Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,540.75 |
1,531.00 |
-9.75 |
-0.6% |
1,497.25 |
High |
1,542.25 |
1,544.00 |
1.75 |
0.1% |
1,552.00 |
Low |
1,528.75 |
1,528.50 |
-0.25 |
0.0% |
1,485.00 |
Close |
1,531.75 |
1,534.50 |
2.75 |
0.2% |
1,534.50 |
Range |
13.50 |
15.50 |
2.00 |
14.8% |
67.00 |
ATR |
24.77 |
24.11 |
-0.66 |
-2.7% |
0.00 |
Volume |
2,651,718 |
2,201,481 |
-450,237 |
-17.0% |
10,206,218 |
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.25 |
1,573.75 |
1,543.00 |
|
R3 |
1,566.75 |
1,558.25 |
1,538.75 |
|
R2 |
1,551.25 |
1,551.25 |
1,537.25 |
|
R1 |
1,542.75 |
1,542.75 |
1,536.00 |
1,547.00 |
PP |
1,535.75 |
1,535.75 |
1,535.75 |
1,537.75 |
S1 |
1,527.25 |
1,527.25 |
1,533.00 |
1,531.50 |
S2 |
1,520.25 |
1,520.25 |
1,531.75 |
|
S3 |
1,504.75 |
1,511.75 |
1,530.25 |
|
S4 |
1,489.25 |
1,496.25 |
1,526.00 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.75 |
1,696.75 |
1,571.25 |
|
R3 |
1,657.75 |
1,629.75 |
1,553.00 |
|
R2 |
1,590.75 |
1,590.75 |
1,546.75 |
|
R1 |
1,562.75 |
1,562.75 |
1,540.75 |
1,576.75 |
PP |
1,523.75 |
1,523.75 |
1,523.75 |
1,531.00 |
S1 |
1,495.75 |
1,495.75 |
1,528.25 |
1,509.75 |
S2 |
1,456.75 |
1,456.75 |
1,522.25 |
|
S3 |
1,389.75 |
1,428.75 |
1,516.00 |
|
S4 |
1,322.75 |
1,361.75 |
1,497.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,552.00 |
1,485.00 |
67.00 |
4.4% |
22.25 |
1.4% |
74% |
False |
False |
2,041,243 |
10 |
1,552.00 |
1,453.50 |
98.50 |
6.4% |
20.75 |
1.3% |
82% |
False |
False |
1,181,587 |
20 |
1,552.00 |
1,446.75 |
105.25 |
6.9% |
22.50 |
1.5% |
83% |
False |
False |
604,421 |
40 |
1,552.00 |
1,385.00 |
167.00 |
10.9% |
29.00 |
1.9% |
90% |
False |
False |
305,995 |
60 |
1,579.50 |
1,385.00 |
194.50 |
12.7% |
25.50 |
1.7% |
77% |
False |
False |
204,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.00 |
2.618 |
1,584.50 |
1.618 |
1,569.00 |
1.000 |
1,559.50 |
0.618 |
1,553.50 |
HIGH |
1,544.00 |
0.618 |
1,538.00 |
0.500 |
1,536.25 |
0.382 |
1,534.50 |
LOW |
1,528.50 |
0.618 |
1,519.00 |
1.000 |
1,513.00 |
1.618 |
1,503.50 |
2.618 |
1,488.00 |
4.250 |
1,462.50 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,536.25 |
1,540.25 |
PP |
1,535.75 |
1,538.25 |
S1 |
1,535.00 |
1,536.50 |
|