Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,153 |
13,307 |
154 |
1.2% |
13,363 |
High |
13,339 |
13,374 |
35 |
0.3% |
13,515 |
Low |
13,142 |
13,272 |
130 |
1.0% |
13,097 |
Close |
13,321 |
13,330 |
9 |
0.1% |
13,166 |
Range |
197 |
102 |
-95 |
-48.2% |
418 |
ATR |
214 |
206 |
-8 |
-3.7% |
0 |
Volume |
194,134 |
163,574 |
-30,560 |
-15.7% |
614,401 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,631 |
13,583 |
13,386 |
|
R3 |
13,529 |
13,481 |
13,358 |
|
R2 |
13,427 |
13,427 |
13,349 |
|
R1 |
13,379 |
13,379 |
13,339 |
13,403 |
PP |
13,325 |
13,325 |
13,325 |
13,338 |
S1 |
13,277 |
13,277 |
13,321 |
13,301 |
S2 |
13,223 |
13,223 |
13,311 |
|
S3 |
13,121 |
13,175 |
13,302 |
|
S4 |
13,019 |
13,073 |
13,274 |
|
|
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 |
13,417 |
13,035 |
382 |
2.9% |
177 |
1.3% |
77% |
False |
False |
176,355 |
10 |
13,515 |
13,035 |
480 |
3.6% |
185 |
1.4% |
61% |
False |
False |
169,549 |
20 |
13,515 |
12,555 |
960 |
7.2% |
216 |
1.6% |
81% |
False |
False |
190,403 |
40 |
14,089 |
12,555 |
1,534 |
11.5% |
232 |
1.7% |
51% |
False |
False |
216,536 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
202 |
1.5% |
50% |
False |
False |
192,522 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
184 |
1.4% |
50% |
False |
False |
158,109 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
163 |
1.2% |
50% |
False |
False |
126,508 |
120 |
14,097 |
12,411 |
1,686 |
12.6% |
144 |
1.1% |
55% |
False |
False |
105,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,808 |
2.618 |
13,641 |
1.618 |
13,539 |
1.000 |
13,476 |
0.618 |
13,437 |
HIGH |
13,374 |
0.618 |
13,335 |
0.500 |
13,323 |
0.382 |
13,311 |
LOW |
13,272 |
0.618 |
13,209 |
1.000 |
13,170 |
1.618 |
13,107 |
2.618 |
13,005 |
4.250 |
12,839 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,328 |
13,288 |
PP |
13,325 |
13,246 |
S1 |
13,323 |
13,205 |
|