Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,497.75 |
1,497.25 |
-0.50 |
0.0% |
1,470.50 |
High |
1,500.00 |
1,497.50 |
-2.50 |
-0.2% |
1,504.25 |
Low |
1,485.75 |
1,485.00 |
-0.75 |
-0.1% |
1,453.50 |
Close |
1,498.00 |
1,489.75 |
-8.25 |
-0.6% |
1,498.00 |
Range |
14.25 |
12.50 |
-1.75 |
-12.3% |
50.75 |
ATR |
25.11 |
24.25 |
-0.87 |
-3.4% |
0.00 |
Volume |
1,147,767 |
1,397,778 |
250,011 |
21.8% |
1,609,657 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.25 |
1,521.50 |
1,496.50 |
|
R3 |
1,515.75 |
1,509.00 |
1,493.25 |
|
R2 |
1,503.25 |
1,503.25 |
1,492.00 |
|
R1 |
1,496.50 |
1,496.50 |
1,491.00 |
1,493.50 |
PP |
1,490.75 |
1,490.75 |
1,490.75 |
1,489.25 |
S1 |
1,484.00 |
1,484.00 |
1,488.50 |
1,481.00 |
S2 |
1,478.25 |
1,478.25 |
1,487.50 |
|
S3 |
1,465.75 |
1,471.50 |
1,486.25 |
|
S4 |
1,453.25 |
1,459.00 |
1,483.00 |
|
|
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 |
1,465.75 |
38.50 |
2.6% |
16.75 |
1.1% |
62% |
False |
False |
588,041 |
10 |
1,512.25 |
1,453.50 |
58.75 |
3.9% |
20.50 |
1.4% |
62% |
False |
False |
313,849 |
20 |
1,512.25 |
1,445.75 |
66.50 |
4.5% |
22.00 |
1.5% |
66% |
False |
False |
165,700 |
40 |
1,569.50 |
1,385.00 |
184.50 |
12.4% |
29.50 |
2.0% |
57% |
False |
False |
86,033 |
60 |
1,579.50 |
1,385.00 |
194.50 |
13.1% |
25.50 |
1.7% |
54% |
False |
False |
57,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.50 |
2.618 |
1,530.25 |
1.618 |
1,517.75 |
1.000 |
1,510.00 |
0.618 |
1,505.25 |
HIGH |
1,497.50 |
0.618 |
1,492.75 |
0.500 |
1,491.25 |
0.382 |
1,489.75 |
LOW |
1,485.00 |
0.618 |
1,477.25 |
1.000 |
1,472.50 |
1.618 |
1,464.75 |
2.618 |
1,452.25 |
4.250 |
1,432.00 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,491.25 |
1,494.25 |
PP |
1,490.75 |
1,492.75 |
S1 |
1,490.25 |
1,491.25 |
|