Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,547.0 |
7,601.0 |
54.0 |
0.7% |
7,530.0 |
High |
7,637.5 |
7,613.5 |
-24.0 |
-0.3% |
7,637.5 |
Low |
7,525.0 |
7,534.0 |
9.0 |
0.1% |
7,465.0 |
Close |
7,637.5 |
7,592.0 |
-45.5 |
-0.6% |
7,592.0 |
Range |
112.5 |
79.5 |
-33.0 |
-29.3% |
172.5 |
ATR |
130.0 |
128.1 |
-1.9 |
-1.5% |
0.0 |
Volume |
6,193 |
8,182 |
1,989 |
32.1% |
27,387 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,818.3 |
7,784.7 |
7,635.7 |
|
R3 |
7,738.8 |
7,705.2 |
7,613.9 |
|
R2 |
7,659.3 |
7,659.3 |
7,606.6 |
|
R1 |
7,625.7 |
7,625.7 |
7,599.3 |
7,602.8 |
PP |
7,579.8 |
7,579.8 |
7,579.8 |
7,568.4 |
S1 |
7,546.2 |
7,546.2 |
7,584.7 |
7,523.3 |
S2 |
7,500.3 |
7,500.3 |
7,577.4 |
|
S3 |
7,420.8 |
7,466.7 |
7,570.1 |
|
S4 |
7,341.3 |
7,387.2 |
7,548.3 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,082.3 |
8,009.7 |
7,686.9 |
|
R3 |
7,909.8 |
7,837.2 |
7,639.4 |
|
R2 |
7,737.3 |
7,737.3 |
7,623.6 |
|
R1 |
7,664.7 |
7,664.7 |
7,607.8 |
7,701.0 |
PP |
7,564.8 |
7,564.8 |
7,564.8 |
7,583.0 |
S1 |
7,492.2 |
7,492.2 |
7,576.2 |
7,528.5 |
S2 |
7,392.3 |
7,392.3 |
7,560.4 |
|
S3 |
7,219.8 |
7,319.7 |
7,544.6 |
|
S4 |
7,047.3 |
7,147.2 |
7,497.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,637.5 |
7,465.0 |
172.5 |
2.3% |
85.8 |
1.1% |
74% |
False |
False |
5,477 |
10 |
7,858.0 |
7,465.0 |
393.0 |
5.2% |
109.8 |
1.4% |
32% |
False |
False |
3,344 |
20 |
7,858.0 |
7,459.0 |
399.0 |
5.3% |
111.1 |
1.5% |
33% |
False |
False |
2,315 |
40 |
8,086.0 |
7,307.0 |
779.0 |
10.3% |
136.4 |
1.8% |
37% |
False |
False |
1,521 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
127.8 |
1.7% |
29% |
False |
False |
1,143 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
123.2 |
1.6% |
29% |
False |
False |
1,146 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
108.4 |
1.4% |
29% |
False |
False |
950 |
120 |
8,300.0 |
6,998.0 |
1,302.0 |
17.1% |
98.4 |
1.3% |
46% |
False |
False |
812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,951.4 |
2.618 |
7,821.6 |
1.618 |
7,742.1 |
1.000 |
7,693.0 |
0.618 |
7,662.6 |
HIGH |
7,613.5 |
0.618 |
7,583.1 |
0.500 |
7,573.8 |
0.382 |
7,564.4 |
LOW |
7,534.0 |
0.618 |
7,484.9 |
1.000 |
7,454.5 |
1.618 |
7,405.4 |
2.618 |
7,325.9 |
4.250 |
7,196.1 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,585.9 |
7,587.6 |
PP |
7,579.8 |
7,583.2 |
S1 |
7,573.8 |
7,578.8 |
|