Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,398.5 |
6,336.0 |
-62.5 |
-1.0% |
6,292.5 |
High |
6,408.0 |
6,338.0 |
-70.0 |
-1.1% |
6,450.0 |
Low |
6,280.0 |
6,212.0 |
-68.0 |
-1.1% |
6,195.0 |
Close |
6,366.5 |
6,252.5 |
-114.0 |
-1.8% |
6,366.5 |
Range |
128.0 |
126.0 |
-2.0 |
-1.6% |
255.0 |
ATR |
114.2 |
117.0 |
2.9 |
2.5% |
0.0 |
Volume |
38,627 |
43,388 |
4,761 |
12.3% |
62,462 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,645.5 |
6,575.0 |
6,322.0 |
|
R3 |
6,519.5 |
6,449.0 |
6,287.0 |
|
R2 |
6,393.5 |
6,393.5 |
6,275.5 |
|
R1 |
6,323.0 |
6,323.0 |
6,264.0 |
6,295.0 |
PP |
6,267.5 |
6,267.5 |
6,267.5 |
6,253.5 |
S1 |
6,197.0 |
6,197.0 |
6,241.0 |
6,169.0 |
S2 |
6,141.5 |
6,141.5 |
6,229.5 |
|
S3 |
6,015.5 |
6,071.0 |
6,218.0 |
|
S4 |
5,889.5 |
5,945.0 |
6,183.0 |
|
|
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 |
6,212.0 |
238.0 |
3.8% |
107.0 |
1.7% |
17% |
False |
True |
21,078 |
10 |
6,464.0 |
6,195.0 |
269.0 |
4.3% |
115.5 |
1.9% |
21% |
False |
False |
12,745 |
20 |
6,464.0 |
6,119.5 |
344.5 |
5.5% |
94.0 |
1.5% |
39% |
False |
False |
6,632 |
40 |
6,707.5 |
5,899.0 |
808.5 |
12.9% |
94.0 |
1.5% |
44% |
False |
False |
3,458 |
60 |
6,835.0 |
5,899.0 |
936.0 |
15.0% |
81.5 |
1.3% |
38% |
False |
False |
2,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,873.5 |
2.618 |
6,668.0 |
1.618 |
6,542.0 |
1.000 |
6,464.0 |
0.618 |
6,416.0 |
HIGH |
6,338.0 |
0.618 |
6,290.0 |
0.500 |
6,275.0 |
0.382 |
6,260.0 |
LOW |
6,212.0 |
0.618 |
6,134.0 |
1.000 |
6,086.0 |
1.618 |
6,008.0 |
2.618 |
5,882.0 |
4.250 |
5,676.5 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,275.0 |
6,331.0 |
PP |
6,267.5 |
6,305.0 |
S1 |
6,260.0 |
6,278.5 |
|