Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,488.25 |
1,497.75 |
9.50 |
0.6% |
1,470.50 |
High |
1,504.25 |
1,500.00 |
-4.25 |
-0.3% |
1,504.25 |
Low |
1,484.25 |
1,485.75 |
1.50 |
0.1% |
1,453.50 |
Close |
1,498.00 |
1,498.00 |
0.00 |
0.0% |
1,498.00 |
Range |
20.00 |
14.25 |
-5.75 |
-28.8% |
50.75 |
ATR |
25.95 |
25.11 |
-0.84 |
-3.2% |
0.00 |
Volume |
196,990 |
1,147,767 |
950,777 |
482.7% |
1,609,657 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.25 |
1,532.00 |
1,505.75 |
|
R3 |
1,523.00 |
1,517.75 |
1,502.00 |
|
R2 |
1,508.75 |
1,508.75 |
1,500.50 |
|
R1 |
1,503.50 |
1,503.50 |
1,499.25 |
1,506.00 |
PP |
1,494.50 |
1,494.50 |
1,494.50 |
1,496.00 |
S1 |
1,489.25 |
1,489.25 |
1,496.75 |
1,492.00 |
S2 |
1,480.25 |
1,480.25 |
1,495.50 |
|
S3 |
1,466.00 |
1,475.00 |
1,494.00 |
|
S4 |
1,451.75 |
1,460.75 |
1,490.25 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.50 |
1,618.50 |
1,526.00 |
|
R3 |
1,586.75 |
1,567.75 |
1,512.00 |
|
R2 |
1,536.00 |
1,536.00 |
1,507.25 |
|
R1 |
1,517.00 |
1,517.00 |
1,502.75 |
1,526.50 |
PP |
1,485.25 |
1,485.25 |
1,485.25 |
1,490.00 |
S1 |
1,466.25 |
1,466.25 |
1,493.25 |
1,475.75 |
S2 |
1,434.50 |
1,434.50 |
1,488.75 |
|
S3 |
1,383.75 |
1,415.50 |
1,484.00 |
|
S4 |
1,333.00 |
1,364.75 |
1,470.00 |
|
|
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% |
19.25 |
1.3% |
88% |
False |
False |
321,931 |
10 |
1,512.25 |
1,453.50 |
58.75 |
3.9% |
21.50 |
1.4% |
76% |
False |
False |
178,772 |
20 |
1,512.25 |
1,410.75 |
101.50 |
6.8% |
25.25 |
1.7% |
86% |
False |
False |
96,576 |
40 |
1,575.00 |
1,385.00 |
190.00 |
12.7% |
30.00 |
2.0% |
59% |
False |
False |
51,116 |
60 |
1,579.50 |
1,385.00 |
194.50 |
13.0% |
25.50 |
1.7% |
58% |
False |
False |
34,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.50 |
2.618 |
1,537.25 |
1.618 |
1,523.00 |
1.000 |
1,514.25 |
0.618 |
1,508.75 |
HIGH |
1,500.00 |
0.618 |
1,494.50 |
0.500 |
1,493.00 |
0.382 |
1,491.25 |
LOW |
1,485.75 |
0.618 |
1,477.00 |
1.000 |
1,471.50 |
1.618 |
1,462.75 |
2.618 |
1,448.50 |
4.250 |
1,425.25 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,496.25 |
1,496.00 |
PP |
1,494.50 |
1,493.75 |
S1 |
1,493.00 |
1,491.50 |
|