Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,835.0 |
7,889.0 |
54.0 |
0.7% |
7,589.0 |
High |
7,872.5 |
7,907.0 |
34.5 |
0.4% |
7,895.0 |
Low |
7,801.0 |
7,870.0 |
69.0 |
0.9% |
7,523.0 |
Close |
7,857.0 |
7,883.5 |
26.5 |
0.3% |
7,883.0 |
Range |
71.5 |
37.0 |
-34.5 |
-48.3% |
372.0 |
ATR |
121.4 |
116.3 |
-5.1 |
-4.2% |
0.0 |
Volume |
163,017 |
132,973 |
-30,044 |
-18.4% |
516,637 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,997.8 |
7,977.7 |
7,903.9 |
|
R3 |
7,960.8 |
7,940.7 |
7,893.7 |
|
R2 |
7,923.8 |
7,923.8 |
7,890.3 |
|
R1 |
7,903.7 |
7,903.7 |
7,886.9 |
7,895.3 |
PP |
7,886.8 |
7,886.8 |
7,886.8 |
7,882.6 |
S1 |
7,866.7 |
7,866.7 |
7,880.1 |
7,858.3 |
S2 |
7,849.8 |
7,849.8 |
7,876.7 |
|
S3 |
7,812.8 |
7,829.7 |
7,873.3 |
|
S4 |
7,775.8 |
7,792.7 |
7,863.2 |
|
|
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 |
7,907.0 |
7,783.0 |
124.0 |
1.6% |
62.0 |
0.8% |
81% |
True |
False |
133,463 |
10 |
7,907.0 |
7,523.0 |
384.0 |
4.9% |
92.8 |
1.2% |
94% |
True |
False |
93,479 |
20 |
7,907.0 |
7,465.0 |
442.0 |
5.6% |
104.6 |
1.3% |
95% |
True |
False |
47,811 |
40 |
7,907.0 |
7,307.0 |
600.0 |
7.6% |
117.9 |
1.5% |
96% |
True |
False |
24,374 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
128.2 |
1.6% |
58% |
False |
False |
16,436 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
124.2 |
1.6% |
58% |
False |
False |
12,587 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
112.8 |
1.4% |
58% |
False |
False |
10,147 |
120 |
8,300.0 |
7,288.5 |
1,011.5 |
12.8% |
101.3 |
1.3% |
59% |
False |
False |
8,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,064.3 |
2.618 |
8,003.9 |
1.618 |
7,966.9 |
1.000 |
7,944.0 |
0.618 |
7,929.9 |
HIGH |
7,907.0 |
0.618 |
7,892.9 |
0.500 |
7,888.5 |
0.382 |
7,884.1 |
LOW |
7,870.0 |
0.618 |
7,847.1 |
1.000 |
7,833.0 |
1.618 |
7,810.1 |
2.618 |
7,773.1 |
4.250 |
7,712.8 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,888.5 |
7,873.7 |
PP |
7,886.8 |
7,863.8 |
S1 |
7,885.2 |
7,854.0 |
|