Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,497.25 |
1,490.25 |
-7.00 |
-0.5% |
1,470.50 |
High |
1,497.50 |
1,534.25 |
36.75 |
2.5% |
1,504.25 |
Low |
1,485.00 |
1,485.00 |
0.00 |
0.0% |
1,453.50 |
Close |
1,489.75 |
1,533.00 |
43.25 |
2.9% |
1,498.00 |
Range |
12.50 |
49.25 |
36.75 |
294.0% |
50.75 |
ATR |
24.25 |
26.03 |
1.79 |
7.4% |
0.00 |
Volume |
1,397,778 |
1,352,552 |
-45,226 |
-3.2% |
1,609,657 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.25 |
1,648.25 |
1,560.00 |
|
R3 |
1,616.00 |
1,599.00 |
1,546.50 |
|
R2 |
1,566.75 |
1,566.75 |
1,542.00 |
|
R1 |
1,549.75 |
1,549.75 |
1,537.50 |
1,558.25 |
PP |
1,517.50 |
1,517.50 |
1,517.50 |
1,521.50 |
S1 |
1,500.50 |
1,500.50 |
1,528.50 |
1,509.00 |
S2 |
1,468.25 |
1,468.25 |
1,524.00 |
|
S3 |
1,419.00 |
1,451.25 |
1,519.50 |
|
S4 |
1,369.75 |
1,402.00 |
1,506.00 |
|
|
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 |
1,534.25 |
1,479.00 |
55.25 |
3.6% |
22.25 |
1.5% |
98% |
True |
False |
837,665 |
10 |
1,534.25 |
1,453.50 |
80.75 |
5.3% |
22.25 |
1.5% |
98% |
True |
False |
447,465 |
20 |
1,534.25 |
1,446.75 |
87.50 |
5.7% |
23.50 |
1.5% |
99% |
True |
False |
233,053 |
40 |
1,564.75 |
1,385.00 |
179.75 |
11.7% |
30.50 |
2.0% |
82% |
False |
False |
119,825 |
60 |
1,579.50 |
1,385.00 |
194.50 |
12.7% |
25.75 |
1.7% |
76% |
False |
False |
80,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.50 |
2.618 |
1,663.25 |
1.618 |
1,614.00 |
1.000 |
1,583.50 |
0.618 |
1,564.75 |
HIGH |
1,534.25 |
0.618 |
1,515.50 |
0.500 |
1,509.50 |
0.382 |
1,503.75 |
LOW |
1,485.00 |
0.618 |
1,454.50 |
1.000 |
1,435.75 |
1.618 |
1,405.25 |
2.618 |
1,356.00 |
4.250 |
1,275.75 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,525.25 |
1,525.25 |
PP |
1,517.50 |
1,517.50 |
S1 |
1,509.50 |
1,509.50 |
|