Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,798.0 |
7,808.0 |
10.0 |
0.1% |
7,530.0 |
High |
7,863.5 |
7,839.0 |
-24.5 |
-0.3% |
7,637.5 |
Low |
7,789.5 |
7,783.0 |
-6.5 |
-0.1% |
7,465.0 |
Close |
7,842.5 |
7,824.0 |
-18.5 |
-0.2% |
7,592.0 |
Range |
74.0 |
56.0 |
-18.0 |
-24.3% |
172.5 |
ATR |
139.4 |
133.7 |
-5.7 |
-4.1% |
0.0 |
Volume |
104,571 |
71,367 |
-33,204 |
-31.8% |
27,387 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,983.3 |
7,959.7 |
7,854.8 |
|
R3 |
7,927.3 |
7,903.7 |
7,839.4 |
|
R2 |
7,871.3 |
7,871.3 |
7,834.3 |
|
R1 |
7,847.7 |
7,847.7 |
7,829.1 |
7,859.5 |
PP |
7,815.3 |
7,815.3 |
7,815.3 |
7,821.3 |
S1 |
7,791.7 |
7,791.7 |
7,818.9 |
7,803.5 |
S2 |
7,759.3 |
7,759.3 |
7,813.7 |
|
S3 |
7,703.3 |
7,735.7 |
7,808.6 |
|
S4 |
7,647.3 |
7,679.7 |
7,793.2 |
|
|
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 |
4.4% |
112.3 |
1.4% |
88% |
False |
False |
66,530 |
10 |
7,863.5 |
7,465.0 |
398.5 |
5.1% |
112.1 |
1.4% |
90% |
False |
False |
35,339 |
20 |
7,863.5 |
7,460.0 |
403.5 |
5.2% |
113.9 |
1.5% |
90% |
False |
False |
18,180 |
40 |
7,863.5 |
7,307.0 |
556.5 |
7.1% |
127.9 |
1.6% |
93% |
False |
False |
9,543 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
128.6 |
1.6% |
52% |
False |
False |
6,522 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
126.5 |
1.6% |
52% |
False |
False |
5,193 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
112.4 |
1.4% |
52% |
False |
False |
4,194 |
120 |
8,300.0 |
7,200.0 |
1,100.0 |
14.1% |
100.6 |
1.3% |
57% |
False |
False |
3,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,077.0 |
2.618 |
7,985.6 |
1.618 |
7,929.6 |
1.000 |
7,895.0 |
0.618 |
7,873.6 |
HIGH |
7,839.0 |
0.618 |
7,817.6 |
0.500 |
7,811.0 |
0.382 |
7,804.4 |
LOW |
7,783.0 |
0.618 |
7,748.4 |
1.000 |
7,727.0 |
1.618 |
7,692.4 |
2.618 |
7,636.4 |
4.250 |
7,545.0 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,819.7 |
7,782.2 |
PP |
7,815.3 |
7,740.3 |
S1 |
7,811.0 |
7,698.5 |
|