Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,485.00 |
1,488.25 |
3.25 |
0.2% |
1,489.50 |
High |
1,494.25 |
1,504.25 |
10.00 |
0.7% |
1,512.25 |
Low |
1,479.00 |
1,484.25 |
5.25 |
0.4% |
1,463.00 |
Close |
1,489.50 |
1,498.00 |
8.50 |
0.6% |
1,472.50 |
Range |
15.25 |
20.00 |
4.75 |
31.1% |
49.25 |
ATR |
26.40 |
25.95 |
-0.46 |
-1.7% |
0.00 |
Volume |
93,240 |
196,990 |
103,750 |
111.3% |
131,063 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.50 |
1,546.75 |
1,509.00 |
|
R3 |
1,535.50 |
1,526.75 |
1,503.50 |
|
R2 |
1,515.50 |
1,515.50 |
1,501.75 |
|
R1 |
1,506.75 |
1,506.75 |
1,499.75 |
1,511.00 |
PP |
1,495.50 |
1,495.50 |
1,495.50 |
1,497.75 |
S1 |
1,486.75 |
1,486.75 |
1,496.25 |
1,491.00 |
S2 |
1,475.50 |
1,475.50 |
1,494.25 |
|
S3 |
1,455.50 |
1,466.75 |
1,492.50 |
|
S4 |
1,435.50 |
1,446.75 |
1,487.00 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.25 |
1,600.75 |
1,499.50 |
|
R3 |
1,581.00 |
1,551.50 |
1,486.00 |
|
R2 |
1,531.75 |
1,531.75 |
1,481.50 |
|
R1 |
1,502.25 |
1,502.25 |
1,477.00 |
1,492.50 |
PP |
1,482.50 |
1,482.50 |
1,482.50 |
1,477.75 |
S1 |
1,453.00 |
1,453.00 |
1,468.00 |
1,443.00 |
S2 |
1,433.25 |
1,433.25 |
1,463.50 |
|
S3 |
1,384.00 |
1,403.75 |
1,459.00 |
|
S4 |
1,334.75 |
1,354.50 |
1,445.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,504.25 |
1,453.50 |
50.75 |
3.4% |
22.25 |
1.5% |
88% |
True |
False |
100,332 |
10 |
1,512.25 |
1,453.50 |
58.75 |
3.9% |
22.00 |
1.5% |
76% |
False |
False |
66,072 |
20 |
1,512.25 |
1,385.00 |
127.25 |
8.5% |
27.25 |
1.8% |
89% |
False |
False |
40,076 |
40 |
1,578.25 |
1,385.00 |
193.25 |
12.9% |
30.00 |
2.0% |
58% |
False |
False |
22,471 |
60 |
1,579.50 |
1,385.00 |
194.50 |
13.0% |
25.75 |
1.7% |
58% |
False |
False |
15,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,589.25 |
2.618 |
1,556.50 |
1.618 |
1,536.50 |
1.000 |
1,524.25 |
0.618 |
1,516.50 |
HIGH |
1,504.25 |
0.618 |
1,496.50 |
0.500 |
1,494.25 |
0.382 |
1,492.00 |
LOW |
1,484.25 |
0.618 |
1,472.00 |
1.000 |
1,464.25 |
1.618 |
1,452.00 |
2.618 |
1,432.00 |
4.250 |
1,399.25 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,496.75 |
1,493.75 |
PP |
1,495.50 |
1,489.25 |
S1 |
1,494.25 |
1,485.00 |
|