Trading Metrics calculated at close of trading on 27-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,779.30 |
13,879.53 |
100.23 |
0.7% |
13,441.95 |
High |
13,915.79 |
13,920.42 |
4.63 |
0.0% |
13,877.17 |
Low |
13,779.30 |
13,868.15 |
88.85 |
0.6% |
13,362.37 |
Close |
13,878.15 |
13,912.94 |
34.79 |
0.3% |
13,820.19 |
Range |
136.49 |
52.27 |
-84.22 |
-61.7% |
514.80 |
ATR |
163.97 |
156.00 |
-7.98 |
-4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,057.31 |
14,037.40 |
13,941.69 |
|
R3 |
14,005.04 |
13,985.13 |
13,927.31 |
|
R2 |
13,952.77 |
13,952.77 |
13,922.52 |
|
R1 |
13,932.86 |
13,932.86 |
13,917.73 |
13,942.82 |
PP |
13,900.50 |
13,900.50 |
13,900.50 |
13,905.48 |
S1 |
13,880.59 |
13,880.59 |
13,908.15 |
13,890.55 |
S2 |
13,848.23 |
13,848.23 |
13,903.36 |
|
S3 |
13,795.96 |
13,828.32 |
13,898.57 |
|
S4 |
13,743.69 |
13,776.05 |
13,884.19 |
|
|
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 |
13,920.42 |
13,696.31 |
224.11 |
1.6% |
102.41 |
0.7% |
97% |
True |
False |
|
10 |
13,920.42 |
13,323.84 |
596.58 |
4.3% |
128.27 |
0.9% |
99% |
True |
False |
|
20 |
13,920.42 |
13,021.93 |
898.49 |
6.5% |
151.56 |
1.1% |
99% |
True |
False |
|
40 |
13,920.42 |
12,517.94 |
1,402.48 |
10.1% |
191.02 |
1.4% |
99% |
True |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
184.76 |
1.3% |
93% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
175.16 |
1.3% |
93% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.8% |
160.50 |
1.2% |
93% |
False |
False |
|
120 |
14,021.95 |
12,428.22 |
1,593.73 |
11.5% |
149.40 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,142.57 |
2.618 |
14,057.26 |
1.618 |
14,004.99 |
1.000 |
13,972.69 |
0.618 |
13,952.72 |
HIGH |
13,920.42 |
0.618 |
13,900.45 |
0.500 |
13,894.29 |
0.382 |
13,888.12 |
LOW |
13,868.15 |
0.618 |
13,835.85 |
1.000 |
13,815.88 |
1.618 |
13,783.58 |
2.618 |
13,731.31 |
4.250 |
13,646.00 |
|
|
Fisher Pivots for day following 27-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,906.72 |
13,878.08 |
PP |
13,900.50 |
13,843.22 |
S1 |
13,894.29 |
13,808.37 |
|