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 |
6,497.5 |
6,498.0 |
0.5 |
0.0% |
6,336.0 |
High |
6,504.0 |
6,547.5 |
43.5 |
0.7% |
6,582.0 |
Low |
6,426.5 |
6,478.5 |
52.0 |
0.8% |
6,212.0 |
Close |
6,456.0 |
6,490.5 |
34.5 |
0.5% |
6,518.0 |
Range |
77.5 |
69.0 |
-8.5 |
-11.0% |
370.0 |
ATR |
114.5 |
112.8 |
-1.6 |
-1.4% |
0.0 |
Volume |
61,205 |
110,693 |
49,488 |
80.9% |
649,525 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,712.5 |
6,670.5 |
6,528.5 |
|
R3 |
6,643.5 |
6,601.5 |
6,509.5 |
|
R2 |
6,574.5 |
6,574.5 |
6,503.0 |
|
R1 |
6,532.5 |
6,532.5 |
6,497.0 |
6,519.0 |
PP |
6,505.5 |
6,505.5 |
6,505.5 |
6,499.0 |
S1 |
6,463.5 |
6,463.5 |
6,484.0 |
6,450.0 |
S2 |
6,436.5 |
6,436.5 |
6,478.0 |
|
S3 |
6,367.5 |
6,394.5 |
6,471.5 |
|
S4 |
6,298.5 |
6,325.5 |
6,452.5 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,547.5 |
7,402.5 |
6,721.5 |
|
R3 |
7,177.5 |
7,032.5 |
6,620.0 |
|
R2 |
6,807.5 |
6,807.5 |
6,586.0 |
|
R1 |
6,662.5 |
6,662.5 |
6,552.0 |
6,735.0 |
PP |
6,437.5 |
6,437.5 |
6,437.5 |
6,473.5 |
S1 |
6,292.5 |
6,292.5 |
6,484.0 |
6,365.0 |
S2 |
6,067.5 |
6,067.5 |
6,450.0 |
|
S3 |
5,697.5 |
5,922.5 |
6,416.0 |
|
S4 |
5,327.5 |
5,552.5 |
6,314.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,558.5 |
6,426.5 |
132.0 |
2.0% |
68.0 |
1.1% |
48% |
False |
False |
115,209 |
10 |
6,582.0 |
6,212.0 |
370.0 |
5.7% |
94.5 |
1.5% |
75% |
False |
False |
101,112 |
20 |
6,582.0 |
6,195.0 |
387.0 |
6.0% |
98.0 |
1.5% |
76% |
False |
False |
52,152 |
40 |
6,582.0 |
5,899.0 |
683.0 |
10.5% |
91.0 |
1.4% |
87% |
False |
False |
26,163 |
60 |
6,835.0 |
5,899.0 |
936.0 |
14.4% |
85.5 |
1.3% |
63% |
False |
False |
17,569 |
80 |
6,856.0 |
5,899.0 |
957.0 |
14.7% |
77.5 |
1.2% |
62% |
False |
False |
13,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,841.0 |
2.618 |
6,728.0 |
1.618 |
6,659.0 |
1.000 |
6,616.5 |
0.618 |
6,590.0 |
HIGH |
6,547.5 |
0.618 |
6,521.0 |
0.500 |
6,513.0 |
0.382 |
6,505.0 |
LOW |
6,478.5 |
0.618 |
6,436.0 |
1.000 |
6,409.5 |
1.618 |
6,367.0 |
2.618 |
6,298.0 |
4.250 |
6,185.0 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,513.0 |
6,492.5 |
PP |
6,505.5 |
6,492.0 |
S1 |
6,498.0 |
6,491.0 |
|