6,106.5 |
6,167.5 |
6,400.0 |
|
|
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 |
6,517.0 |
6,146.0 |
371.0 |
5.7% |
125.0 |
1.9% |
86% |
True |
False |
194,207 |
10 |
6,517.0 |
6,125.5 |
391.5 |
6.1% |
122.5 |
1.9% |
87% |
True |
False |
159,949 |
20 |
6,517.0 |
6,070.5 |
446.5 |
6.9% |
109.5 |
1.7% |
88% |
True |
False |
122,253 |
40 |
6,517.0 |
5,840.0 |
677.0 |
10.5% |
121.5 |
1.9% |
92% |
True |
False |
141,458 |
60 |
6,772.0 |
5,840.0 |
932.0 |
14.4% |
105.0 |
1.6% |
67% |
False |
False |
123,427 |
80 |
6,796.0 |
5,840.0 |
956.0 |
14.8% |
97.0 |
1.5% |
65% |
False |
False |
111,717 |
100 |
6,796.0 |
5,840.0 |
956.0 |
14.8% |
86.0 |
1.3% |
65% |
False |
False |
89,504 |
120 |
6,796.0 |
5,840.0 |
956.0 |
14.8% |
77.0 |
1.2% |
65% |
False |
False |
74,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,018.5 |
2.618 |
6,826.0 |
1.618 |
6,708.0 |
1.000 |
6,635.0 |
0.618 |
6,590.0 |
HIGH |
6,517.0 |
0.618 |
6,472.0 |
0.500 |
6,458.0 |
0.382 |
6,444.0 |
LOW |
6,399.0 |
0.618 |
6,326.0 |
1.000 |
6,281.0 |
1.618 |
6,208.0 |
2.618 |
6,090.0 |
4.250 |
5,897.5 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,462.5 |
6,420.5 |
PP |
6,460.5 |
6,376.0 |
S1 |
6,458.0 |
6,331.5 |
|