Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,360.74 |
13,116.39 |
-244.35 |
-1.8% |
13,358.39 |
High |
13,360.83 |
13,207.19 |
-153.64 |
-1.1% |
13,494.06 |
Low |
13,082.17 |
13,021.93 |
-60.24 |
-0.5% |
13,082.17 |
Close |
13,113.38 |
13,127.85 |
14.47 |
0.1% |
13,113.38 |
Range |
278.66 |
185.26 |
-93.40 |
-33.5% |
411.89 |
ATR |
203.13 |
201.85 |
-1.28 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,674.77 |
13,586.57 |
13,229.74 |
|
R3 |
13,489.51 |
13,401.31 |
13,178.80 |
|
R2 |
13,304.25 |
13,304.25 |
13,161.81 |
|
R1 |
13,216.05 |
13,216.05 |
13,144.83 |
13,260.15 |
PP |
13,118.99 |
13,118.99 |
13,118.99 |
13,141.04 |
S1 |
13,030.79 |
13,030.79 |
13,110.87 |
13,074.89 |
S2 |
12,933.73 |
12,933.73 |
13,093.89 |
|
S3 |
12,748.47 |
12,845.53 |
13,076.90 |
|
S4 |
12,563.21 |
12,660.27 |
13,025.96 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,465.54 |
14,201.35 |
13,339.92 |
|
R3 |
14,053.65 |
13,789.46 |
13,226.65 |
|
R2 |
13,641.76 |
13,641.76 |
13,188.89 |
|
R1 |
13,377.57 |
13,377.57 |
13,151.14 |
13,303.72 |
PP |
13,229.87 |
13,229.87 |
13,229.87 |
13,192.95 |
S1 |
12,965.68 |
12,965.68 |
13,075.62 |
12,891.83 |
S2 |
12,817.98 |
12,817.98 |
13,037.87 |
|
S3 |
12,406.09 |
12,553.79 |
13,000.11 |
|
S4 |
11,994.20 |
12,141.90 |
12,886.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,494.06 |
13,021.93 |
472.13 |
3.6% |
191.86 |
1.5% |
22% |
False |
True |
|
10 |
13,494.06 |
13,021.93 |
472.13 |
3.6% |
189.39 |
1.4% |
22% |
False |
True |
|
20 |
13,494.06 |
12,517.94 |
976.12 |
7.4% |
201.21 |
1.5% |
62% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
211.55 |
1.6% |
41% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
185.90 |
1.4% |
41% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
168.81 |
1.3% |
41% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
154.85 |
1.2% |
41% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.6% |
146.18 |
1.1% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,994.55 |
2.618 |
13,692.20 |
1.618 |
13,506.94 |
1.000 |
13,392.45 |
0.618 |
13,321.68 |
HIGH |
13,207.19 |
0.618 |
13,136.42 |
0.500 |
13,114.56 |
0.382 |
13,092.70 |
LOW |
13,021.93 |
0.618 |
12,907.44 |
1.000 |
12,836.67 |
1.618 |
12,722.18 |
2.618 |
12,536.92 |
4.250 |
12,234.58 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,123.42 |
13,210.32 |
PP |
13,118.99 |
13,182.83 |
S1 |
13,114.56 |
13,155.34 |
|