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 |
7,530.0 |
7,546.5 |
16.5 |
0.2% |
7,766.5 |
High |
7,564.0 |
7,595.0 |
31.0 |
0.4% |
7,858.0 |
Low |
7,465.0 |
7,510.0 |
45.0 |
0.6% |
7,517.0 |
Close |
7,471.0 |
7,554.0 |
83.0 |
1.1% |
7,519.0 |
Range |
99.0 |
85.0 |
-14.0 |
-14.1% |
341.0 |
ATR |
138.4 |
137.4 |
-1.0 |
-0.7% |
0.0 |
Volume |
2,357 |
6,058 |
3,701 |
157.0% |
6,060 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,808.0 |
7,766.0 |
7,600.8 |
|
R3 |
7,723.0 |
7,681.0 |
7,577.4 |
|
R2 |
7,638.0 |
7,638.0 |
7,569.6 |
|
R1 |
7,596.0 |
7,596.0 |
7,561.8 |
7,617.0 |
PP |
7,553.0 |
7,553.0 |
7,553.0 |
7,563.5 |
S1 |
7,511.0 |
7,511.0 |
7,546.2 |
7,532.0 |
S2 |
7,468.0 |
7,468.0 |
7,538.4 |
|
S3 |
7,383.0 |
7,426.0 |
7,530.6 |
|
S4 |
7,298.0 |
7,341.0 |
7,507.3 |
|
|
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 |
7,820.5 |
7,465.0 |
355.5 |
4.7% |
132.0 |
1.7% |
25% |
False |
False |
2,459 |
10 |
7,858.0 |
7,460.0 |
398.0 |
5.3% |
126.6 |
1.7% |
24% |
False |
False |
1,892 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.3% |
130.8 |
1.7% |
45% |
False |
False |
1,534 |
40 |
8,150.0 |
7,307.0 |
843.0 |
11.2% |
138.7 |
1.8% |
29% |
False |
False |
1,079 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
130.7 |
1.7% |
25% |
False |
False |
848 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
121.9 |
1.6% |
25% |
False |
False |
914 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
107.5 |
1.4% |
25% |
False |
False |
769 |
120 |
8,300.0 |
6,998.0 |
1,302.0 |
17.2% |
97.9 |
1.3% |
43% |
False |
False |
657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,956.3 |
2.618 |
7,817.5 |
1.618 |
7,732.5 |
1.000 |
7,680.0 |
0.618 |
7,647.5 |
HIGH |
7,595.0 |
0.618 |
7,562.5 |
0.500 |
7,552.5 |
0.382 |
7,542.5 |
LOW |
7,510.0 |
0.618 |
7,457.5 |
1.000 |
7,425.0 |
1.618 |
7,372.5 |
2.618 |
7,287.5 |
4.250 |
7,148.8 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,553.5 |
7,595.8 |
PP |
7,553.0 |
7,581.8 |
S1 |
7,552.5 |
7,567.9 |
|