Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,533.25 |
1,531.25 |
-2.00 |
-0.1% |
1,497.25 |
High |
1,542.75 |
1,531.50 |
-11.25 |
-0.7% |
1,552.00 |
Low |
1,528.00 |
1,518.75 |
-9.25 |
-0.6% |
1,485.00 |
Close |
1,531.75 |
1,529.00 |
-2.75 |
-0.2% |
1,534.50 |
Range |
14.75 |
12.75 |
-2.00 |
-13.6% |
67.00 |
ATR |
23.44 |
22.69 |
-0.75 |
-3.2% |
0.00 |
Volume |
1,346,720 |
1,496,817 |
150,097 |
11.1% |
10,206,218 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.75 |
1,559.50 |
1,536.00 |
|
R3 |
1,552.00 |
1,546.75 |
1,532.50 |
|
R2 |
1,539.25 |
1,539.25 |
1,531.25 |
|
R1 |
1,534.00 |
1,534.00 |
1,530.25 |
1,530.25 |
PP |
1,526.50 |
1,526.50 |
1,526.50 |
1,524.50 |
S1 |
1,521.25 |
1,521.25 |
1,527.75 |
1,517.50 |
S2 |
1,513.75 |
1,513.75 |
1,526.75 |
|
S3 |
1,501.00 |
1,508.50 |
1,525.50 |
|
S4 |
1,488.25 |
1,495.75 |
1,522.00 |
|
|
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 |
1,518.75 |
33.25 |
2.2% |
15.50 |
1.0% |
31% |
False |
True |
2,059,885 |
10 |
1,552.00 |
1,479.00 |
73.00 |
4.8% |
18.75 |
1.2% |
68% |
False |
False |
1,448,775 |
20 |
1,552.00 |
1,446.75 |
105.25 |
6.9% |
22.00 |
1.4% |
78% |
False |
False |
744,358 |
40 |
1,552.00 |
1,385.00 |
167.00 |
10.9% |
28.00 |
1.8% |
86% |
False |
False |
376,900 |
60 |
1,579.50 |
1,385.00 |
194.50 |
12.7% |
25.25 |
1.7% |
74% |
False |
False |
251,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,585.75 |
2.618 |
1,565.00 |
1.618 |
1,552.25 |
1.000 |
1,544.25 |
0.618 |
1,539.50 |
HIGH |
1,531.50 |
0.618 |
1,526.75 |
0.500 |
1,525.00 |
0.382 |
1,523.50 |
LOW |
1,518.75 |
0.618 |
1,510.75 |
1.000 |
1,506.00 |
1.618 |
1,498.00 |
2.618 |
1,485.25 |
4.250 |
1,464.50 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,527.75 |
1,531.50 |
PP |
1,526.50 |
1,530.50 |
S1 |
1,525.00 |
1,529.75 |
|