Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6,356.5 |
6,367.0 |
10.5 |
0.2% |
6,403.5 |
High |
6,394.0 |
6,450.0 |
56.0 |
0.9% |
6,464.0 |
Low |
6,308.5 |
6,357.5 |
49.0 |
0.8% |
6,252.0 |
Close |
6,375.5 |
6,446.5 |
71.0 |
1.1% |
6,254.0 |
Range |
85.5 |
92.5 |
7.0 |
8.2% |
212.0 |
ATR |
111.5 |
110.1 |
-1.4 |
-1.2% |
0.0 |
Volume |
5,185 |
17,734 |
12,549 |
242.0% |
23,951 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,695.5 |
6,663.5 |
6,497.5 |
|
R3 |
6,603.0 |
6,571.0 |
6,472.0 |
|
R2 |
6,510.5 |
6,510.5 |
6,463.5 |
|
R1 |
6,478.5 |
6,478.5 |
6,455.0 |
6,494.5 |
PP |
6,418.0 |
6,418.0 |
6,418.0 |
6,426.0 |
S1 |
6,386.0 |
6,386.0 |
6,438.0 |
6,402.0 |
S2 |
6,325.5 |
6,325.5 |
6,429.5 |
|
S3 |
6,233.0 |
6,293.5 |
6,421.0 |
|
S4 |
6,140.5 |
6,201.0 |
6,395.5 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,959.5 |
6,818.5 |
6,370.5 |
|
R3 |
6,747.5 |
6,606.5 |
6,312.5 |
|
R2 |
6,535.5 |
6,535.5 |
6,293.0 |
|
R1 |
6,394.5 |
6,394.5 |
6,273.5 |
6,359.0 |
PP |
6,323.5 |
6,323.5 |
6,323.5 |
6,305.5 |
S1 |
6,182.5 |
6,182.5 |
6,234.5 |
6,147.0 |
S2 |
6,111.5 |
6,111.5 |
6,215.0 |
|
S3 |
5,899.5 |
5,970.5 |
6,195.5 |
|
S4 |
5,687.5 |
5,758.5 |
6,137.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,450.0 |
6,195.0 |
255.0 |
4.0% |
112.0 |
1.7% |
99% |
True |
False |
5,072 |
10 |
6,464.0 |
6,195.0 |
269.0 |
4.2% |
102.5 |
1.6% |
93% |
False |
False |
4,942 |
20 |
6,464.0 |
5,899.0 |
565.0 |
8.8% |
104.5 |
1.6% |
97% |
False |
False |
2,540 |
40 |
6,752.5 |
5,899.0 |
853.5 |
13.2% |
91.5 |
1.4% |
64% |
False |
False |
1,415 |
60 |
6,835.0 |
5,899.0 |
936.0 |
14.5% |
79.0 |
1.2% |
58% |
False |
False |
1,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,843.0 |
2.618 |
6,692.0 |
1.618 |
6,599.5 |
1.000 |
6,542.5 |
0.618 |
6,507.0 |
HIGH |
6,450.0 |
0.618 |
6,414.5 |
0.500 |
6,404.0 |
0.382 |
6,393.0 |
LOW |
6,357.5 |
0.618 |
6,300.5 |
1.000 |
6,265.0 |
1.618 |
6,208.0 |
2.618 |
6,115.5 |
4.250 |
5,964.5 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
6,432.0 |
6,415.0 |
PP |
6,418.0 |
6,383.0 |
S1 |
6,404.0 |
6,351.5 |
|