Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,503 |
13,846 |
343 |
2.5% |
13,233 |
High |
13,847 |
13,962 |
115 |
0.8% |
13,581 |
Low |
13,472 |
13,830 |
358 |
2.7% |
13,137 |
Close |
13,835 |
13,898 |
63 |
0.5% |
13,551 |
Range |
375 |
132 |
-243 |
-64.8% |
444 |
ATR |
194 |
190 |
-4 |
-2.3% |
0 |
Volume |
130,055 |
193,840 |
63,785 |
49.0% |
112,418 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,293 |
14,227 |
13,971 |
|
R3 |
14,161 |
14,095 |
13,934 |
|
R2 |
14,029 |
14,029 |
13,922 |
|
R1 |
13,963 |
13,963 |
13,910 |
13,996 |
PP |
13,897 |
13,897 |
13,897 |
13,913 |
S1 |
13,831 |
13,831 |
13,886 |
13,864 |
S2 |
13,765 |
13,765 |
13,874 |
|
S3 |
13,633 |
13,699 |
13,862 |
|
S4 |
13,501 |
13,567 |
13,826 |
|
|
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 |
13,962 |
13,401 |
561 |
4.0% |
183 |
1.3% |
89% |
True |
False |
111,224 |
10 |
13,962 |
13,137 |
825 |
5.9% |
177 |
1.3% |
92% |
True |
False |
56,623 |
20 |
13,962 |
13,137 |
825 |
5.9% |
175 |
1.3% |
92% |
True |
False |
28,421 |
40 |
13,994 |
12,649 |
1,345 |
9.7% |
209 |
1.5% |
93% |
False |
False |
14,260 |
60 |
14,213 |
12,649 |
1,564 |
11.3% |
164 |
1.2% |
80% |
False |
False |
9,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,523 |
2.618 |
14,308 |
1.618 |
14,176 |
1.000 |
14,094 |
0.618 |
14,044 |
HIGH |
13,962 |
0.618 |
13,912 |
0.500 |
13,896 |
0.382 |
13,881 |
LOW |
13,830 |
0.618 |
13,749 |
1.000 |
13,698 |
1.618 |
13,617 |
2.618 |
13,485 |
4.250 |
13,269 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,897 |
13,837 |
PP |
13,897 |
13,775 |
S1 |
13,896 |
13,714 |
|