Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,874.5 |
7,835.0 |
-39.5 |
-0.5% |
7,589.0 |
High |
7,882.0 |
7,872.5 |
-9.5 |
-0.1% |
7,895.0 |
Low |
7,839.0 |
7,801.0 |
-38.0 |
-0.5% |
7,523.0 |
Close |
7,872.5 |
7,857.0 |
-15.5 |
-0.2% |
7,883.0 |
Range |
43.0 |
71.5 |
28.5 |
66.3% |
372.0 |
ATR |
125.2 |
121.4 |
-3.8 |
-3.1% |
0.0 |
Volume |
107,791 |
163,017 |
55,226 |
51.2% |
516,637 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,058.0 |
8,029.0 |
7,896.3 |
|
R3 |
7,986.5 |
7,957.5 |
7,876.7 |
|
R2 |
7,915.0 |
7,915.0 |
7,870.1 |
|
R1 |
7,886.0 |
7,886.0 |
7,863.6 |
7,900.5 |
PP |
7,843.5 |
7,843.5 |
7,843.5 |
7,850.8 |
S1 |
7,814.5 |
7,814.5 |
7,850.4 |
7,829.0 |
S2 |
7,772.0 |
7,772.0 |
7,843.9 |
|
S3 |
7,700.5 |
7,743.0 |
7,837.3 |
|
S4 |
7,629.0 |
7,671.5 |
7,817.7 |
|
|
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 |
7,783.0 |
112.0 |
1.4% |
69.4 |
0.9% |
66% |
False |
False |
127,782 |
10 |
7,895.0 |
7,520.0 |
375.0 |
4.8% |
94.4 |
1.2% |
90% |
False |
False |
80,641 |
20 |
7,895.0 |
7,460.0 |
435.0 |
5.5% |
110.5 |
1.4% |
91% |
False |
False |
41,266 |
40 |
7,895.0 |
7,307.0 |
588.0 |
7.5% |
123.1 |
1.6% |
94% |
False |
False |
21,063 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
128.2 |
1.6% |
55% |
False |
False |
14,223 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
126.2 |
1.6% |
55% |
False |
False |
10,935 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
113.1 |
1.4% |
55% |
False |
False |
8,820 |
120 |
8,300.0 |
7,288.5 |
1,011.5 |
12.9% |
101.5 |
1.3% |
56% |
False |
False |
7,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,176.4 |
2.618 |
8,059.7 |
1.618 |
7,988.2 |
1.000 |
7,944.0 |
0.618 |
7,916.7 |
HIGH |
7,872.5 |
0.618 |
7,845.2 |
0.500 |
7,836.8 |
0.382 |
7,828.3 |
LOW |
7,801.0 |
0.618 |
7,756.8 |
1.000 |
7,729.5 |
1.618 |
7,685.3 |
2.618 |
7,613.8 |
4.250 |
7,497.1 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,850.3 |
7,852.6 |
PP |
7,843.5 |
7,848.2 |
S1 |
7,836.8 |
7,843.8 |
|