Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,505 |
13,541 |
36 |
0.3% |
13,233 |
High |
13,569 |
13,556 |
-13 |
-0.1% |
13,581 |
Low |
13,434 |
13,465 |
31 |
0.2% |
13,137 |
Close |
13,551 |
13,503 |
-48 |
-0.4% |
13,551 |
Range |
135 |
91 |
-44 |
-32.6% |
444 |
ATR |
187 |
180 |
-7 |
-3.7% |
0 |
Volume |
91,601 |
128,893 |
37,292 |
40.7% |
112,418 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,781 |
13,733 |
13,553 |
|
R3 |
13,690 |
13,642 |
13,528 |
|
R2 |
13,599 |
13,599 |
13,520 |
|
R1 |
13,551 |
13,551 |
13,511 |
13,530 |
PP |
13,508 |
13,508 |
13,508 |
13,497 |
S1 |
13,460 |
13,460 |
13,495 |
13,439 |
S2 |
13,417 |
13,417 |
13,486 |
|
S3 |
13,326 |
13,369 |
13,478 |
|
S4 |
13,235 |
13,278 |
13,453 |
|
|
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 |
13,238 |
343 |
2.5% |
141 |
1.0% |
77% |
False |
False |
47,828 |
10 |
13,610 |
13,137 |
473 |
3.5% |
165 |
1.2% |
77% |
False |
False |
24,342 |
20 |
13,610 |
13,109 |
501 |
3.7% |
163 |
1.2% |
79% |
False |
False |
12,233 |
40 |
14,131 |
12,649 |
1,482 |
11.0% |
204 |
1.5% |
58% |
False |
False |
6,165 |
60 |
14,213 |
12,649 |
1,564 |
11.6% |
156 |
1.2% |
55% |
False |
False |
4,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,943 |
2.618 |
13,794 |
1.618 |
13,703 |
1.000 |
13,647 |
0.618 |
13,612 |
HIGH |
13,556 |
0.618 |
13,521 |
0.500 |
13,511 |
0.382 |
13,500 |
LOW |
13,465 |
0.618 |
13,409 |
1.000 |
13,374 |
1.618 |
13,318 |
2.618 |
13,227 |
4.250 |
13,078 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,511 |
13,499 |
PP |
13,508 |
13,495 |
S1 |
13,506 |
13,491 |
|