Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,846 |
13,888 |
42 |
0.3% |
13,233 |
High |
13,962 |
13,918 |
-44 |
-0.3% |
13,581 |
Low |
13,830 |
13,837 |
7 |
0.1% |
13,137 |
Close |
13,898 |
13,855 |
-43 |
-0.3% |
13,551 |
Range |
132 |
81 |
-51 |
-38.6% |
444 |
ATR |
190 |
182 |
-8 |
-4.1% |
0 |
Volume |
193,840 |
137,246 |
-56,594 |
-29.2% |
112,418 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,113 |
14,065 |
13,900 |
|
R3 |
14,032 |
13,984 |
13,877 |
|
R2 |
13,951 |
13,951 |
13,870 |
|
R1 |
13,903 |
13,903 |
13,863 |
13,887 |
PP |
13,870 |
13,870 |
13,870 |
13,862 |
S1 |
13,822 |
13,822 |
13,848 |
13,806 |
S2 |
13,789 |
13,789 |
13,840 |
|
S3 |
13,708 |
13,741 |
13,833 |
|
S4 |
13,627 |
13,660 |
13,811 |
|
|
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 |
13,434 |
528 |
3.8% |
163 |
1.2% |
80% |
False |
False |
136,327 |
10 |
13,962 |
13,137 |
825 |
6.0% |
174 |
1.3% |
87% |
False |
False |
70,300 |
20 |
13,962 |
13,137 |
825 |
6.0% |
173 |
1.3% |
87% |
False |
False |
35,277 |
40 |
13,962 |
12,649 |
1,313 |
9.5% |
208 |
1.5% |
92% |
False |
False |
17,690 |
60 |
14,213 |
12,649 |
1,564 |
11.3% |
164 |
1.2% |
77% |
False |
False |
11,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,262 |
2.618 |
14,130 |
1.618 |
14,049 |
1.000 |
13,999 |
0.618 |
13,968 |
HIGH |
13,918 |
0.618 |
13,887 |
0.500 |
13,878 |
0.382 |
13,868 |
LOW |
13,837 |
0.618 |
13,787 |
1.000 |
13,756 |
1.618 |
13,706 |
2.618 |
13,625 |
4.250 |
13,493 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,878 |
13,809 |
PP |
13,870 |
13,763 |
S1 |
13,863 |
13,717 |
|