Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,402 |
13,744 |
342 |
2.6% |
13,149 |
High |
13,751 |
13,865 |
114 |
0.8% |
13,482 |
Low |
13,375 |
13,736 |
361 |
2.7% |
13,035 |
Close |
13,739 |
13,801 |
62 |
0.5% |
13,454 |
Range |
376 |
129 |
-247 |
-65.7% |
447 |
ATR |
205 |
200 |
-5 |
-2.6% |
0 |
Volume |
42,029 |
39,704 |
-2,325 |
-5.5% |
769,223 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,188 |
14,123 |
13,872 |
|
R3 |
14,059 |
13,994 |
13,837 |
|
R2 |
13,930 |
13,930 |
13,825 |
|
R1 |
13,865 |
13,865 |
13,813 |
13,898 |
PP |
13,801 |
13,801 |
13,801 |
13,817 |
S1 |
13,736 |
13,736 |
13,789 |
13,769 |
S2 |
13,672 |
13,672 |
13,777 |
|
S3 |
13,543 |
13,607 |
13,766 |
|
S4 |
13,414 |
13,478 |
13,730 |
|
|
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 |
13,865 |
13,303 |
562 |
4.1% |
184 |
1.3% |
89% |
True |
False |
64,411 |
10 |
13,865 |
13,035 |
830 |
6.0% |
180 |
1.3% |
92% |
True |
False |
120,383 |
20 |
13,865 |
13,035 |
830 |
6.0% |
184 |
1.3% |
92% |
True |
False |
135,384 |
40 |
13,886 |
12,555 |
1,331 |
9.6% |
235 |
1.7% |
94% |
False |
False |
205,231 |
60 |
14,097 |
12,555 |
1,542 |
11.2% |
203 |
1.5% |
81% |
False |
False |
184,594 |
80 |
14,097 |
12,555 |
1,542 |
11.2% |
190 |
1.4% |
81% |
False |
False |
162,122 |
100 |
14,097 |
12,555 |
1,542 |
11.2% |
169 |
1.2% |
81% |
False |
False |
129,727 |
120 |
14,097 |
12,545 |
1,552 |
11.2% |
149 |
1.1% |
81% |
False |
False |
108,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,413 |
2.618 |
14,203 |
1.618 |
14,074 |
1.000 |
13,994 |
0.618 |
13,945 |
HIGH |
13,865 |
0.618 |
13,816 |
0.500 |
13,801 |
0.382 |
13,785 |
LOW |
13,736 |
0.618 |
13,656 |
1.000 |
13,607 |
1.618 |
13,527 |
2.618 |
13,398 |
4.250 |
13,188 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,801 |
13,740 |
PP |
13,801 |
13,679 |
S1 |
13,801 |
13,618 |
|