Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,546.0 |
7,547.0 |
1.0 |
0.0% |
7,766.5 |
High |
7,573.0 |
7,637.5 |
64.5 |
0.9% |
7,858.0 |
Low |
7,520.0 |
7,525.0 |
5.0 |
0.1% |
7,517.0 |
Close |
7,565.5 |
7,637.5 |
72.0 |
1.0% |
7,519.0 |
Range |
53.0 |
112.5 |
59.5 |
112.3% |
341.0 |
ATR |
131.3 |
130.0 |
-1.3 |
-1.0% |
0.0 |
Volume |
4,597 |
6,193 |
1,596 |
34.7% |
6,060 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,937.5 |
7,900.0 |
7,699.4 |
|
R3 |
7,825.0 |
7,787.5 |
7,668.4 |
|
R2 |
7,712.5 |
7,712.5 |
7,658.1 |
|
R1 |
7,675.0 |
7,675.0 |
7,647.8 |
7,693.8 |
PP |
7,600.0 |
7,600.0 |
7,600.0 |
7,609.4 |
S1 |
7,562.5 |
7,562.5 |
7,627.2 |
7,581.3 |
S2 |
7,487.5 |
7,487.5 |
7,616.9 |
|
S3 |
7,375.0 |
7,450.0 |
7,606.6 |
|
S4 |
7,262.5 |
7,337.5 |
7,575.6 |
|
|
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 |
7,726.5 |
7,465.0 |
261.5 |
3.4% |
111.8 |
1.5% |
66% |
False |
False |
4,148 |
10 |
7,858.0 |
7,465.0 |
393.0 |
5.1% |
116.0 |
1.5% |
44% |
False |
False |
2,597 |
20 |
7,858.0 |
7,307.0 |
551.0 |
7.2% |
121.9 |
1.6% |
60% |
False |
False |
2,001 |
40 |
8,142.5 |
7,307.0 |
835.5 |
10.9% |
138.7 |
1.8% |
40% |
False |
False |
1,326 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
128.7 |
1.7% |
33% |
False |
False |
1,015 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
123.3 |
1.6% |
33% |
False |
False |
1,045 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
108.0 |
1.4% |
33% |
False |
False |
876 |
120 |
8,300.0 |
6,998.0 |
1,302.0 |
17.0% |
97.9 |
1.3% |
49% |
False |
False |
744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,115.6 |
2.618 |
7,932.0 |
1.618 |
7,819.5 |
1.000 |
7,750.0 |
0.618 |
7,707.0 |
HIGH |
7,637.5 |
0.618 |
7,594.5 |
0.500 |
7,581.3 |
0.382 |
7,568.0 |
LOW |
7,525.0 |
0.618 |
7,455.5 |
1.000 |
7,412.5 |
1.618 |
7,343.0 |
2.618 |
7,230.5 |
4.250 |
7,046.9 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,618.8 |
7,616.3 |
PP |
7,600.0 |
7,595.0 |
S1 |
7,581.3 |
7,573.8 |
|