Trading Metrics calculated at close of trading on 24-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,768.33 |
13,821.57 |
53.24 |
0.4% |
13,441.95 |
High |
13,877.17 |
13,874.41 |
-2.76 |
0.0% |
13,877.17 |
Low |
13,768.25 |
13,750.93 |
-17.32 |
-0.1% |
13,362.37 |
Close |
13,820.19 |
13,759.06 |
-61.13 |
-0.4% |
13,820.19 |
Range |
108.92 |
123.48 |
14.56 |
13.4% |
514.80 |
ATR |
175.54 |
171.82 |
-3.72 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,165.24 |
14,085.63 |
13,826.97 |
|
R3 |
14,041.76 |
13,962.15 |
13,793.02 |
|
R2 |
13,918.28 |
13,918.28 |
13,781.70 |
|
R1 |
13,838.67 |
13,838.67 |
13,770.38 |
13,816.74 |
PP |
13,794.80 |
13,794.80 |
13,794.80 |
13,783.83 |
S1 |
13,715.19 |
13,715.19 |
13,747.74 |
13,693.26 |
S2 |
13,671.32 |
13,671.32 |
13,736.42 |
|
S3 |
13,547.84 |
13,591.71 |
13,725.10 |
|
S4 |
13,424.36 |
13,468.23 |
13,691.15 |
|
|
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 |
13,403.18 |
473.99 |
3.4% |
155.59 |
1.1% |
75% |
False |
False |
|
10 |
13,877.17 |
13,129.15 |
748.02 |
5.4% |
147.37 |
1.1% |
84% |
False |
False |
|
20 |
13,877.17 |
13,021.93 |
855.24 |
6.2% |
168.38 |
1.2% |
86% |
False |
False |
|
40 |
13,877.17 |
12,517.94 |
1,359.23 |
9.9% |
202.47 |
1.5% |
91% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
186.75 |
1.4% |
83% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
174.93 |
1.3% |
83% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
159.34 |
1.2% |
83% |
False |
False |
|
120 |
14,021.95 |
12,428.22 |
1,593.73 |
11.6% |
148.37 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,399.20 |
2.618 |
14,197.68 |
1.618 |
14,074.20 |
1.000 |
13,997.89 |
0.618 |
13,950.72 |
HIGH |
13,874.41 |
0.618 |
13,827.24 |
0.500 |
13,812.67 |
0.382 |
13,798.10 |
LOW |
13,750.93 |
0.618 |
13,674.62 |
1.000 |
13,627.45 |
1.618 |
13,551.14 |
2.618 |
13,427.66 |
4.250 |
13,226.14 |
|
|
Fisher Pivots for day following 24-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,812.67 |
13,809.09 |
PP |
13,794.80 |
13,792.41 |
S1 |
13,776.93 |
13,775.74 |
|