Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,423 |
13,505 |
82 |
0.6% |
13,233 |
High |
13,581 |
13,569 |
-12 |
-0.1% |
13,581 |
Low |
13,401 |
13,434 |
33 |
0.2% |
13,137 |
Close |
13,536 |
13,551 |
15 |
0.1% |
13,551 |
Range |
180 |
135 |
-45 |
-25.0% |
444 |
ATR |
191 |
187 |
-4 |
-2.1% |
0 |
Volume |
11,735 |
91,601 |
79,866 |
680.6% |
112,418 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,923 |
13,872 |
13,625 |
|
R3 |
13,788 |
13,737 |
13,588 |
|
R2 |
13,653 |
13,653 |
13,576 |
|
R1 |
13,602 |
13,602 |
13,564 |
13,628 |
PP |
13,518 |
13,518 |
13,518 |
13,531 |
S1 |
13,467 |
13,467 |
13,539 |
13,493 |
S2 |
13,383 |
13,383 |
13,526 |
|
S3 |
13,248 |
13,332 |
13,514 |
|
S4 |
13,113 |
13,197 |
13,477 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,755 |
14,597 |
13,795 |
|
R3 |
14,311 |
14,153 |
13,673 |
|
R2 |
13,867 |
13,867 |
13,633 |
|
R1 |
13,709 |
13,709 |
13,592 |
13,788 |
PP |
13,423 |
13,423 |
13,423 |
13,463 |
S1 |
13,265 |
13,265 |
13,510 |
13,344 |
S2 |
12,979 |
12,979 |
13,470 |
|
S3 |
12,535 |
12,821 |
13,429 |
|
S4 |
12,091 |
12,377 |
13,307 |
|
|
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% |
159 |
1.2% |
93% |
False |
False |
22,483 |
10 |
13,610 |
13,137 |
473 |
3.5% |
173 |
1.3% |
88% |
False |
False |
11,468 |
20 |
13,610 |
12,887 |
723 |
5.3% |
179 |
1.3% |
92% |
False |
False |
5,797 |
40 |
14,131 |
12,649 |
1,482 |
10.9% |
204 |
1.5% |
61% |
False |
False |
2,943 |
60 |
14,213 |
12,649 |
1,564 |
11.5% |
156 |
1.2% |
58% |
False |
False |
1,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,143 |
2.618 |
13,923 |
1.618 |
13,788 |
1.000 |
13,704 |
0.618 |
13,653 |
HIGH |
13,569 |
0.618 |
13,518 |
0.500 |
13,502 |
0.382 |
13,486 |
LOW |
13,434 |
0.618 |
13,351 |
1.000 |
13,299 |
1.618 |
13,216 |
2.618 |
13,081 |
4.250 |
12,860 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,535 |
13,527 |
PP |
13,518 |
13,502 |
S1 |
13,502 |
13,478 |
|