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 |
6,476.0 |
6,543.0 |
67.0 |
1.0% |
6,344.0 |
High |
6,569.0 |
6,559.0 |
-10.0 |
-0.2% |
6,484.0 |
Low |
6,474.0 |
6,515.0 |
41.0 |
0.6% |
6,214.0 |
Close |
6,559.0 |
6,548.0 |
-11.0 |
-0.2% |
6,422.0 |
Range |
95.0 |
44.0 |
-51.0 |
-53.7% |
270.0 |
ATR |
95.0 |
91.4 |
-3.6 |
-3.8% |
0.0 |
Volume |
23,233 |
17,195 |
-6,038 |
-26.0% |
249,263 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,672.7 |
6,654.3 |
6,572.2 |
|
R3 |
6,628.7 |
6,610.3 |
6,560.1 |
|
R2 |
6,584.7 |
6,584.7 |
6,556.1 |
|
R1 |
6,566.3 |
6,566.3 |
6,552.0 |
6,575.5 |
PP |
6,540.7 |
6,540.7 |
6,540.7 |
6,545.3 |
S1 |
6,522.3 |
6,522.3 |
6,544.0 |
6,531.5 |
S2 |
6,496.7 |
6,496.7 |
6,539.9 |
|
S3 |
6,452.7 |
6,478.3 |
6,535.9 |
|
S4 |
6,408.7 |
6,434.3 |
6,523.8 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,183.3 |
7,072.7 |
6,570.5 |
|
R3 |
6,913.3 |
6,802.7 |
6,496.3 |
|
R2 |
6,643.3 |
6,643.3 |
6,471.5 |
|
R1 |
6,532.7 |
6,532.7 |
6,446.8 |
6,588.0 |
PP |
6,373.3 |
6,373.3 |
6,373.3 |
6,401.0 |
S1 |
6,262.7 |
6,262.7 |
6,397.3 |
6,318.0 |
S2 |
6,103.3 |
6,103.3 |
6,372.5 |
|
S3 |
5,833.3 |
5,992.7 |
6,347.8 |
|
S4 |
5,563.3 |
5,722.7 |
6,273.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,569.0 |
6,401.0 |
168.0 |
2.6% |
68.2 |
1.0% |
88% |
False |
False |
20,420 |
10 |
6,569.0 |
6,214.0 |
355.0 |
5.4% |
67.6 |
1.0% |
94% |
False |
False |
34,366 |
20 |
6,569.0 |
6,180.0 |
389.0 |
5.9% |
65.8 |
1.0% |
95% |
False |
False |
17,565 |
40 |
6,569.0 |
5,603.0 |
966.0 |
14.8% |
70.3 |
1.1% |
98% |
False |
False |
8,835 |
60 |
6,569.0 |
5,603.0 |
966.0 |
14.8% |
59.2 |
0.9% |
98% |
False |
False |
5,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,746.0 |
2.618 |
6,674.2 |
1.618 |
6,630.2 |
1.000 |
6,603.0 |
0.618 |
6,586.2 |
HIGH |
6,559.0 |
0.618 |
6,542.2 |
0.500 |
6,537.0 |
0.382 |
6,531.8 |
LOW |
6,515.0 |
0.618 |
6,487.8 |
1.000 |
6,471.0 |
1.618 |
6,443.8 |
2.618 |
6,399.8 |
4.250 |
6,328.0 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,544.3 |
6,533.7 |
PP |
6,540.7 |
6,519.3 |
S1 |
6,537.0 |
6,505.0 |
|