Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,531.25 |
1,529.00 |
-2.25 |
-0.1% |
1,497.25 |
High |
1,531.50 |
1,541.75 |
10.25 |
0.7% |
1,552.00 |
Low |
1,518.75 |
1,528.50 |
9.75 |
0.6% |
1,485.00 |
Close |
1,529.00 |
1,536.25 |
7.25 |
0.5% |
1,534.50 |
Range |
12.75 |
13.25 |
0.50 |
3.9% |
67.00 |
ATR |
22.69 |
22.02 |
-0.67 |
-3.0% |
0.00 |
Volume |
1,496,817 |
1,582,077 |
85,260 |
5.7% |
10,206,218 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,575.25 |
1,569.00 |
1,543.50 |
|
R3 |
1,562.00 |
1,555.75 |
1,540.00 |
|
R2 |
1,548.75 |
1,548.75 |
1,538.75 |
|
R1 |
1,542.50 |
1,542.50 |
1,537.50 |
1,545.50 |
PP |
1,535.50 |
1,535.50 |
1,535.50 |
1,537.00 |
S1 |
1,529.25 |
1,529.25 |
1,535.00 |
1,532.50 |
S2 |
1,522.25 |
1,522.25 |
1,533.75 |
|
S3 |
1,509.00 |
1,516.00 |
1,532.50 |
|
S4 |
1,495.75 |
1,502.75 |
1,529.00 |
|
|
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 |
1,544.00 |
1,518.75 |
25.25 |
1.6% |
14.00 |
0.9% |
69% |
False |
False |
1,855,762 |
10 |
1,552.00 |
1,484.25 |
67.75 |
4.4% |
18.50 |
1.2% |
77% |
False |
False |
1,597,658 |
20 |
1,552.00 |
1,447.00 |
105.00 |
6.8% |
21.00 |
1.4% |
85% |
False |
False |
822,919 |
40 |
1,552.00 |
1,385.00 |
167.00 |
10.9% |
27.25 |
1.8% |
91% |
False |
False |
416,358 |
60 |
1,579.50 |
1,385.00 |
194.50 |
12.7% |
25.25 |
1.6% |
78% |
False |
False |
278,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,598.00 |
2.618 |
1,576.50 |
1.618 |
1,563.25 |
1.000 |
1,555.00 |
0.618 |
1,550.00 |
HIGH |
1,541.75 |
0.618 |
1,536.75 |
0.500 |
1,535.00 |
0.382 |
1,533.50 |
LOW |
1,528.50 |
0.618 |
1,520.25 |
1.000 |
1,515.25 |
1.618 |
1,507.00 |
2.618 |
1,493.75 |
4.250 |
1,472.25 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,536.00 |
1,534.50 |
PP |
1,535.50 |
1,532.50 |
S1 |
1,535.00 |
1,530.75 |
|