Trading Metrics calculated at close of trading on 24-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,795.5 |
7,874.5 |
79.0 |
1.0% |
7,589.0 |
High |
7,895.0 |
7,882.0 |
-13.0 |
-0.2% |
7,895.0 |
Low |
7,792.5 |
7,839.0 |
46.5 |
0.6% |
7,523.0 |
Close |
7,883.0 |
7,872.5 |
-10.5 |
-0.1% |
7,883.0 |
Range |
102.5 |
43.0 |
-59.5 |
-58.0% |
372.0 |
ATR |
131.4 |
125.2 |
-6.2 |
-4.8% |
0.0 |
Volume |
192,167 |
107,791 |
-84,376 |
-43.9% |
516,637 |
|
Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,993.5 |
7,976.0 |
7,896.2 |
|
R3 |
7,950.5 |
7,933.0 |
7,884.3 |
|
R2 |
7,907.5 |
7,907.5 |
7,880.4 |
|
R1 |
7,890.0 |
7,890.0 |
7,876.4 |
7,877.3 |
PP |
7,864.5 |
7,864.5 |
7,864.5 |
7,858.1 |
S1 |
7,847.0 |
7,847.0 |
7,868.6 |
7,834.3 |
S2 |
7,821.5 |
7,821.5 |
7,864.6 |
|
S3 |
7,778.5 |
7,804.0 |
7,860.7 |
|
S4 |
7,735.5 |
7,761.0 |
7,848.9 |
|
|
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 |
7,533.5 |
361.5 |
4.6% |
105.8 |
1.3% |
94% |
False |
False |
115,683 |
10 |
7,895.0 |
7,510.0 |
385.0 |
4.9% |
95.8 |
1.2% |
94% |
False |
False |
64,945 |
20 |
7,895.0 |
7,460.0 |
435.0 |
5.5% |
113.0 |
1.4% |
95% |
False |
False |
33,142 |
40 |
7,895.0 |
7,307.0 |
588.0 |
7.5% |
124.3 |
1.6% |
96% |
False |
False |
16,997 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
128.0 |
1.6% |
57% |
False |
False |
11,516 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
126.6 |
1.6% |
57% |
False |
False |
8,909 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
113.0 |
1.4% |
57% |
False |
False |
7,193 |
120 |
8,300.0 |
7,276.0 |
1,024.0 |
13.0% |
101.1 |
1.3% |
58% |
False |
False |
6,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,064.8 |
2.618 |
7,994.6 |
1.618 |
7,951.6 |
1.000 |
7,925.0 |
0.618 |
7,908.6 |
HIGH |
7,882.0 |
0.618 |
7,865.6 |
0.500 |
7,860.5 |
0.382 |
7,855.4 |
LOW |
7,839.0 |
0.618 |
7,812.4 |
1.000 |
7,796.0 |
1.618 |
7,769.4 |
2.618 |
7,726.4 |
4.250 |
7,656.3 |
|
|
Fisher Pivots for day following 24-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,868.5 |
7,861.3 |
PP |
7,864.5 |
7,850.2 |
S1 |
7,860.5 |
7,839.0 |
|