Trading Metrics calculated at close of trading on 27-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,889.0 |
7,930.0 |
41.0 |
0.5% |
7,589.0 |
High |
7,907.0 |
7,964.0 |
57.0 |
0.7% |
7,895.0 |
Low |
7,870.0 |
7,916.5 |
46.5 |
0.6% |
7,523.0 |
Close |
7,883.5 |
7,931.5 |
48.0 |
0.6% |
7,883.0 |
Range |
37.0 |
47.5 |
10.5 |
28.4% |
372.0 |
ATR |
116.3 |
113.7 |
-2.6 |
-2.2% |
0.0 |
Volume |
132,973 |
149,390 |
16,417 |
12.3% |
516,637 |
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,079.8 |
8,053.2 |
7,957.6 |
|
R3 |
8,032.3 |
8,005.7 |
7,944.6 |
|
R2 |
7,984.8 |
7,984.8 |
7,940.2 |
|
R1 |
7,958.2 |
7,958.2 |
7,935.9 |
7,971.5 |
PP |
7,937.3 |
7,937.3 |
7,937.3 |
7,944.0 |
S1 |
7,910.7 |
7,910.7 |
7,927.1 |
7,924.0 |
S2 |
7,889.8 |
7,889.8 |
7,922.8 |
|
S3 |
7,842.3 |
7,863.2 |
7,918.4 |
|
S4 |
7,794.8 |
7,815.7 |
7,905.4 |
|
|
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 |
7,964.0 |
7,792.5 |
171.5 |
2.2% |
60.3 |
0.8% |
81% |
True |
False |
149,067 |
10 |
7,964.0 |
7,523.0 |
441.0 |
5.6% |
86.3 |
1.1% |
93% |
True |
False |
107,799 |
20 |
7,964.0 |
7,465.0 |
499.0 |
6.3% |
101.1 |
1.3% |
93% |
True |
False |
55,198 |
40 |
7,964.0 |
7,307.0 |
657.0 |
8.3% |
117.7 |
1.5% |
95% |
True |
False |
28,103 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
126.1 |
1.6% |
63% |
False |
False |
18,916 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
122.2 |
1.5% |
63% |
False |
False |
14,450 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
112.8 |
1.4% |
63% |
False |
False |
11,640 |
120 |
8,300.0 |
7,288.5 |
1,011.5 |
12.8% |
101.6 |
1.3% |
64% |
False |
False |
9,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,165.9 |
2.618 |
8,088.4 |
1.618 |
8,040.9 |
1.000 |
8,011.5 |
0.618 |
7,993.4 |
HIGH |
7,964.0 |
0.618 |
7,945.9 |
0.500 |
7,940.3 |
0.382 |
7,934.6 |
LOW |
7,916.5 |
0.618 |
7,887.1 |
1.000 |
7,869.0 |
1.618 |
7,839.6 |
2.618 |
7,792.1 |
4.250 |
7,714.6 |
|
|
Fisher Pivots for day following 27-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,940.3 |
7,915.2 |
PP |
7,937.3 |
7,898.8 |
S1 |
7,934.4 |
7,882.5 |
|