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 |
13,307 |
13,330 |
23 |
0.2% |
13,363 |
High |
13,374 |
13,482 |
108 |
0.8% |
13,515 |
Low |
13,272 |
13,303 |
31 |
0.2% |
13,097 |
Close |
13,330 |
13,436 |
106 |
0.8% |
13,166 |
Range |
102 |
179 |
77 |
75.5% |
418 |
ATR |
206 |
204 |
-2 |
-0.9% |
0 |
Volume |
163,574 |
148,249 |
-15,325 |
-9.4% |
614,401 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,944 |
13,869 |
13,535 |
|
R3 |
13,765 |
13,690 |
13,485 |
|
R2 |
13,586 |
13,586 |
13,469 |
|
R1 |
13,511 |
13,511 |
13,453 |
13,549 |
PP |
13,407 |
13,407 |
13,407 |
13,426 |
S1 |
13,332 |
13,332 |
13,420 |
13,370 |
S2 |
13,228 |
13,228 |
13,403 |
|
S3 |
13,049 |
13,153 |
13,387 |
|
S4 |
12,870 |
12,974 |
13,338 |
|
|
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 |
13,482 |
13,035 |
447 |
3.3% |
188 |
1.4% |
90% |
True |
False |
171,204 |
10 |
13,515 |
13,035 |
480 |
3.6% |
177 |
1.3% |
84% |
False |
False |
167,767 |
20 |
13,515 |
12,555 |
960 |
7.1% |
211 |
1.6% |
92% |
False |
False |
185,544 |
40 |
14,089 |
12,555 |
1,534 |
11.4% |
233 |
1.7% |
57% |
False |
False |
216,937 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
204 |
1.5% |
57% |
False |
False |
193,492 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
186 |
1.4% |
57% |
False |
False |
159,960 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
164 |
1.2% |
57% |
False |
False |
127,990 |
120 |
14,097 |
12,411 |
1,686 |
12.5% |
145 |
1.1% |
61% |
False |
False |
106,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,243 |
2.618 |
13,951 |
1.618 |
13,772 |
1.000 |
13,661 |
0.618 |
13,593 |
HIGH |
13,482 |
0.618 |
13,414 |
0.500 |
13,393 |
0.382 |
13,372 |
LOW |
13,303 |
0.618 |
13,193 |
1.000 |
13,124 |
1.618 |
13,014 |
2.618 |
12,835 |
4.250 |
12,542 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,422 |
13,395 |
PP |
13,407 |
13,353 |
S1 |
13,393 |
13,312 |
|