Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,368 |
13,149 |
-219 |
-1.6% |
13,363 |
High |
13,372 |
13,222 |
-150 |
-1.1% |
13,515 |
Low |
13,097 |
13,035 |
-62 |
-0.5% |
13,097 |
Close |
13,166 |
13,158 |
-8 |
-0.1% |
13,166 |
Range |
275 |
187 |
-88 |
-32.0% |
418 |
ATR |
217 |
215 |
-2 |
-1.0% |
0 |
Volume |
143,458 |
206,605 |
63,147 |
44.0% |
614,401 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,699 |
13,616 |
13,261 |
|
R3 |
13,512 |
13,429 |
13,210 |
|
R2 |
13,325 |
13,325 |
13,192 |
|
R1 |
13,242 |
13,242 |
13,175 |
13,284 |
PP |
13,138 |
13,138 |
13,138 |
13,159 |
S1 |
13,055 |
13,055 |
13,141 |
13,097 |
S2 |
12,951 |
12,951 |
13,124 |
|
S3 |
12,764 |
12,868 |
13,107 |
|
S4 |
12,577 |
12,681 |
13,055 |
|
|
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 |
13,035 |
480 |
3.6% |
195 |
1.5% |
26% |
False |
True |
164,201 |
10 |
13,515 |
13,035 |
480 |
3.6% |
192 |
1.5% |
26% |
False |
True |
156,677 |
20 |
13,515 |
12,555 |
960 |
7.3% |
220 |
1.7% |
63% |
False |
False |
200,553 |
40 |
14,097 |
12,555 |
1,542 |
11.7% |
230 |
1.7% |
39% |
False |
False |
213,208 |
60 |
14,097 |
12,555 |
1,542 |
11.7% |
201 |
1.5% |
39% |
False |
False |
190,810 |
80 |
14,097 |
12,555 |
1,542 |
11.7% |
182 |
1.4% |
39% |
False |
False |
153,643 |
100 |
14,097 |
12,555 |
1,542 |
11.7% |
162 |
1.2% |
39% |
False |
False |
122,932 |
120 |
14,097 |
12,411 |
1,686 |
12.8% |
142 |
1.1% |
44% |
False |
False |
102,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,017 |
2.618 |
13,712 |
1.618 |
13,525 |
1.000 |
13,409 |
0.618 |
13,338 |
HIGH |
13,222 |
0.618 |
13,151 |
0.500 |
13,129 |
0.382 |
13,107 |
LOW |
13,035 |
0.618 |
12,920 |
1.000 |
12,848 |
1.618 |
12,733 |
2.618 |
12,546 |
4.250 |
12,240 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,148 |
13,226 |
PP |
13,138 |
13,203 |
S1 |
13,129 |
13,181 |
|