Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,412 |
13,448 |
36 |
0.3% |
13,149 |
High |
13,480 |
13,459 |
-21 |
-0.2% |
13,482 |
Low |
13,335 |
13,371 |
36 |
0.3% |
13,035 |
Close |
13,454 |
13,407 |
-47 |
-0.3% |
13,454 |
Range |
145 |
88 |
-57 |
-39.3% |
447 |
ATR |
200 |
192 |
-8 |
-4.0% |
0 |
Volume |
56,661 |
35,416 |
-21,245 |
-37.5% |
769,223 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,676 |
13,630 |
13,456 |
|
R3 |
13,588 |
13,542 |
13,431 |
|
R2 |
13,500 |
13,500 |
13,423 |
|
R1 |
13,454 |
13,454 |
13,415 |
13,433 |
PP |
13,412 |
13,412 |
13,412 |
13,402 |
S1 |
13,366 |
13,366 |
13,399 |
13,345 |
S2 |
13,324 |
13,324 |
13,391 |
|
S3 |
13,236 |
13,278 |
13,383 |
|
S4 |
13,148 |
13,190 |
13,359 |
|
|
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 |
13,142 |
340 |
2.5% |
142 |
1.1% |
78% |
False |
False |
119,606 |
10 |
13,515 |
13,035 |
480 |
3.6% |
169 |
1.3% |
78% |
False |
False |
141,904 |
20 |
13,515 |
13,023 |
492 |
3.7% |
176 |
1.3% |
78% |
False |
False |
154,984 |
40 |
14,045 |
12,555 |
1,490 |
11.1% |
231 |
1.7% |
57% |
False |
False |
211,015 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
201 |
1.5% |
55% |
False |
False |
190,108 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
187 |
1.4% |
55% |
False |
False |
161,107 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
165 |
1.2% |
55% |
False |
False |
128,910 |
120 |
14,097 |
12,411 |
1,686 |
12.6% |
146 |
1.1% |
59% |
False |
False |
107,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,833 |
2.618 |
13,690 |
1.618 |
13,602 |
1.000 |
13,547 |
0.618 |
13,514 |
HIGH |
13,459 |
0.618 |
13,426 |
0.500 |
13,415 |
0.382 |
13,405 |
LOW |
13,371 |
0.618 |
13,317 |
1.000 |
13,283 |
1.618 |
13,229 |
2.618 |
13,141 |
4.250 |
12,997 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,415 |
13,402 |
PP |
13,412 |
13,397 |
S1 |
13,410 |
13,393 |
|