Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,589.0 |
7,550.5 |
-38.5 |
-0.5% |
7,530.0 |
High |
7,621.5 |
7,787.0 |
165.5 |
2.2% |
7,637.5 |
Low |
7,523.0 |
7,533.5 |
10.5 |
0.1% |
7,465.0 |
Close |
7,582.0 |
7,668.5 |
86.5 |
1.1% |
7,592.0 |
Range |
98.5 |
253.5 |
155.0 |
157.4% |
172.5 |
ATR |
126.0 |
135.1 |
9.1 |
7.2% |
0.0 |
Volume |
46,013 |
102,519 |
56,506 |
122.8% |
27,387 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,423.5 |
8,299.5 |
7,807.9 |
|
R3 |
8,170.0 |
8,046.0 |
7,738.2 |
|
R2 |
7,916.5 |
7,916.5 |
7,715.0 |
|
R1 |
7,792.5 |
7,792.5 |
7,691.7 |
7,854.5 |
PP |
7,663.0 |
7,663.0 |
7,663.0 |
7,694.0 |
S1 |
7,539.0 |
7,539.0 |
7,645.3 |
7,601.0 |
S2 |
7,409.5 |
7,409.5 |
7,622.0 |
|
S3 |
7,156.0 |
7,285.5 |
7,598.8 |
|
S4 |
6,902.5 |
7,032.0 |
7,529.1 |
|
|
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 |
7,787.0 |
7,520.0 |
267.0 |
3.5% |
119.4 |
1.6% |
56% |
True |
False |
33,500 |
10 |
7,820.5 |
7,465.0 |
355.5 |
4.6% |
125.7 |
1.6% |
57% |
False |
False |
17,980 |
20 |
7,858.0 |
7,460.0 |
398.0 |
5.2% |
119.0 |
1.6% |
52% |
False |
False |
9,557 |
40 |
7,915.0 |
7,307.0 |
608.0 |
7.9% |
136.4 |
1.8% |
59% |
False |
False |
5,204 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
129.9 |
1.7% |
36% |
False |
False |
3,599 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
126.6 |
1.7% |
36% |
False |
False |
3,002 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.9% |
111.1 |
1.4% |
36% |
False |
False |
2,435 |
120 |
8,300.0 |
7,089.0 |
1,211.0 |
15.8% |
100.4 |
1.3% |
48% |
False |
False |
2,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,864.4 |
2.618 |
8,450.7 |
1.618 |
8,197.2 |
1.000 |
8,040.5 |
0.618 |
7,943.7 |
HIGH |
7,787.0 |
0.618 |
7,690.2 |
0.500 |
7,660.3 |
0.382 |
7,630.3 |
LOW |
7,533.5 |
0.618 |
7,376.8 |
1.000 |
7,280.0 |
1.618 |
7,123.3 |
2.618 |
6,869.8 |
4.250 |
6,456.1 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,665.8 |
7,664.0 |
PP |
7,663.0 |
7,659.5 |
S1 |
7,660.3 |
7,655.0 |
|