Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,550.5 |
7,798.0 |
247.5 |
3.3% |
7,530.0 |
High |
7,787.0 |
7,863.5 |
76.5 |
1.0% |
7,637.5 |
Low |
7,533.5 |
7,789.5 |
256.0 |
3.4% |
7,465.0 |
Close |
7,668.5 |
7,842.5 |
174.0 |
2.3% |
7,592.0 |
Range |
253.5 |
74.0 |
-179.5 |
-70.8% |
172.5 |
ATR |
135.1 |
139.4 |
4.3 |
3.2% |
0.0 |
Volume |
102,519 |
104,571 |
2,052 |
2.0% |
27,387 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,053.8 |
8,022.2 |
7,883.2 |
|
R3 |
7,979.8 |
7,948.2 |
7,862.9 |
|
R2 |
7,905.8 |
7,905.8 |
7,856.1 |
|
R1 |
7,874.2 |
7,874.2 |
7,849.3 |
7,890.0 |
PP |
7,831.8 |
7,831.8 |
7,831.8 |
7,839.8 |
S1 |
7,800.2 |
7,800.2 |
7,835.7 |
7,816.0 |
S2 |
7,757.8 |
7,757.8 |
7,828.9 |
|
S3 |
7,683.8 |
7,726.2 |
7,822.2 |
|
S4 |
7,609.8 |
7,652.2 |
7,801.8 |
|
|
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 |
7,863.5 |
7,523.0 |
340.5 |
4.3% |
123.6 |
1.6% |
94% |
True |
False |
53,495 |
10 |
7,863.5 |
7,465.0 |
398.5 |
5.1% |
119.4 |
1.5% |
95% |
True |
False |
28,332 |
20 |
7,863.5 |
7,460.0 |
403.5 |
5.1% |
117.2 |
1.5% |
95% |
True |
False |
14,672 |
40 |
7,868.0 |
7,307.0 |
561.0 |
7.2% |
135.3 |
1.7% |
95% |
False |
False |
7,806 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
129.3 |
1.6% |
54% |
False |
False |
5,337 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
126.5 |
1.6% |
54% |
False |
False |
4,308 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
111.9 |
1.4% |
54% |
False |
False |
3,480 |
120 |
8,300.0 |
7,108.0 |
1,192.0 |
15.2% |
100.4 |
1.3% |
62% |
False |
False |
2,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,178.0 |
2.618 |
8,057.2 |
1.618 |
7,983.2 |
1.000 |
7,937.5 |
0.618 |
7,909.2 |
HIGH |
7,863.5 |
0.618 |
7,835.2 |
0.500 |
7,826.5 |
0.382 |
7,817.8 |
LOW |
7,789.5 |
0.618 |
7,743.8 |
1.000 |
7,715.5 |
1.618 |
7,669.8 |
2.618 |
7,595.8 |
4.250 |
7,475.0 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,837.2 |
7,792.8 |
PP |
7,831.8 |
7,743.0 |
S1 |
7,826.5 |
7,693.3 |
|