Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,448 |
13,402 |
-46 |
-0.3% |
13,149 |
High |
13,459 |
13,751 |
292 |
2.2% |
13,482 |
Low |
13,371 |
13,375 |
4 |
0.0% |
13,035 |
Close |
13,407 |
13,739 |
332 |
2.5% |
13,454 |
Range |
88 |
376 |
288 |
327.3% |
447 |
ATR |
192 |
205 |
13 |
6.9% |
0 |
Volume |
35,416 |
42,029 |
6,613 |
18.7% |
769,223 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,750 |
14,620 |
13,946 |
|
R3 |
14,374 |
14,244 |
13,843 |
|
R2 |
13,998 |
13,998 |
13,808 |
|
R1 |
13,868 |
13,868 |
13,774 |
13,933 |
PP |
13,622 |
13,622 |
13,622 |
13,654 |
S1 |
13,492 |
13,492 |
13,705 |
13,557 |
S2 |
13,246 |
13,246 |
13,670 |
|
S3 |
12,870 |
13,116 |
13,636 |
|
S4 |
12,494 |
12,740 |
13,532 |
|
|
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 |
13,751 |
13,272 |
479 |
3.5% |
178 |
1.3% |
97% |
True |
False |
89,185 |
10 |
13,751 |
13,035 |
716 |
5.2% |
186 |
1.4% |
98% |
True |
False |
130,186 |
20 |
13,751 |
13,035 |
716 |
5.2% |
185 |
1.3% |
98% |
True |
False |
142,850 |
40 |
14,028 |
12,555 |
1,473 |
10.7% |
238 |
1.7% |
80% |
False |
False |
207,160 |
60 |
14,097 |
12,555 |
1,542 |
11.2% |
204 |
1.5% |
77% |
False |
False |
187,211 |
80 |
14,097 |
12,555 |
1,542 |
11.2% |
189 |
1.4% |
77% |
False |
False |
161,629 |
100 |
14,097 |
12,555 |
1,542 |
11.2% |
168 |
1.2% |
77% |
False |
False |
129,330 |
120 |
14,097 |
12,517 |
1,580 |
11.5% |
148 |
1.1% |
77% |
False |
False |
107,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,349 |
2.618 |
14,735 |
1.618 |
14,359 |
1.000 |
14,127 |
0.618 |
13,983 |
HIGH |
13,751 |
0.618 |
13,607 |
0.500 |
13,563 |
0.382 |
13,519 |
LOW |
13,375 |
0.618 |
13,143 |
1.000 |
12,999 |
1.618 |
12,767 |
2.618 |
12,391 |
4.250 |
11,777 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,680 |
13,674 |
PP |
13,622 |
13,608 |
S1 |
13,563 |
13,543 |
|