Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,896 |
13,837 |
-59 |
-0.4% |
13,541 |
High |
13,963 |
13,885 |
-78 |
-0.6% |
13,969 |
Low |
13,841 |
13,782 |
-59 |
-0.4% |
13,465 |
Close |
13,862 |
13,868 |
6 |
0.0% |
13,901 |
Range |
122 |
103 |
-19 |
-15.6% |
504 |
ATR |
174 |
169 |
-5 |
-2.9% |
0 |
Volume |
96,902 |
131,784 |
34,882 |
36.0% |
738,493 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,154 |
14,114 |
13,925 |
|
R3 |
14,051 |
14,011 |
13,896 |
|
R2 |
13,948 |
13,948 |
13,887 |
|
R1 |
13,908 |
13,908 |
13,878 |
13,928 |
PP |
13,845 |
13,845 |
13,845 |
13,855 |
S1 |
13,805 |
13,805 |
13,859 |
13,825 |
S2 |
13,742 |
13,742 |
13,849 |
|
S3 |
13,639 |
13,702 |
13,840 |
|
S4 |
13,536 |
13,599 |
13,811 |
|
|
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 |
13,782 |
187 |
1.3% |
113 |
0.8% |
46% |
False |
True |
141,646 |
10 |
13,969 |
13,375 |
594 |
4.3% |
145 |
1.0% |
83% |
False |
False |
107,516 |
20 |
13,969 |
13,137 |
832 |
6.0% |
168 |
1.2% |
88% |
False |
False |
54,114 |
40 |
13,969 |
12,649 |
1,320 |
9.5% |
197 |
1.4% |
92% |
False |
False |
27,113 |
60 |
14,213 |
12,649 |
1,564 |
11.3% |
167 |
1.2% |
78% |
False |
False |
18,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,323 |
2.618 |
14,155 |
1.618 |
14,052 |
1.000 |
13,988 |
0.618 |
13,949 |
HIGH |
13,885 |
0.618 |
13,846 |
0.500 |
13,834 |
0.382 |
13,821 |
LOW |
13,782 |
0.618 |
13,718 |
1.000 |
13,679 |
1.618 |
13,615 |
2.618 |
13,512 |
4.250 |
13,344 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,857 |
13,876 |
PP |
13,845 |
13,873 |
S1 |
13,834 |
13,871 |
|