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 |
6,413.0 |
6,480.0 |
67.0 |
1.0% |
6,230.0 |
High |
6,455.0 |
6,484.0 |
29.0 |
0.4% |
6,376.0 |
Low |
6,370.0 |
6,412.0 |
42.0 |
0.7% |
6,204.0 |
Close |
6,444.0 |
6,454.0 |
10.0 |
0.2% |
6,333.0 |
Range |
85.0 |
72.0 |
-13.0 |
-15.3% |
172.0 |
ATR |
99.1 |
97.2 |
-1.9 |
-2.0% |
0.0 |
Volume |
62,719 |
25,154 |
-37,565 |
-59.9% |
40,412 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,666.0 |
6,632.0 |
6,493.6 |
|
R3 |
6,594.0 |
6,560.0 |
6,473.8 |
|
R2 |
6,522.0 |
6,522.0 |
6,467.2 |
|
R1 |
6,488.0 |
6,488.0 |
6,460.6 |
6,469.0 |
PP |
6,450.0 |
6,450.0 |
6,450.0 |
6,440.5 |
S1 |
6,416.0 |
6,416.0 |
6,447.4 |
6,397.0 |
S2 |
6,378.0 |
6,378.0 |
6,440.8 |
|
S3 |
6,306.0 |
6,344.0 |
6,434.2 |
|
S4 |
6,234.0 |
6,272.0 |
6,414.4 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,820.3 |
6,748.7 |
6,427.6 |
|
R3 |
6,648.3 |
6,576.7 |
6,380.3 |
|
R2 |
6,476.3 |
6,476.3 |
6,364.5 |
|
R1 |
6,404.7 |
6,404.7 |
6,348.8 |
6,440.5 |
PP |
6,304.3 |
6,304.3 |
6,304.3 |
6,322.3 |
S1 |
6,232.7 |
6,232.7 |
6,317.2 |
6,268.5 |
S2 |
6,132.3 |
6,132.3 |
6,301.5 |
|
S3 |
5,960.3 |
6,060.7 |
6,285.7 |
|
S4 |
5,788.3 |
5,888.7 |
6,238.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,484.0 |
6,214.0 |
270.0 |
4.2% |
71.8 |
1.1% |
89% |
True |
False |
52,914 |
10 |
6,484.0 |
6,204.0 |
280.0 |
4.3% |
69.3 |
1.1% |
89% |
True |
False |
27,363 |
20 |
6,484.0 |
6,080.0 |
404.0 |
6.3% |
58.6 |
0.9% |
93% |
True |
False |
13,749 |
40 |
6,484.0 |
5,603.0 |
881.0 |
13.7% |
72.3 |
1.1% |
97% |
True |
False |
6,922 |
60 |
6,495.0 |
5,603.0 |
892.0 |
13.8% |
56.4 |
0.9% |
95% |
False |
False |
4,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,790.0 |
2.618 |
6,672.5 |
1.618 |
6,600.5 |
1.000 |
6,556.0 |
0.618 |
6,528.5 |
HIGH |
6,484.0 |
0.618 |
6,456.5 |
0.500 |
6,448.0 |
0.382 |
6,439.5 |
LOW |
6,412.0 |
0.618 |
6,367.5 |
1.000 |
6,340.0 |
1.618 |
6,295.5 |
2.618 |
6,223.5 |
4.250 |
6,106.0 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,452.0 |
6,419.0 |
PP |
6,450.0 |
6,384.0 |
S1 |
6,448.0 |
6,349.0 |
|