Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,332 |
13,368 |
36 |
0.3% |
13,363 |
High |
13,417 |
13,372 |
-45 |
-0.3% |
13,515 |
Low |
13,293 |
13,097 |
-196 |
-1.5% |
13,097 |
Close |
13,378 |
13,166 |
-212 |
-1.6% |
13,166 |
Range |
124 |
275 |
151 |
121.8% |
418 |
ATR |
212 |
217 |
5 |
2.3% |
0 |
Volume |
174,005 |
143,458 |
-30,547 |
-17.6% |
614,401 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,037 |
13,876 |
13,317 |
|
R3 |
13,762 |
13,601 |
13,242 |
|
R2 |
13,487 |
13,487 |
13,217 |
|
R1 |
13,326 |
13,326 |
13,191 |
13,269 |
PP |
13,212 |
13,212 |
13,212 |
13,183 |
S1 |
13,051 |
13,051 |
13,141 |
12,994 |
S2 |
12,937 |
12,937 |
13,116 |
|
S3 |
12,662 |
12,776 |
13,091 |
|
S4 |
12,387 |
12,501 |
13,015 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,513 |
14,258 |
13,396 |
|
R3 |
14,095 |
13,840 |
13,281 |
|
R2 |
13,677 |
13,677 |
13,243 |
|
R1 |
13,422 |
13,422 |
13,204 |
13,341 |
PP |
13,259 |
13,259 |
13,259 |
13,219 |
S1 |
13,004 |
13,004 |
13,128 |
12,923 |
S2 |
12,841 |
12,841 |
13,089 |
|
S3 |
12,423 |
12,586 |
13,051 |
|
S4 |
12,005 |
12,168 |
12,936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,515 |
13,097 |
418 |
3.2% |
193 |
1.5% |
17% |
False |
True |
160,631 |
10 |
13,515 |
13,064 |
451 |
3.4% |
193 |
1.5% |
23% |
False |
False |
149,129 |
20 |
13,515 |
12,555 |
960 |
7.3% |
223 |
1.7% |
64% |
False |
False |
207,656 |
40 |
14,097 |
12,555 |
1,542 |
11.7% |
227 |
1.7% |
40% |
False |
False |
211,984 |
60 |
14,097 |
12,555 |
1,542 |
11.7% |
200 |
1.5% |
40% |
False |
False |
190,127 |
80 |
14,097 |
12,555 |
1,542 |
11.7% |
181 |
1.4% |
40% |
False |
False |
151,067 |
100 |
14,097 |
12,555 |
1,542 |
11.7% |
161 |
1.2% |
40% |
False |
False |
120,866 |
120 |
14,097 |
12,411 |
1,686 |
12.8% |
141 |
1.1% |
45% |
False |
False |
100,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,541 |
2.618 |
14,092 |
1.618 |
13,817 |
1.000 |
13,647 |
0.618 |
13,542 |
HIGH |
13,372 |
0.618 |
13,267 |
0.500 |
13,235 |
0.382 |
13,202 |
LOW |
13,097 |
0.618 |
12,927 |
1.000 |
12,822 |
1.618 |
12,652 |
2.618 |
12,377 |
4.250 |
11,928 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,235 |
13,274 |
PP |
13,212 |
13,238 |
S1 |
13,189 |
13,202 |
|