Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,700.0 |
7,530.0 |
-170.0 |
-2.2% |
7,766.5 |
High |
7,726.5 |
7,564.0 |
-162.5 |
-2.1% |
7,858.0 |
Low |
7,517.0 |
7,465.0 |
-52.0 |
-0.7% |
7,517.0 |
Close |
7,519.0 |
7,471.0 |
-48.0 |
-0.6% |
7,519.0 |
Range |
209.5 |
99.0 |
-110.5 |
-52.7% |
341.0 |
ATR |
141.4 |
138.4 |
-3.0 |
-2.1% |
0.0 |
Volume |
1,538 |
2,357 |
819 |
53.3% |
6,060 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,797.0 |
7,733.0 |
7,525.5 |
|
R3 |
7,698.0 |
7,634.0 |
7,498.2 |
|
R2 |
7,599.0 |
7,599.0 |
7,489.2 |
|
R1 |
7,535.0 |
7,535.0 |
7,480.1 |
7,517.5 |
PP |
7,500.0 |
7,500.0 |
7,500.0 |
7,491.3 |
S1 |
7,436.0 |
7,436.0 |
7,461.9 |
7,418.5 |
S2 |
7,401.0 |
7,401.0 |
7,452.9 |
|
S3 |
7,302.0 |
7,337.0 |
7,443.8 |
|
S4 |
7,203.0 |
7,238.0 |
7,416.6 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,654.3 |
8,427.7 |
7,706.6 |
|
R3 |
8,313.3 |
8,086.7 |
7,612.8 |
|
R2 |
7,972.3 |
7,972.3 |
7,581.5 |
|
R1 |
7,745.7 |
7,745.7 |
7,550.3 |
7,688.5 |
PP |
7,631.3 |
7,631.3 |
7,631.3 |
7,602.8 |
S1 |
7,404.7 |
7,404.7 |
7,487.7 |
7,347.5 |
S2 |
7,290.3 |
7,290.3 |
7,456.5 |
|
S3 |
6,949.3 |
7,063.7 |
7,425.2 |
|
S4 |
6,608.3 |
6,722.7 |
7,331.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,858.0 |
7,465.0 |
393.0 |
5.3% |
145.9 |
2.0% |
2% |
False |
True |
1,604 |
10 |
7,858.0 |
7,460.0 |
398.0 |
5.3% |
130.2 |
1.7% |
3% |
False |
False |
1,338 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.4% |
131.7 |
1.8% |
30% |
False |
False |
1,255 |
40 |
8,226.0 |
7,307.0 |
919.0 |
12.3% |
138.7 |
1.9% |
18% |
False |
False |
936 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.3% |
130.3 |
1.7% |
17% |
False |
False |
753 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.3% |
120.8 |
1.6% |
17% |
False |
False |
839 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.3% |
106.6 |
1.4% |
17% |
False |
False |
709 |
120 |
8,300.0 |
6,998.0 |
1,302.0 |
17.4% |
97.6 |
1.3% |
36% |
False |
False |
610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,984.8 |
2.618 |
7,823.2 |
1.618 |
7,724.2 |
1.000 |
7,663.0 |
0.618 |
7,625.2 |
HIGH |
7,564.0 |
0.618 |
7,526.2 |
0.500 |
7,514.5 |
0.382 |
7,502.8 |
LOW |
7,465.0 |
0.618 |
7,403.8 |
1.000 |
7,366.0 |
1.618 |
7,304.8 |
2.618 |
7,205.8 |
4.250 |
7,044.3 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,514.5 |
7,607.5 |
PP |
7,500.0 |
7,562.0 |
S1 |
7,485.5 |
7,516.5 |
|