Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,541 |
13,503 |
-38 |
-0.3% |
13,233 |
High |
13,556 |
13,847 |
291 |
2.1% |
13,581 |
Low |
13,465 |
13,472 |
7 |
0.1% |
13,137 |
Close |
13,503 |
13,835 |
332 |
2.5% |
13,551 |
Range |
91 |
375 |
284 |
312.1% |
444 |
ATR |
180 |
194 |
14 |
7.7% |
0 |
Volume |
128,893 |
130,055 |
1,162 |
0.9% |
112,418 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,843 |
14,714 |
14,041 |
|
R3 |
14,468 |
14,339 |
13,938 |
|
R2 |
14,093 |
14,093 |
13,904 |
|
R1 |
13,964 |
13,964 |
13,870 |
14,029 |
PP |
13,718 |
13,718 |
13,718 |
13,750 |
S1 |
13,589 |
13,589 |
13,801 |
13,654 |
S2 |
13,343 |
13,343 |
13,766 |
|
S3 |
12,968 |
13,214 |
13,732 |
|
S4 |
12,593 |
12,839 |
13,629 |
|
|
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 |
13,847 |
13,375 |
472 |
3.4% |
177 |
1.3% |
97% |
True |
False |
73,386 |
10 |
13,847 |
13,137 |
710 |
5.1% |
182 |
1.3% |
98% |
True |
False |
37,322 |
20 |
13,847 |
13,137 |
710 |
5.1% |
174 |
1.3% |
98% |
True |
False |
18,733 |
40 |
14,100 |
12,649 |
1,451 |
10.5% |
211 |
1.5% |
82% |
False |
False |
9,416 |
60 |
14,213 |
12,649 |
1,564 |
11.3% |
162 |
1.2% |
76% |
False |
False |
6,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,441 |
2.618 |
14,829 |
1.618 |
14,454 |
1.000 |
14,222 |
0.618 |
14,079 |
HIGH |
13,847 |
0.618 |
13,704 |
0.500 |
13,660 |
0.382 |
13,615 |
LOW |
13,472 |
0.618 |
13,240 |
1.000 |
13,097 |
1.618 |
12,865 |
2.618 |
12,490 |
4.250 |
11,878 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,777 |
13,770 |
PP |
13,718 |
13,705 |
S1 |
13,660 |
13,641 |
|