Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,231.0 |
6,492.0 |
261.0 |
4.2% |
6,292.5 |
High |
6,369.0 |
6,582.0 |
213.0 |
3.3% |
6,450.0 |
Low |
6,226.0 |
6,466.0 |
240.0 |
3.9% |
6,195.0 |
Close |
6,344.5 |
6,530.5 |
186.0 |
2.9% |
6,366.5 |
Range |
143.0 |
116.0 |
-27.0 |
-18.9% |
255.0 |
ATR |
118.9 |
127.4 |
8.5 |
7.1% |
0.0 |
Volume |
145,319 |
190,011 |
44,692 |
30.8% |
62,462 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,874.0 |
6,818.5 |
6,594.5 |
|
R3 |
6,758.0 |
6,702.5 |
6,562.5 |
|
R2 |
6,642.0 |
6,642.0 |
6,552.0 |
|
R1 |
6,586.5 |
6,586.5 |
6,541.0 |
6,614.0 |
PP |
6,526.0 |
6,526.0 |
6,526.0 |
6,540.0 |
S1 |
6,470.5 |
6,470.5 |
6,520.0 |
6,498.0 |
S2 |
6,410.0 |
6,410.0 |
6,509.0 |
|
S3 |
6,294.0 |
6,354.5 |
6,498.5 |
|
S4 |
6,178.0 |
6,238.5 |
6,466.5 |
|
|
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 |
6,582.0 |
6,212.0 |
370.0 |
5.7% |
121.0 |
1.9% |
86% |
True |
False |
87,015 |
10 |
6,582.0 |
6,195.0 |
387.0 |
5.9% |
119.5 |
1.8% |
87% |
True |
False |
44,338 |
20 |
6,582.0 |
6,140.0 |
442.0 |
6.8% |
101.5 |
1.6% |
88% |
True |
False |
23,395 |
40 |
6,598.0 |
5,899.0 |
699.0 |
10.7% |
96.0 |
1.5% |
90% |
False |
False |
11,777 |
60 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
83.5 |
1.3% |
67% |
False |
False |
7,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,075.0 |
2.618 |
6,885.5 |
1.618 |
6,769.5 |
1.000 |
6,698.0 |
0.618 |
6,653.5 |
HIGH |
6,582.0 |
0.618 |
6,537.5 |
0.500 |
6,524.0 |
0.382 |
6,510.5 |
LOW |
6,466.0 |
0.618 |
6,394.5 |
1.000 |
6,350.0 |
1.618 |
6,278.5 |
2.618 |
6,162.5 |
4.250 |
5,973.0 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,528.5 |
6,486.0 |
PP |
6,526.0 |
6,441.5 |
S1 |
6,524.0 |
6,397.0 |
|