Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,367.0 |
6,398.5 |
31.5 |
0.5% |
6,292.5 |
High |
6,450.0 |
6,408.0 |
-42.0 |
-0.7% |
6,450.0 |
Low |
6,357.5 |
6,280.0 |
-77.5 |
-1.2% |
6,195.0 |
Close |
6,446.5 |
6,366.5 |
-80.0 |
-1.2% |
6,366.5 |
Range |
92.5 |
128.0 |
35.5 |
38.4% |
255.0 |
ATR |
110.1 |
114.2 |
4.0 |
3.7% |
0.0 |
Volume |
17,734 |
38,627 |
20,893 |
117.8% |
62,462 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,735.5 |
6,679.0 |
6,437.0 |
|
R3 |
6,607.5 |
6,551.0 |
6,401.5 |
|
R2 |
6,479.5 |
6,479.5 |
6,390.0 |
|
R1 |
6,423.0 |
6,423.0 |
6,378.0 |
6,387.0 |
PP |
6,351.5 |
6,351.5 |
6,351.5 |
6,333.5 |
S1 |
6,295.0 |
6,295.0 |
6,355.0 |
6,259.0 |
S2 |
6,223.5 |
6,223.5 |
6,343.0 |
|
S3 |
6,095.5 |
6,167.0 |
6,331.5 |
|
S4 |
5,967.5 |
6,039.0 |
6,296.0 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,102.0 |
6,989.5 |
6,507.0 |
|
R3 |
6,847.0 |
6,734.5 |
6,436.5 |
|
R2 |
6,592.0 |
6,592.0 |
6,413.0 |
|
R1 |
6,479.5 |
6,479.5 |
6,390.0 |
6,536.0 |
PP |
6,337.0 |
6,337.0 |
6,337.0 |
6,365.5 |
S1 |
6,224.5 |
6,224.5 |
6,343.0 |
6,281.0 |
S2 |
6,082.0 |
6,082.0 |
6,320.0 |
|
S3 |
5,827.0 |
5,969.5 |
6,296.5 |
|
S4 |
5,572.0 |
5,714.5 |
6,226.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,450.0 |
6,195.0 |
255.0 |
4.0% |
104.0 |
1.6% |
67% |
False |
False |
12,492 |
10 |
6,464.0 |
6,195.0 |
269.0 |
4.2% |
105.5 |
1.7% |
64% |
False |
False |
8,641 |
20 |
6,464.0 |
5,899.0 |
565.0 |
8.9% |
103.5 |
1.6% |
83% |
False |
False |
4,468 |
40 |
6,752.5 |
5,899.0 |
853.5 |
13.4% |
93.5 |
1.5% |
55% |
False |
False |
2,377 |
60 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
80.5 |
1.3% |
50% |
False |
False |
1,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,952.0 |
2.618 |
6,743.0 |
1.618 |
6,615.0 |
1.000 |
6,536.0 |
0.618 |
6,487.0 |
HIGH |
6,408.0 |
0.618 |
6,359.0 |
0.500 |
6,344.0 |
0.382 |
6,329.0 |
LOW |
6,280.0 |
0.618 |
6,201.0 |
1.000 |
6,152.0 |
1.618 |
6,073.0 |
2.618 |
5,945.0 |
4.250 |
5,736.0 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,359.0 |
6,366.0 |
PP |
6,351.5 |
6,365.5 |
S1 |
6,344.0 |
6,365.0 |
|