Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,116.39 |
13,129.40 |
13.01 |
0.1% |
13,358.39 |
High |
13,207.19 |
13,325.95 |
118.76 |
0.9% |
13,494.06 |
Low |
13,021.93 |
13,129.15 |
107.22 |
0.8% |
13,082.17 |
Close |
13,127.85 |
13,308.39 |
180.54 |
1.4% |
13,113.38 |
Range |
185.26 |
196.80 |
11.54 |
6.2% |
411.89 |
ATR |
201.85 |
201.58 |
-0.27 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,844.90 |
13,773.44 |
13,416.63 |
|
R3 |
13,648.10 |
13,576.64 |
13,362.51 |
|
R2 |
13,451.30 |
13,451.30 |
13,344.47 |
|
R1 |
13,379.84 |
13,379.84 |
13,326.43 |
13,415.57 |
PP |
13,254.50 |
13,254.50 |
13,254.50 |
13,272.36 |
S1 |
13,183.04 |
13,183.04 |
13,290.35 |
13,218.77 |
S2 |
13,057.70 |
13,057.70 |
13,272.31 |
|
S3 |
12,860.90 |
12,986.24 |
13,254.27 |
|
S4 |
12,664.10 |
12,789.44 |
13,200.15 |
|
|
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 |
13,443.17 |
13,021.93 |
421.24 |
3.2% |
195.91 |
1.5% |
68% |
False |
False |
|
10 |
13,494.06 |
13,021.93 |
472.13 |
3.5% |
200.90 |
1.5% |
61% |
False |
False |
|
20 |
13,494.06 |
12,517.94 |
976.12 |
7.3% |
205.12 |
1.5% |
81% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
214.12 |
1.6% |
53% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
186.98 |
1.4% |
53% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
170.41 |
1.3% |
53% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
155.87 |
1.2% |
53% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.4% |
146.02 |
1.1% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,162.35 |
2.618 |
13,841.17 |
1.618 |
13,644.37 |
1.000 |
13,522.75 |
0.618 |
13,447.57 |
HIGH |
13,325.95 |
0.618 |
13,250.77 |
0.500 |
13,227.55 |
0.382 |
13,204.33 |
LOW |
13,129.15 |
0.618 |
13,007.53 |
1.000 |
12,932.35 |
1.618 |
12,810.73 |
2.618 |
12,613.93 |
4.250 |
12,292.75 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,281.44 |
13,269.39 |
PP |
13,254.50 |
13,230.38 |
S1 |
13,227.55 |
13,191.38 |
|