Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2,040.00 |
2,035.50 |
-4.50 |
-0.2% |
2,000.25 |
High |
2,043.75 |
2,051.25 |
7.50 |
0.4% |
2,057.25 |
Low |
2,029.50 |
2,031.00 |
1.50 |
0.1% |
1,976.75 |
Close |
2,034.75 |
2,043.56 |
8.81 |
0.4% |
2,043.56 |
Range |
14.25 |
20.25 |
6.00 |
42.1% |
80.50 |
ATR |
34.27 |
33.26 |
-1.00 |
-2.9% |
0.00 |
Volume |
81,899 |
66,498 |
-15,401 |
-18.8% |
443,901 |
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,102.75 |
2,093.25 |
2,054.75 |
|
R3 |
2,082.50 |
2,073.00 |
2,049.25 |
|
R2 |
2,062.25 |
2,062.25 |
2,047.25 |
|
R1 |
2,052.75 |
2,052.75 |
2,045.50 |
2,057.50 |
PP |
2,042.00 |
2,042.00 |
2,042.00 |
2,044.25 |
S1 |
2,032.50 |
2,032.50 |
2,041.75 |
2,037.25 |
S2 |
2,021.75 |
2,021.75 |
2,039.75 |
|
S3 |
2,001.50 |
2,012.25 |
2,038.00 |
|
S4 |
1,981.25 |
1,992.00 |
2,032.50 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,267.25 |
2,236.00 |
2,087.75 |
|
R3 |
2,186.75 |
2,155.50 |
2,065.75 |
|
R2 |
2,106.25 |
2,106.25 |
2,058.25 |
|
R1 |
2,075.00 |
2,075.00 |
2,051.00 |
2,090.75 |
PP |
2,025.75 |
2,025.75 |
2,025.75 |
2,033.75 |
S1 |
1,994.50 |
1,994.50 |
2,036.25 |
2,010.25 |
S2 |
1,945.25 |
1,945.25 |
2,028.75 |
|
S3 |
1,864.75 |
1,914.00 |
2,021.50 |
|
S4 |
1,784.25 |
1,833.50 |
1,999.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,057.25 |
1,976.75 |
80.50 |
3.9% |
28.50 |
1.4% |
83% |
False |
False |
88,780 |
10 |
2,057.25 |
1,947.00 |
110.25 |
5.4% |
27.75 |
1.4% |
88% |
False |
False |
215,259 |
20 |
2,057.25 |
1,905.50 |
151.75 |
7.4% |
33.50 |
1.6% |
91% |
False |
False |
267,913 |
40 |
2,057.25 |
1,813.75 |
243.50 |
11.9% |
39.50 |
1.9% |
94% |
False |
False |
402,452 |
60 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
34.50 |
1.7% |
87% |
False |
False |
380,903 |
80 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
32.00 |
1.6% |
87% |
False |
False |
352,364 |
100 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
30.25 |
1.5% |
87% |
False |
False |
281,931 |
120 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
28.00 |
1.4% |
87% |
False |
False |
234,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,137.25 |
2.618 |
2,104.25 |
1.618 |
2,084.00 |
1.000 |
2,071.50 |
0.618 |
2,063.75 |
HIGH |
2,051.25 |
0.618 |
2,043.50 |
0.500 |
2,041.00 |
0.382 |
2,038.75 |
LOW |
2,031.00 |
0.618 |
2,018.50 |
1.000 |
2,010.75 |
1.618 |
1,998.25 |
2.618 |
1,978.00 |
4.250 |
1,945.00 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
2,042.75 |
2,043.50 |
PP |
2,042.00 |
2,043.50 |
S1 |
2,041.00 |
2,043.50 |
|