Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,406 |
13,423 |
17 |
0.1% |
13,450 |
High |
13,476 |
13,581 |
105 |
0.8% |
13,610 |
Low |
13,375 |
13,401 |
26 |
0.2% |
13,200 |
Close |
13,429 |
13,536 |
107 |
0.8% |
13,262 |
Range |
101 |
180 |
79 |
78.2% |
410 |
ATR |
192 |
191 |
-1 |
-0.4% |
0 |
Volume |
4,646 |
11,735 |
7,089 |
152.6% |
2,114 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,046 |
13,971 |
13,635 |
|
R3 |
13,866 |
13,791 |
13,586 |
|
R2 |
13,686 |
13,686 |
13,569 |
|
R1 |
13,611 |
13,611 |
13,553 |
13,649 |
PP |
13,506 |
13,506 |
13,506 |
13,525 |
S1 |
13,431 |
13,431 |
13,520 |
13,469 |
S2 |
13,326 |
13,326 |
13,503 |
|
S3 |
13,146 |
13,251 |
13,487 |
|
S4 |
12,966 |
13,071 |
13,437 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,587 |
14,335 |
13,488 |
|
R3 |
14,177 |
13,925 |
13,375 |
|
R2 |
13,767 |
13,767 |
13,337 |
|
R1 |
13,515 |
13,515 |
13,300 |
13,436 |
PP |
13,357 |
13,357 |
13,357 |
13,318 |
S1 |
13,105 |
13,105 |
13,225 |
13,026 |
S2 |
12,947 |
12,947 |
13,187 |
|
S3 |
12,537 |
12,695 |
13,149 |
|
S4 |
12,127 |
12,285 |
13,037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,581 |
13,137 |
444 |
3.3% |
185 |
1.4% |
90% |
True |
False |
4,273 |
10 |
13,610 |
13,137 |
473 |
3.5% |
171 |
1.3% |
84% |
False |
False |
2,330 |
20 |
13,610 |
12,649 |
961 |
7.1% |
191 |
1.4% |
92% |
False |
False |
1,222 |
40 |
14,213 |
12,649 |
1,564 |
11.6% |
202 |
1.5% |
57% |
False |
False |
654 |
60 |
14,213 |
12,649 |
1,564 |
11.6% |
154 |
1.1% |
57% |
False |
False |
441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,346 |
2.618 |
14,052 |
1.618 |
13,872 |
1.000 |
13,761 |
0.618 |
13,692 |
HIGH |
13,581 |
0.618 |
13,512 |
0.500 |
13,491 |
0.382 |
13,470 |
LOW |
13,401 |
0.618 |
13,290 |
1.000 |
13,221 |
1.618 |
13,110 |
2.618 |
12,930 |
4.250 |
12,636 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,521 |
13,494 |
PP |
13,506 |
13,452 |
S1 |
13,491 |
13,410 |
|