Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,149 |
13,153 |
4 |
0.0% |
13,363 |
High |
13,222 |
13,339 |
117 |
0.9% |
13,515 |
Low |
13,035 |
13,142 |
107 |
0.8% |
13,097 |
Close |
13,158 |
13,321 |
163 |
1.2% |
13,166 |
Range |
187 |
197 |
10 |
5.3% |
418 |
ATR |
215 |
214 |
-1 |
-0.6% |
0 |
Volume |
206,605 |
194,134 |
-12,471 |
-6.0% |
614,401 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,858 |
13,787 |
13,429 |
|
R3 |
13,661 |
13,590 |
13,375 |
|
R2 |
13,464 |
13,464 |
13,357 |
|
R1 |
13,393 |
13,393 |
13,339 |
13,429 |
PP |
13,267 |
13,267 |
13,267 |
13,285 |
S1 |
13,196 |
13,196 |
13,303 |
13,232 |
S2 |
13,070 |
13,070 |
13,285 |
|
S3 |
12,873 |
12,999 |
13,267 |
|
S4 |
12,676 |
12,802 |
13,213 |
|
|
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 |
13,451 |
13,035 |
416 |
3.1% |
194 |
1.5% |
69% |
False |
False |
171,186 |
10 |
13,515 |
13,035 |
480 |
3.6% |
203 |
1.5% |
60% |
False |
False |
164,465 |
20 |
13,515 |
12,555 |
960 |
7.2% |
223 |
1.7% |
80% |
False |
False |
191,983 |
40 |
14,097 |
12,555 |
1,542 |
11.6% |
232 |
1.7% |
50% |
False |
False |
215,445 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
202 |
1.5% |
50% |
False |
False |
191,663 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
184 |
1.4% |
50% |
False |
False |
156,067 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
163 |
1.2% |
50% |
False |
False |
124,873 |
120 |
14,097 |
12,411 |
1,686 |
12.7% |
143 |
1.1% |
54% |
False |
False |
104,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,176 |
2.618 |
13,855 |
1.618 |
13,658 |
1.000 |
13,536 |
0.618 |
13,461 |
HIGH |
13,339 |
0.618 |
13,264 |
0.500 |
13,241 |
0.382 |
13,217 |
LOW |
13,142 |
0.618 |
13,020 |
1.000 |
12,945 |
1.618 |
12,823 |
2.618 |
12,626 |
4.250 |
12,305 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,294 |
13,282 |
PP |
13,267 |
13,243 |
S1 |
13,241 |
13,204 |
|