Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,441.95 |
13,403.18 |
-38.77 |
-0.3% |
13,116.39 |
High |
13,451.54 |
13,739.96 |
288.42 |
2.1% |
13,469.27 |
Low |
13,362.37 |
13,403.18 |
40.81 |
0.3% |
13,021.93 |
Close |
13,403.42 |
13,739.39 |
335.97 |
2.5% |
13,442.52 |
Range |
89.17 |
336.78 |
247.61 |
277.7% |
447.34 |
ATR |
181.74 |
192.81 |
11.07 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,637.85 |
14,525.40 |
13,924.62 |
|
R3 |
14,301.07 |
14,188.62 |
13,832.00 |
|
R2 |
13,964.29 |
13,964.29 |
13,801.13 |
|
R1 |
13,851.84 |
13,851.84 |
13,770.26 |
13,908.07 |
PP |
13,627.51 |
13,627.51 |
13,627.51 |
13,655.62 |
S1 |
13,515.06 |
13,515.06 |
13,708.52 |
13,571.29 |
S2 |
13,290.73 |
13,290.73 |
13,677.65 |
|
S3 |
12,953.95 |
13,178.28 |
13,646.78 |
|
S4 |
12,617.17 |
12,841.50 |
13,554.16 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,653.26 |
14,495.23 |
13,688.56 |
|
R3 |
14,205.92 |
14,047.89 |
13,565.54 |
|
R2 |
13,758.58 |
13,758.58 |
13,524.53 |
|
R1 |
13,600.55 |
13,600.55 |
13,483.53 |
13,679.57 |
PP |
13,311.24 |
13,311.24 |
13,311.24 |
13,350.75 |
S1 |
13,153.21 |
13,153.21 |
13,401.51 |
13,232.23 |
S2 |
12,863.90 |
12,863.90 |
13,360.51 |
|
S3 |
12,416.56 |
12,705.87 |
13,319.50 |
|
S4 |
11,969.22 |
12,258.53 |
13,196.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,739.96 |
13,263.03 |
476.93 |
3.5% |
167.15 |
1.2% |
100% |
True |
False |
|
10 |
13,739.96 |
13,021.93 |
718.03 |
5.2% |
181.53 |
1.3% |
100% |
True |
False |
|
20 |
13,739.96 |
13,021.93 |
718.03 |
5.2% |
175.74 |
1.3% |
100% |
True |
False |
|
40 |
13,940.99 |
12,517.94 |
1,423.05 |
10.4% |
218.70 |
1.6% |
86% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
189.64 |
1.4% |
81% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
174.58 |
1.3% |
81% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
158.90 |
1.2% |
81% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.0% |
148.98 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,171.28 |
2.618 |
14,621.65 |
1.618 |
14,284.87 |
1.000 |
14,076.74 |
0.618 |
13,948.09 |
HIGH |
13,739.96 |
0.618 |
13,611.31 |
0.500 |
13,571.57 |
0.382 |
13,531.83 |
LOW |
13,403.18 |
0.618 |
13,195.05 |
1.000 |
13,066.40 |
1.618 |
12,858.27 |
2.618 |
12,521.49 |
4.250 |
11,971.87 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,683.45 |
13,670.23 |
PP |
13,627.51 |
13,601.06 |
S1 |
13,571.57 |
13,531.90 |
|