Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,821.57 |
13,757.84 |
-63.73 |
-0.5% |
13,441.95 |
High |
13,874.41 |
13,787.19 |
-87.22 |
-0.6% |
13,877.17 |
Low |
13,750.93 |
13,696.31 |
-54.62 |
-0.4% |
13,362.37 |
Close |
13,759.06 |
13,778.65 |
19.59 |
0.1% |
13,820.19 |
Range |
123.48 |
90.88 |
-32.60 |
-26.4% |
514.80 |
ATR |
171.82 |
166.04 |
-5.78 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,026.69 |
13,993.55 |
13,828.63 |
|
R3 |
13,935.81 |
13,902.67 |
13,803.64 |
|
R2 |
13,844.93 |
13,844.93 |
13,795.31 |
|
R1 |
13,811.79 |
13,811.79 |
13,786.98 |
13,828.36 |
PP |
13,754.05 |
13,754.05 |
13,754.05 |
13,762.34 |
S1 |
13,720.91 |
13,720.91 |
13,770.32 |
13,737.48 |
S2 |
13,663.17 |
13,663.17 |
13,761.99 |
|
S3 |
13,572.29 |
13,630.03 |
13,753.66 |
|
S4 |
13,481.41 |
13,539.15 |
13,728.67 |
|
|
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 |
13,696.31 |
180.86 |
1.3% |
106.41 |
0.8% |
46% |
False |
True |
|
10 |
13,877.17 |
13,263.03 |
614.14 |
4.5% |
136.78 |
1.0% |
84% |
False |
False |
|
20 |
13,877.17 |
13,021.93 |
855.24 |
6.2% |
168.84 |
1.2% |
88% |
False |
False |
|
40 |
13,877.17 |
12,517.94 |
1,359.23 |
9.9% |
200.28 |
1.5% |
93% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
184.75 |
1.3% |
84% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
175.22 |
1.3% |
84% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
159.74 |
1.2% |
84% |
False |
False |
|
120 |
14,021.95 |
12,428.22 |
1,593.73 |
11.6% |
148.75 |
1.1% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,173.43 |
2.618 |
14,025.11 |
1.618 |
13,934.23 |
1.000 |
13,878.07 |
0.618 |
13,843.35 |
HIGH |
13,787.19 |
0.618 |
13,752.47 |
0.500 |
13,741.75 |
0.382 |
13,731.03 |
LOW |
13,696.31 |
0.618 |
13,640.15 |
1.000 |
13,605.43 |
1.618 |
13,549.27 |
2.618 |
13,458.39 |
4.250 |
13,310.07 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,766.35 |
13,786.74 |
PP |
13,754.05 |
13,784.04 |
S1 |
13,741.75 |
13,781.35 |
|