Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,808.0 |
7,795.5 |
-12.5 |
-0.2% |
7,589.0 |
High |
7,839.0 |
7,895.0 |
56.0 |
0.7% |
7,895.0 |
Low |
7,783.0 |
7,792.5 |
9.5 |
0.1% |
7,523.0 |
Close |
7,824.0 |
7,883.0 |
59.0 |
0.8% |
7,883.0 |
Range |
56.0 |
102.5 |
46.5 |
83.0% |
372.0 |
ATR |
133.7 |
131.4 |
-2.2 |
-1.7% |
0.0 |
Volume |
71,367 |
192,167 |
120,800 |
169.3% |
516,637 |
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,164.3 |
8,126.2 |
7,939.4 |
|
R3 |
8,061.8 |
8,023.7 |
7,911.2 |
|
R2 |
7,959.3 |
7,959.3 |
7,901.8 |
|
R1 |
7,921.2 |
7,921.2 |
7,892.4 |
7,940.3 |
PP |
7,856.8 |
7,856.8 |
7,856.8 |
7,866.4 |
S1 |
7,818.7 |
7,818.7 |
7,873.6 |
7,837.8 |
S2 |
7,754.3 |
7,754.3 |
7,864.2 |
|
S3 |
7,651.8 |
7,716.2 |
7,854.8 |
|
S4 |
7,549.3 |
7,613.7 |
7,826.6 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,883.0 |
8,755.0 |
8,087.6 |
|
R3 |
8,511.0 |
8,383.0 |
7,985.3 |
|
R2 |
8,139.0 |
8,139.0 |
7,951.2 |
|
R1 |
8,011.0 |
8,011.0 |
7,917.1 |
8,075.0 |
PP |
7,767.0 |
7,767.0 |
7,767.0 |
7,799.0 |
S1 |
7,639.0 |
7,639.0 |
7,848.9 |
7,703.0 |
S2 |
7,395.0 |
7,395.0 |
7,814.8 |
|
S3 |
7,023.0 |
7,267.0 |
7,780.7 |
|
S4 |
6,651.0 |
6,895.0 |
7,678.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,895.0 |
7,523.0 |
372.0 |
4.7% |
116.9 |
1.5% |
97% |
True |
False |
103,327 |
10 |
7,895.0 |
7,465.0 |
430.0 |
5.5% |
101.4 |
1.3% |
97% |
True |
False |
54,402 |
20 |
7,895.0 |
7,460.0 |
435.0 |
5.5% |
114.6 |
1.5% |
97% |
True |
False |
27,766 |
40 |
7,895.0 |
7,307.0 |
588.0 |
7.5% |
127.0 |
1.6% |
98% |
True |
False |
14,328 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
128.3 |
1.6% |
58% |
False |
False |
9,722 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
126.9 |
1.6% |
58% |
False |
False |
7,582 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
112.9 |
1.4% |
58% |
False |
False |
6,115 |
120 |
8,300.0 |
7,260.5 |
1,039.5 |
13.2% |
100.9 |
1.3% |
60% |
False |
False |
5,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,330.6 |
2.618 |
8,163.3 |
1.618 |
8,060.8 |
1.000 |
7,997.5 |
0.618 |
7,958.3 |
HIGH |
7,895.0 |
0.618 |
7,855.8 |
0.500 |
7,843.8 |
0.382 |
7,831.7 |
LOW |
7,792.5 |
0.618 |
7,729.2 |
1.000 |
7,690.0 |
1.618 |
7,626.7 |
2.618 |
7,524.2 |
4.250 |
7,356.9 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,869.9 |
7,868.3 |
PP |
7,856.8 |
7,853.7 |
S1 |
7,843.8 |
7,839.0 |
|