Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,813.52 |
13,768.33 |
-45.19 |
-0.3% |
13,441.95 |
High |
13,822.14 |
13,877.17 |
55.03 |
0.4% |
13,877.17 |
Low |
13,741.01 |
13,768.25 |
27.24 |
0.2% |
13,362.37 |
Close |
13,766.70 |
13,820.19 |
53.49 |
0.4% |
13,820.19 |
Range |
81.13 |
108.92 |
27.79 |
34.3% |
514.80 |
ATR |
180.54 |
175.54 |
-5.01 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,148.63 |
14,093.33 |
13,880.10 |
|
R3 |
14,039.71 |
13,984.41 |
13,850.14 |
|
R2 |
13,930.79 |
13,930.79 |
13,840.16 |
|
R1 |
13,875.49 |
13,875.49 |
13,830.17 |
13,903.14 |
PP |
13,821.87 |
13,821.87 |
13,821.87 |
13,835.70 |
S1 |
13,766.57 |
13,766.57 |
13,810.21 |
13,794.22 |
S2 |
13,712.95 |
13,712.95 |
13,800.22 |
|
S3 |
13,604.03 |
13,657.65 |
13,790.24 |
|
S4 |
13,495.11 |
13,548.73 |
13,760.28 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,230.98 |
15,040.38 |
14,103.33 |
|
R3 |
14,716.18 |
14,525.58 |
13,961.76 |
|
R2 |
14,201.38 |
14,201.38 |
13,914.57 |
|
R1 |
14,010.78 |
14,010.78 |
13,867.38 |
14,106.08 |
PP |
13,686.58 |
13,686.58 |
13,686.58 |
13,734.23 |
S1 |
13,495.98 |
13,495.98 |
13,773.00 |
13,591.28 |
S2 |
13,171.78 |
13,171.78 |
13,725.81 |
|
S3 |
12,656.98 |
12,981.18 |
13,678.62 |
|
S4 |
12,142.18 |
12,466.38 |
13,537.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,877.17 |
13,362.37 |
514.80 |
3.7% |
148.72 |
1.1% |
89% |
True |
False |
|
10 |
13,877.17 |
13,021.93 |
855.24 |
6.2% |
153.55 |
1.1% |
93% |
True |
False |
|
20 |
13,877.17 |
13,021.93 |
855.24 |
6.2% |
170.85 |
1.2% |
93% |
True |
False |
|
40 |
13,877.17 |
12,517.94 |
1,359.23 |
9.8% |
205.77 |
1.5% |
96% |
True |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
186.51 |
1.3% |
87% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
174.12 |
1.3% |
87% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
159.36 |
1.2% |
87% |
False |
False |
|
120 |
14,021.95 |
12,379.05 |
1,642.90 |
11.9% |
148.63 |
1.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,340.08 |
2.618 |
14,162.32 |
1.618 |
14,053.40 |
1.000 |
13,986.09 |
0.618 |
13,944.48 |
HIGH |
13,877.17 |
0.618 |
13,835.56 |
0.500 |
13,822.71 |
0.382 |
13,809.86 |
LOW |
13,768.25 |
0.618 |
13,700.94 |
1.000 |
13,659.33 |
1.618 |
13,592.02 |
2.618 |
13,483.10 |
4.250 |
13,305.34 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,822.71 |
13,816.30 |
PP |
13,821.87 |
13,812.41 |
S1 |
13,821.03 |
13,808.53 |
|