Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,546.5 |
7,546.0 |
-0.5 |
0.0% |
7,766.5 |
High |
7,595.0 |
7,573.0 |
-22.0 |
-0.3% |
7,858.0 |
Low |
7,510.0 |
7,520.0 |
10.0 |
0.1% |
7,517.0 |
Close |
7,554.0 |
7,565.5 |
11.5 |
0.2% |
7,519.0 |
Range |
85.0 |
53.0 |
-32.0 |
-37.6% |
341.0 |
ATR |
137.4 |
131.3 |
-6.0 |
-4.4% |
0.0 |
Volume |
6,058 |
4,597 |
-1,461 |
-24.1% |
6,060 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,711.8 |
7,691.7 |
7,594.7 |
|
R3 |
7,658.8 |
7,638.7 |
7,580.1 |
|
R2 |
7,605.8 |
7,605.8 |
7,575.2 |
|
R1 |
7,585.7 |
7,585.7 |
7,570.4 |
7,595.8 |
PP |
7,552.8 |
7,552.8 |
7,552.8 |
7,557.9 |
S1 |
7,532.7 |
7,532.7 |
7,560.6 |
7,542.8 |
S2 |
7,499.8 |
7,499.8 |
7,555.8 |
|
S3 |
7,446.8 |
7,479.7 |
7,550.9 |
|
S4 |
7,393.8 |
7,426.7 |
7,536.4 |
|
|
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 |
7,750.0 |
7,465.0 |
285.0 |
3.8% |
115.1 |
1.5% |
35% |
False |
False |
3,168 |
10 |
7,858.0 |
7,465.0 |
393.0 |
5.2% |
116.5 |
1.5% |
26% |
False |
False |
2,143 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.3% |
125.6 |
1.7% |
47% |
False |
False |
1,750 |
40 |
8,150.0 |
7,307.0 |
843.0 |
11.1% |
137.3 |
1.8% |
31% |
False |
False |
1,184 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
129.3 |
1.7% |
26% |
False |
False |
918 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
122.4 |
1.6% |
26% |
False |
False |
970 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
107.4 |
1.4% |
26% |
False |
False |
814 |
120 |
8,300.0 |
6,998.0 |
1,302.0 |
17.2% |
97.7 |
1.3% |
44% |
False |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,798.3 |
2.618 |
7,711.8 |
1.618 |
7,658.8 |
1.000 |
7,626.0 |
0.618 |
7,605.8 |
HIGH |
7,573.0 |
0.618 |
7,552.8 |
0.500 |
7,546.5 |
0.382 |
7,540.2 |
LOW |
7,520.0 |
0.618 |
7,487.2 |
1.000 |
7,467.0 |
1.618 |
7,434.2 |
2.618 |
7,381.2 |
4.250 |
7,294.8 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,559.2 |
7,553.7 |
PP |
7,552.8 |
7,541.8 |
S1 |
7,546.5 |
7,530.0 |
|