Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,888 |
13,849 |
-39 |
-0.3% |
13,541 |
High |
13,918 |
13,969 |
51 |
0.4% |
13,969 |
Low |
13,837 |
13,845 |
8 |
0.1% |
13,465 |
Close |
13,855 |
13,901 |
46 |
0.3% |
13,901 |
Range |
81 |
124 |
43 |
53.1% |
504 |
ATR |
182 |
178 |
-4 |
-2.3% |
0 |
Volume |
137,246 |
148,459 |
11,213 |
8.2% |
738,493 |
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,277 |
14,213 |
13,969 |
|
R3 |
14,153 |
14,089 |
13,935 |
|
R2 |
14,029 |
14,029 |
13,924 |
|
R1 |
13,965 |
13,965 |
13,912 |
13,997 |
PP |
13,905 |
13,905 |
13,905 |
13,921 |
S1 |
13,841 |
13,841 |
13,890 |
13,873 |
S2 |
13,781 |
13,781 |
13,878 |
|
S3 |
13,657 |
13,717 |
13,867 |
|
S4 |
13,533 |
13,593 |
13,833 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,290 |
15,100 |
14,178 |
|
R3 |
14,786 |
14,596 |
14,040 |
|
R2 |
14,282 |
14,282 |
13,994 |
|
R1 |
14,092 |
14,092 |
13,947 |
14,187 |
PP |
13,778 |
13,778 |
13,778 |
13,826 |
S1 |
13,588 |
13,588 |
13,855 |
13,683 |
S2 |
13,274 |
13,274 |
13,809 |
|
S3 |
12,770 |
13,084 |
13,763 |
|
S4 |
12,266 |
12,580 |
13,624 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,969 |
13,465 |
504 |
3.6% |
161 |
1.2% |
87% |
True |
False |
147,698 |
10 |
13,969 |
13,137 |
832 |
6.0% |
160 |
1.1% |
92% |
True |
False |
85,091 |
20 |
13,969 |
13,137 |
832 |
6.0% |
171 |
1.2% |
92% |
True |
False |
42,696 |
40 |
13,969 |
12,649 |
1,320 |
9.5% |
203 |
1.5% |
95% |
True |
False |
21,399 |
60 |
14,213 |
12,649 |
1,564 |
11.3% |
166 |
1.2% |
80% |
False |
False |
14,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,496 |
2.618 |
14,294 |
1.618 |
14,170 |
1.000 |
14,093 |
0.618 |
14,046 |
HIGH |
13,969 |
0.618 |
13,922 |
0.500 |
13,907 |
0.382 |
13,892 |
LOW |
13,845 |
0.618 |
13,768 |
1.000 |
13,721 |
1.618 |
13,644 |
2.618 |
13,520 |
4.250 |
13,318 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,907 |
13,901 |
PP |
13,905 |
13,900 |
S1 |
13,903 |
13,900 |
|