Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,744 |
13,813 |
69 |
0.5% |
13,149 |
High |
13,865 |
13,826 |
-39 |
-0.3% |
13,482 |
Low |
13,736 |
13,746 |
10 |
0.1% |
13,035 |
Close |
13,801 |
13,762 |
-39 |
-0.3% |
13,454 |
Range |
129 |
80 |
-49 |
-38.0% |
447 |
ATR |
200 |
191 |
-9 |
-4.3% |
0 |
Volume |
39,704 |
22,475 |
-17,229 |
-43.4% |
769,223 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,018 |
13,970 |
13,806 |
|
R3 |
13,938 |
13,890 |
13,784 |
|
R2 |
13,858 |
13,858 |
13,777 |
|
R1 |
13,810 |
13,810 |
13,769 |
13,794 |
PP |
13,778 |
13,778 |
13,778 |
13,770 |
S1 |
13,730 |
13,730 |
13,755 |
13,714 |
S2 |
13,698 |
13,698 |
13,747 |
|
S3 |
13,618 |
13,650 |
13,740 |
|
S4 |
13,538 |
13,570 |
13,718 |
|
|
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 |
13,335 |
530 |
3.9% |
164 |
1.2% |
81% |
False |
False |
39,257 |
10 |
13,865 |
13,035 |
830 |
6.0% |
176 |
1.3% |
88% |
False |
False |
105,230 |
20 |
13,865 |
13,035 |
830 |
6.0% |
180 |
1.3% |
88% |
False |
False |
127,380 |
40 |
13,873 |
12,555 |
1,318 |
9.6% |
233 |
1.7% |
92% |
False |
False |
200,757 |
60 |
14,097 |
12,555 |
1,542 |
11.2% |
202 |
1.5% |
78% |
False |
False |
181,719 |
80 |
14,097 |
12,555 |
1,542 |
11.2% |
190 |
1.4% |
78% |
False |
False |
162,347 |
100 |
14,097 |
12,555 |
1,542 |
11.2% |
169 |
1.2% |
78% |
False |
False |
129,950 |
120 |
14,097 |
12,555 |
1,542 |
11.2% |
150 |
1.1% |
78% |
False |
False |
108,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,166 |
2.618 |
14,036 |
1.618 |
13,956 |
1.000 |
13,906 |
0.618 |
13,876 |
HIGH |
13,826 |
0.618 |
13,796 |
0.500 |
13,786 |
0.382 |
13,777 |
LOW |
13,746 |
0.618 |
13,697 |
1.000 |
13,666 |
1.618 |
13,617 |
2.618 |
13,537 |
4.250 |
13,406 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,786 |
13,715 |
PP |
13,778 |
13,667 |
S1 |
13,770 |
13,620 |
|