Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,181.0 |
6,213.0 |
32.0 |
0.5% |
6,298.0 |
High |
6,229.0 |
6,268.0 |
39.0 |
0.6% |
6,366.0 |
Low |
6,154.0 |
6,206.0 |
52.0 |
0.8% |
6,188.0 |
Close |
6,227.0 |
6,249.0 |
22.0 |
0.4% |
6,290.0 |
Range |
75.0 |
62.0 |
-13.0 |
-17.3% |
178.0 |
ATR |
120.1 |
115.9 |
-4.1 |
-3.5% |
0.0 |
Volume |
21,322 |
24,702 |
3,380 |
15.9% |
74,402 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,427.0 |
6,400.0 |
6,283.1 |
|
R3 |
6,365.0 |
6,338.0 |
6,266.1 |
|
R2 |
6,303.0 |
6,303.0 |
6,260.4 |
|
R1 |
6,276.0 |
6,276.0 |
6,254.7 |
6,289.5 |
PP |
6,241.0 |
6,241.0 |
6,241.0 |
6,247.8 |
S1 |
6,214.0 |
6,214.0 |
6,243.3 |
6,227.5 |
S2 |
6,179.0 |
6,179.0 |
6,237.6 |
|
S3 |
6,117.0 |
6,152.0 |
6,232.0 |
|
S4 |
6,055.0 |
6,090.0 |
6,214.9 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,815.3 |
6,730.7 |
6,387.9 |
|
R3 |
6,637.3 |
6,552.7 |
6,339.0 |
|
R2 |
6,459.3 |
6,459.3 |
6,322.6 |
|
R1 |
6,374.7 |
6,374.7 |
6,306.3 |
6,328.0 |
PP |
6,281.3 |
6,281.3 |
6,281.3 |
6,258.0 |
S1 |
6,196.7 |
6,196.7 |
6,273.7 |
6,150.0 |
S2 |
6,103.3 |
6,103.3 |
6,257.4 |
|
S3 |
5,925.3 |
6,018.7 |
6,241.1 |
|
S4 |
5,747.3 |
5,840.7 |
6,192.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,366.0 |
6,154.0 |
212.0 |
3.4% |
83.4 |
1.3% |
45% |
False |
False |
19,976 |
10 |
6,366.0 |
6,017.0 |
349.0 |
5.6% |
84.3 |
1.3% |
66% |
False |
False |
21,311 |
20 |
6,366.0 |
5,535.0 |
831.0 |
13.3% |
106.1 |
1.7% |
86% |
False |
False |
28,929 |
40 |
6,428.0 |
5,535.0 |
893.0 |
14.3% |
88.8 |
1.4% |
80% |
False |
False |
27,657 |
60 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
77.8 |
1.2% |
78% |
False |
False |
28,110 |
80 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
69.1 |
1.1% |
78% |
False |
False |
22,294 |
100 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
59.4 |
1.0% |
78% |
False |
False |
17,862 |
120 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
52.5 |
0.8% |
78% |
False |
False |
14,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,531.5 |
2.618 |
6,430.3 |
1.618 |
6,368.3 |
1.000 |
6,330.0 |
0.618 |
6,306.3 |
HIGH |
6,268.0 |
0.618 |
6,244.3 |
0.500 |
6,237.0 |
0.382 |
6,229.7 |
LOW |
6,206.0 |
0.618 |
6,167.7 |
1.000 |
6,144.0 |
1.618 |
6,105.7 |
2.618 |
6,043.7 |
4.250 |
5,942.5 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,245.0 |
6,242.7 |
PP |
6,241.0 |
6,236.3 |
S1 |
6,237.0 |
6,230.0 |
|