Trading Metrics calculated at close of trading on 27-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1,529.00 |
1,536.00 |
7.00 |
0.5% |
1,497.25 |
High |
1,541.75 |
1,545.00 |
3.25 |
0.2% |
1,552.00 |
Low |
1,528.50 |
1,535.75 |
7.25 |
0.5% |
1,485.00 |
Close |
1,536.25 |
1,544.50 |
8.25 |
0.5% |
1,534.50 |
Range |
13.25 |
9.25 |
-4.00 |
-30.2% |
67.00 |
ATR |
22.02 |
21.11 |
-0.91 |
-4.1% |
0.00 |
Volume |
1,582,077 |
1,689,313 |
107,236 |
6.8% |
10,206,218 |
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.50 |
1,566.25 |
1,549.50 |
|
R3 |
1,560.25 |
1,557.00 |
1,547.00 |
|
R2 |
1,551.00 |
1,551.00 |
1,546.25 |
|
R1 |
1,547.75 |
1,547.75 |
1,545.25 |
1,549.50 |
PP |
1,541.75 |
1,541.75 |
1,541.75 |
1,542.50 |
S1 |
1,538.50 |
1,538.50 |
1,543.75 |
1,540.00 |
S2 |
1,532.50 |
1,532.50 |
1,542.75 |
|
S3 |
1,523.25 |
1,529.25 |
1,542.00 |
|
S4 |
1,514.00 |
1,520.00 |
1,539.50 |
|
|
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 |
1,545.00 |
1,518.75 |
26.25 |
1.7% |
13.00 |
0.8% |
98% |
True |
False |
1,663,281 |
10 |
1,552.00 |
1,485.00 |
67.00 |
4.3% |
17.50 |
1.1% |
89% |
False |
False |
1,746,891 |
20 |
1,552.00 |
1,453.50 |
98.50 |
6.4% |
19.75 |
1.3% |
92% |
False |
False |
906,481 |
40 |
1,552.00 |
1,385.00 |
167.00 |
10.8% |
26.75 |
1.7% |
96% |
False |
False |
458,516 |
60 |
1,579.50 |
1,385.00 |
194.50 |
12.6% |
25.25 |
1.6% |
82% |
False |
False |
306,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.25 |
2.618 |
1,569.25 |
1.618 |
1,560.00 |
1.000 |
1,554.25 |
0.618 |
1,550.75 |
HIGH |
1,545.00 |
0.618 |
1,541.50 |
0.500 |
1,540.50 |
0.382 |
1,539.25 |
LOW |
1,535.75 |
0.618 |
1,530.00 |
1.000 |
1,526.50 |
1.618 |
1,520.75 |
2.618 |
1,511.50 |
4.250 |
1,496.50 |
|
|
Fisher Pivots for day following 27-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1,543.00 |
1,540.25 |
PP |
1,541.75 |
1,536.00 |
S1 |
1,540.50 |
1,532.00 |
|