Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,837 |
13,870 |
33 |
0.2% |
13,541 |
High |
13,885 |
13,999 |
114 |
0.8% |
13,969 |
Low |
13,782 |
13,870 |
88 |
0.6% |
13,465 |
Close |
13,868 |
13,958 |
90 |
0.6% |
13,901 |
Range |
103 |
129 |
26 |
25.2% |
504 |
ATR |
169 |
166 |
-3 |
-1.6% |
0 |
Volume |
131,784 |
141,581 |
9,797 |
7.4% |
738,493 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,329 |
14,273 |
14,029 |
|
R3 |
14,200 |
14,144 |
13,994 |
|
R2 |
14,071 |
14,071 |
13,982 |
|
R1 |
14,015 |
14,015 |
13,970 |
14,043 |
PP |
13,942 |
13,942 |
13,942 |
13,957 |
S1 |
13,886 |
13,886 |
13,946 |
13,914 |
S2 |
13,813 |
13,813 |
13,934 |
|
S3 |
13,684 |
13,757 |
13,923 |
|
S4 |
13,555 |
13,628 |
13,887 |
|
|
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 |
13,999 |
13,782 |
217 |
1.6% |
112 |
0.8% |
81% |
True |
False |
131,194 |
10 |
13,999 |
13,401 |
598 |
4.3% |
147 |
1.1% |
93% |
True |
False |
121,209 |
20 |
13,999 |
13,137 |
862 |
6.2% |
163 |
1.2% |
95% |
True |
False |
61,189 |
40 |
13,999 |
12,649 |
1,350 |
9.7% |
193 |
1.4% |
97% |
True |
False |
30,652 |
60 |
14,213 |
12,649 |
1,564 |
11.2% |
169 |
1.2% |
84% |
False |
False |
20,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,547 |
2.618 |
14,337 |
1.618 |
14,208 |
1.000 |
14,128 |
0.618 |
14,079 |
HIGH |
13,999 |
0.618 |
13,950 |
0.500 |
13,935 |
0.382 |
13,919 |
LOW |
13,870 |
0.618 |
13,790 |
1.000 |
13,741 |
1.618 |
13,661 |
2.618 |
13,532 |
4.250 |
13,322 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,950 |
13,936 |
PP |
13,942 |
13,913 |
S1 |
13,935 |
13,891 |
|