Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,740.61 |
13,813.52 |
72.91 |
0.5% |
13,116.39 |
High |
13,867.50 |
13,822.14 |
-45.36 |
-0.3% |
13,469.27 |
Low |
13,739.88 |
13,741.01 |
1.13 |
0.0% |
13,021.93 |
Close |
13,815.56 |
13,766.70 |
-48.86 |
-0.4% |
13,442.52 |
Range |
127.62 |
81.13 |
-46.49 |
-36.4% |
447.34 |
ATR |
188.19 |
180.54 |
-7.65 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,020.01 |
13,974.48 |
13,811.32 |
|
R3 |
13,938.88 |
13,893.35 |
13,789.01 |
|
R2 |
13,857.75 |
13,857.75 |
13,781.57 |
|
R1 |
13,812.22 |
13,812.22 |
13,774.14 |
13,794.42 |
PP |
13,776.62 |
13,776.62 |
13,776.62 |
13,767.72 |
S1 |
13,731.09 |
13,731.09 |
13,759.26 |
13,713.29 |
S2 |
13,695.49 |
13,695.49 |
13,751.83 |
|
S3 |
13,614.36 |
13,649.96 |
13,744.39 |
|
S4 |
13,533.23 |
13,568.83 |
13,722.08 |
|
|
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 |
13,867.50 |
13,323.84 |
543.66 |
3.9% |
154.12 |
1.1% |
81% |
False |
False |
|
10 |
13,867.50 |
13,021.93 |
845.57 |
6.1% |
170.52 |
1.2% |
88% |
False |
False |
|
20 |
13,867.50 |
13,021.93 |
845.57 |
6.1% |
171.88 |
1.2% |
88% |
False |
False |
|
40 |
13,867.50 |
12,517.94 |
1,349.56 |
9.8% |
214.25 |
1.6% |
93% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
187.58 |
1.4% |
83% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
175.00 |
1.3% |
83% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
159.24 |
1.2% |
83% |
False |
False |
|
120 |
14,021.95 |
12,324.28 |
1,697.67 |
12.3% |
148.32 |
1.1% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,166.94 |
2.618 |
14,034.54 |
1.618 |
13,953.41 |
1.000 |
13,903.27 |
0.618 |
13,872.28 |
HIGH |
13,822.14 |
0.618 |
13,791.15 |
0.500 |
13,781.58 |
0.382 |
13,772.00 |
LOW |
13,741.01 |
0.618 |
13,690.87 |
1.000 |
13,659.88 |
1.618 |
13,609.74 |
2.618 |
13,528.61 |
4.250 |
13,396.21 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,781.58 |
13,722.91 |
PP |
13,776.62 |
13,679.13 |
S1 |
13,771.66 |
13,635.34 |
|