Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7,930.0 |
7,954.5 |
24.5 |
0.3% |
7,874.5 |
High |
7,964.0 |
7,964.0 |
0.0 |
0.0% |
7,964.0 |
Low |
7,916.5 |
7,833.0 |
-83.5 |
-1.1% |
7,801.0 |
Close |
7,931.5 |
7,954.5 |
23.0 |
0.3% |
7,954.5 |
Range |
47.5 |
131.0 |
83.5 |
175.8% |
163.0 |
ATR |
113.7 |
114.9 |
1.2 |
1.1% |
0.0 |
Volume |
149,390 |
155,907 |
6,517 |
4.4% |
709,078 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,310.2 |
8,263.3 |
8,026.6 |
|
R3 |
8,179.2 |
8,132.3 |
7,990.5 |
|
R2 |
8,048.2 |
8,048.2 |
7,978.5 |
|
R1 |
8,001.3 |
8,001.3 |
7,966.5 |
8,020.0 |
PP |
7,917.2 |
7,917.2 |
7,917.2 |
7,926.5 |
S1 |
7,870.3 |
7,870.3 |
7,942.5 |
7,889.0 |
S2 |
7,786.2 |
7,786.2 |
7,930.5 |
|
S3 |
7,655.2 |
7,739.3 |
7,918.5 |
|
S4 |
7,524.2 |
7,608.3 |
7,882.5 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,395.5 |
8,338.0 |
8,044.2 |
|
R3 |
8,232.5 |
8,175.0 |
7,999.3 |
|
R2 |
8,069.5 |
8,069.5 |
7,984.4 |
|
R1 |
8,012.0 |
8,012.0 |
7,969.4 |
8,040.8 |
PP |
7,906.5 |
7,906.5 |
7,906.5 |
7,920.9 |
S1 |
7,849.0 |
7,849.0 |
7,939.6 |
7,877.8 |
S2 |
7,743.5 |
7,743.5 |
7,924.6 |
|
S3 |
7,580.5 |
7,686.0 |
7,909.7 |
|
S4 |
7,417.5 |
7,523.0 |
7,864.9 |
|
|
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 |
7,801.0 |
163.0 |
2.0% |
66.0 |
0.8% |
94% |
True |
False |
141,815 |
10 |
7,964.0 |
7,523.0 |
441.0 |
5.5% |
91.5 |
1.1% |
98% |
True |
False |
122,571 |
20 |
7,964.0 |
7,465.0 |
499.0 |
6.3% |
100.6 |
1.3% |
98% |
True |
False |
62,958 |
40 |
7,964.0 |
7,307.0 |
657.0 |
8.3% |
117.3 |
1.5% |
99% |
True |
False |
31,989 |
60 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
126.5 |
1.6% |
65% |
False |
False |
21,509 |
80 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
122.1 |
1.5% |
65% |
False |
False |
16,396 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
113.4 |
1.4% |
65% |
False |
False |
13,197 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
102.0 |
1.3% |
65% |
False |
False |
11,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,520.8 |
2.618 |
8,307.0 |
1.618 |
8,176.0 |
1.000 |
8,095.0 |
0.618 |
8,045.0 |
HIGH |
7,964.0 |
0.618 |
7,914.0 |
0.500 |
7,898.5 |
0.382 |
7,883.0 |
LOW |
7,833.0 |
0.618 |
7,752.0 |
1.000 |
7,702.0 |
1.618 |
7,621.0 |
2.618 |
7,490.0 |
4.250 |
7,276.3 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7,935.8 |
7,935.8 |
PP |
7,917.2 |
7,917.2 |
S1 |
7,898.5 |
7,898.5 |
|