Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,330 |
13,412 |
82 |
0.6% |
13,149 |
High |
13,482 |
13,480 |
-2 |
0.0% |
13,482 |
Low |
13,303 |
13,335 |
32 |
0.2% |
13,035 |
Close |
13,436 |
13,454 |
18 |
0.1% |
13,454 |
Range |
179 |
145 |
-34 |
-19.0% |
447 |
ATR |
204 |
200 |
-4 |
-2.1% |
0 |
Volume |
148,249 |
56,661 |
-91,588 |
-61.8% |
769,223 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,858 |
13,801 |
13,534 |
|
R3 |
13,713 |
13,656 |
13,494 |
|
R2 |
13,568 |
13,568 |
13,481 |
|
R1 |
13,511 |
13,511 |
13,467 |
13,540 |
PP |
13,423 |
13,423 |
13,423 |
13,437 |
S1 |
13,366 |
13,366 |
13,441 |
13,395 |
S2 |
13,278 |
13,278 |
13,428 |
|
S3 |
13,133 |
13,221 |
13,414 |
|
S4 |
12,988 |
13,076 |
13,374 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,665 |
14,506 |
13,700 |
|
R3 |
14,218 |
14,059 |
13,577 |
|
R2 |
13,771 |
13,771 |
13,536 |
|
R1 |
13,612 |
13,612 |
13,495 |
13,692 |
PP |
13,324 |
13,324 |
13,324 |
13,363 |
S1 |
13,165 |
13,165 |
13,413 |
13,245 |
S2 |
12,877 |
12,877 |
13,372 |
|
S3 |
12,430 |
12,718 |
13,331 |
|
S4 |
11,983 |
12,271 |
13,208 |
|
|
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% |
162 |
1.2% |
94% |
False |
False |
153,844 |
10 |
13,515 |
13,035 |
480 |
3.6% |
178 |
1.3% |
87% |
False |
False |
157,238 |
20 |
13,515 |
12,747 |
768 |
5.7% |
197 |
1.5% |
92% |
False |
False |
173,712 |
40 |
14,077 |
12,555 |
1,522 |
11.3% |
234 |
1.7% |
59% |
False |
False |
213,282 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
203 |
1.5% |
58% |
False |
False |
192,576 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
187 |
1.4% |
58% |
False |
False |
160,666 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
165 |
1.2% |
58% |
False |
False |
128,556 |
120 |
14,097 |
12,411 |
1,686 |
12.5% |
146 |
1.1% |
62% |
False |
False |
107,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,096 |
2.618 |
13,860 |
1.618 |
13,715 |
1.000 |
13,625 |
0.618 |
13,570 |
HIGH |
13,480 |
0.618 |
13,425 |
0.500 |
13,408 |
0.382 |
13,391 |
LOW |
13,335 |
0.618 |
13,246 |
1.000 |
13,190 |
1.618 |
13,101 |
2.618 |
12,956 |
4.250 |
12,719 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,439 |
13,428 |
PP |
13,423 |
13,403 |
S1 |
13,408 |
13,377 |
|