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 |
6,246.0 |
6,359.0 |
113.0 |
1.8% |
6,181.0 |
High |
6,259.0 |
6,398.0 |
139.0 |
2.2% |
6,333.0 |
Low |
6,165.0 |
6,320.0 |
155.0 |
2.5% |
6,154.0 |
Close |
6,203.0 |
6,388.0 |
185.0 |
3.0% |
6,283.0 |
Range |
94.0 |
78.0 |
-16.0 |
-17.0% |
179.0 |
ATR |
105.5 |
111.9 |
6.4 |
6.1% |
0.0 |
Volume |
107,094 |
70,765 |
-36,329 |
-33.9% |
137,546 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,602.7 |
6,573.3 |
6,430.9 |
|
R3 |
6,524.7 |
6,495.3 |
6,409.5 |
|
R2 |
6,446.7 |
6,446.7 |
6,402.3 |
|
R1 |
6,417.3 |
6,417.3 |
6,395.2 |
6,432.0 |
PP |
6,368.7 |
6,368.7 |
6,368.7 |
6,376.0 |
S1 |
6,339.3 |
6,339.3 |
6,380.9 |
6,354.0 |
S2 |
6,290.7 |
6,290.7 |
6,373.7 |
|
S3 |
6,212.7 |
6,261.3 |
6,366.6 |
|
S4 |
6,134.7 |
6,183.3 |
6,345.1 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,793.7 |
6,717.3 |
6,381.5 |
|
R3 |
6,614.7 |
6,538.3 |
6,332.2 |
|
R2 |
6,435.7 |
6,435.7 |
6,315.8 |
|
R1 |
6,359.3 |
6,359.3 |
6,299.4 |
6,397.5 |
PP |
6,256.7 |
6,256.7 |
6,256.7 |
6,275.8 |
S1 |
6,180.3 |
6,180.3 |
6,266.6 |
6,218.5 |
S2 |
6,077.7 |
6,077.7 |
6,250.2 |
|
S3 |
5,898.7 |
6,001.3 |
6,233.8 |
|
S4 |
5,719.7 |
5,822.3 |
6,184.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,398.0 |
6,165.0 |
233.0 |
3.6% |
66.6 |
1.0% |
96% |
True |
False |
62,943 |
10 |
6,398.0 |
6,154.0 |
244.0 |
3.8% |
73.9 |
1.2% |
96% |
True |
False |
41,756 |
20 |
6,398.0 |
5,932.0 |
466.0 |
7.3% |
80.4 |
1.3% |
98% |
True |
False |
33,379 |
40 |
6,398.0 |
5,535.0 |
863.0 |
13.5% |
94.9 |
1.5% |
99% |
True |
False |
33,719 |
60 |
6,452.0 |
5,535.0 |
917.0 |
14.4% |
79.9 |
1.3% |
93% |
False |
False |
28,608 |
80 |
6,452.0 |
5,535.0 |
917.0 |
14.4% |
71.8 |
1.1% |
93% |
False |
False |
26,533 |
100 |
6,452.0 |
5,535.0 |
917.0 |
14.4% |
63.0 |
1.0% |
93% |
False |
False |
21,263 |
120 |
6,452.0 |
5,535.0 |
917.0 |
14.4% |
55.1 |
0.9% |
93% |
False |
False |
17,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,729.5 |
2.618 |
6,602.2 |
1.618 |
6,524.2 |
1.000 |
6,476.0 |
0.618 |
6,446.2 |
HIGH |
6,398.0 |
0.618 |
6,368.2 |
0.500 |
6,359.0 |
0.382 |
6,349.8 |
LOW |
6,320.0 |
0.618 |
6,271.8 |
1.000 |
6,242.0 |
1.618 |
6,193.8 |
2.618 |
6,115.8 |
4.250 |
5,988.5 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,378.3 |
6,352.5 |
PP |
6,368.7 |
6,317.0 |
S1 |
6,359.0 |
6,281.5 |
|