Trading Metrics calculated at close of trading on 24-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,849 |
13,896 |
47 |
0.3% |
13,541 |
High |
13,969 |
13,963 |
-6 |
0.0% |
13,969 |
Low |
13,845 |
13,841 |
-4 |
0.0% |
13,465 |
Close |
13,901 |
13,862 |
-39 |
-0.3% |
13,901 |
Range |
124 |
122 |
-2 |
-1.6% |
504 |
ATR |
178 |
174 |
-4 |
-2.2% |
0 |
Volume |
148,459 |
96,902 |
-51,557 |
-34.7% |
738,493 |
|
Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,255 |
14,180 |
13,929 |
|
R3 |
14,133 |
14,058 |
13,896 |
|
R2 |
14,011 |
14,011 |
13,884 |
|
R1 |
13,936 |
13,936 |
13,873 |
13,913 |
PP |
13,889 |
13,889 |
13,889 |
13,877 |
S1 |
13,814 |
13,814 |
13,851 |
13,791 |
S2 |
13,767 |
13,767 |
13,840 |
|
S3 |
13,645 |
13,692 |
13,829 |
|
S4 |
13,523 |
13,570 |
13,795 |
|
|
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 |
13,472 |
497 |
3.6% |
167 |
1.2% |
78% |
False |
False |
141,300 |
10 |
13,969 |
13,238 |
731 |
5.3% |
154 |
1.1% |
85% |
False |
False |
94,564 |
20 |
13,969 |
13,137 |
832 |
6.0% |
168 |
1.2% |
87% |
False |
False |
47,532 |
40 |
13,969 |
12,649 |
1,320 |
9.5% |
198 |
1.4% |
92% |
False |
False |
23,820 |
60 |
14,213 |
12,649 |
1,564 |
11.3% |
165 |
1.2% |
78% |
False |
False |
15,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,482 |
2.618 |
14,283 |
1.618 |
14,161 |
1.000 |
14,085 |
0.618 |
14,039 |
HIGH |
13,963 |
0.618 |
13,917 |
0.500 |
13,902 |
0.382 |
13,888 |
LOW |
13,841 |
0.618 |
13,766 |
1.000 |
13,719 |
1.618 |
13,644 |
2.618 |
13,522 |
4.250 |
13,323 |
|
|
Fisher Pivots for day following 24-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,902 |
13,903 |
PP |
13,889 |
13,889 |
S1 |
13,875 |
13,876 |
|