Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,601.0 |
7,589.0 |
-12.0 |
-0.2% |
7,530.0 |
High |
7,613.5 |
7,621.5 |
8.0 |
0.1% |
7,637.5 |
Low |
7,534.0 |
7,523.0 |
-11.0 |
-0.1% |
7,465.0 |
Close |
7,592.0 |
7,582.0 |
-10.0 |
-0.1% |
7,592.0 |
Range |
79.5 |
98.5 |
19.0 |
23.9% |
172.5 |
ATR |
128.1 |
126.0 |
-2.1 |
-1.7% |
0.0 |
Volume |
8,182 |
46,013 |
37,831 |
462.4% |
27,387 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,871.0 |
7,825.0 |
7,636.2 |
|
R3 |
7,772.5 |
7,726.5 |
7,609.1 |
|
R2 |
7,674.0 |
7,674.0 |
7,600.1 |
|
R1 |
7,628.0 |
7,628.0 |
7,591.0 |
7,601.8 |
PP |
7,575.5 |
7,575.5 |
7,575.5 |
7,562.4 |
S1 |
7,529.5 |
7,529.5 |
7,573.0 |
7,503.3 |
S2 |
7,477.0 |
7,477.0 |
7,563.9 |
|
S3 |
7,378.5 |
7,431.0 |
7,554.9 |
|
S4 |
7,280.0 |
7,332.5 |
7,527.8 |
|
|
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 |
7,510.0 |
127.5 |
1.7% |
85.7 |
1.1% |
56% |
False |
False |
14,208 |
10 |
7,858.0 |
7,465.0 |
393.0 |
5.2% |
115.8 |
1.5% |
30% |
False |
False |
7,906 |
20 |
7,858.0 |
7,459.0 |
399.0 |
5.3% |
111.9 |
1.5% |
31% |
False |
False |
4,488 |
40 |
8,071.0 |
7,307.0 |
764.0 |
10.1% |
136.1 |
1.8% |
36% |
False |
False |
2,660 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
127.1 |
1.7% |
28% |
False |
False |
1,896 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
123.5 |
1.6% |
28% |
False |
False |
1,721 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
108.9 |
1.4% |
28% |
False |
False |
1,410 |
120 |
8,300.0 |
7,061.0 |
1,239.0 |
16.3% |
98.6 |
1.3% |
42% |
False |
False |
1,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,040.1 |
2.618 |
7,879.4 |
1.618 |
7,780.9 |
1.000 |
7,720.0 |
0.618 |
7,682.4 |
HIGH |
7,621.5 |
0.618 |
7,583.9 |
0.500 |
7,572.3 |
0.382 |
7,560.6 |
LOW |
7,523.0 |
0.618 |
7,462.1 |
1.000 |
7,424.5 |
1.618 |
7,363.6 |
2.618 |
7,265.1 |
4.250 |
7,104.4 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,578.8 |
7,581.4 |
PP |
7,575.5 |
7,580.8 |
S1 |
7,572.3 |
7,580.3 |
|