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 |
13,757.84 |
13,779.30 |
21.46 |
0.2% |
13,441.95 |
High |
13,787.19 |
13,915.79 |
128.60 |
0.9% |
13,877.17 |
Low |
13,696.31 |
13,779.30 |
82.99 |
0.6% |
13,362.37 |
Close |
13,778.65 |
13,878.15 |
99.50 |
0.7% |
13,820.19 |
Range |
90.88 |
136.49 |
45.61 |
50.2% |
514.80 |
ATR |
166.04 |
163.97 |
-2.06 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,267.22 |
14,209.17 |
13,953.22 |
|
R3 |
14,130.73 |
14,072.68 |
13,915.68 |
|
R2 |
13,994.24 |
13,994.24 |
13,903.17 |
|
R1 |
13,936.19 |
13,936.19 |
13,890.66 |
13,965.22 |
PP |
13,857.75 |
13,857.75 |
13,857.75 |
13,872.26 |
S1 |
13,799.70 |
13,799.70 |
13,865.64 |
13,828.73 |
S2 |
13,721.26 |
13,721.26 |
13,853.13 |
|
S3 |
13,584.77 |
13,663.21 |
13,840.62 |
|
S4 |
13,448.28 |
13,526.72 |
13,803.08 |
|
|
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 |
13,915.79 |
13,696.31 |
219.48 |
1.6% |
108.18 |
0.8% |
83% |
True |
False |
|
10 |
13,915.79 |
13,292.38 |
623.41 |
4.5% |
140.73 |
1.0% |
94% |
True |
False |
|
20 |
13,915.79 |
13,021.93 |
893.86 |
6.4% |
161.47 |
1.2% |
96% |
True |
False |
|
40 |
13,915.79 |
12,517.94 |
1,397.85 |
10.1% |
196.22 |
1.4% |
97% |
True |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
184.89 |
1.3% |
90% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
176.03 |
1.3% |
90% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
160.55 |
1.2% |
90% |
False |
False |
|
120 |
14,021.95 |
12,428.22 |
1,593.73 |
11.5% |
149.28 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,495.87 |
2.618 |
14,273.12 |
1.618 |
14,136.63 |
1.000 |
14,052.28 |
0.618 |
14,000.14 |
HIGH |
13,915.79 |
0.618 |
13,863.65 |
0.500 |
13,847.55 |
0.382 |
13,831.44 |
LOW |
13,779.30 |
0.618 |
13,694.95 |
1.000 |
13,642.81 |
1.618 |
13,558.46 |
2.618 |
13,421.97 |
4.250 |
13,199.22 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,867.95 |
13,854.12 |
PP |
13,857.75 |
13,830.08 |
S1 |
13,847.55 |
13,806.05 |
|