Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,129.40 |
13,298.31 |
168.91 |
1.3% |
13,358.39 |
High |
13,325.95 |
13,360.01 |
34.06 |
0.3% |
13,494.06 |
Low |
13,129.15 |
13,263.03 |
133.88 |
1.0% |
13,082.17 |
Close |
13,308.39 |
13,291.65 |
-16.74 |
-0.1% |
13,113.38 |
Range |
196.80 |
96.98 |
-99.82 |
-50.7% |
411.89 |
ATR |
201.58 |
194.11 |
-7.47 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,595.84 |
13,540.72 |
13,344.99 |
|
R3 |
13,498.86 |
13,443.74 |
13,318.32 |
|
R2 |
13,401.88 |
13,401.88 |
13,309.43 |
|
R1 |
13,346.76 |
13,346.76 |
13,300.54 |
13,325.83 |
PP |
13,304.90 |
13,304.90 |
13,304.90 |
13,294.43 |
S1 |
13,249.78 |
13,249.78 |
13,282.76 |
13,228.85 |
S2 |
13,207.92 |
13,207.92 |
13,273.87 |
|
S3 |
13,110.94 |
13,152.80 |
13,264.98 |
|
S4 |
13,013.96 |
13,055.82 |
13,238.31 |
|
|
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 |
13,398.71 |
13,021.93 |
376.78 |
2.8% |
176.32 |
1.3% |
72% |
False |
False |
|
10 |
13,494.06 |
13,021.93 |
472.13 |
3.6% |
182.21 |
1.4% |
57% |
False |
False |
|
20 |
13,494.06 |
12,517.94 |
976.12 |
7.3% |
197.39 |
1.5% |
79% |
False |
False |
|
40 |
14,015.85 |
12,517.94 |
1,497.91 |
11.3% |
214.56 |
1.6% |
52% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
187.61 |
1.4% |
51% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
170.60 |
1.3% |
51% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
155.28 |
1.2% |
51% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.4% |
146.26 |
1.1% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,772.18 |
2.618 |
13,613.90 |
1.618 |
13,516.92 |
1.000 |
13,456.99 |
0.618 |
13,419.94 |
HIGH |
13,360.01 |
0.618 |
13,322.96 |
0.500 |
13,311.52 |
0.382 |
13,300.08 |
LOW |
13,263.03 |
0.618 |
13,203.10 |
1.000 |
13,166.05 |
1.618 |
13,106.12 |
2.618 |
13,009.14 |
4.250 |
12,850.87 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,311.52 |
13,258.09 |
PP |
13,304.90 |
13,224.53 |
S1 |
13,298.27 |
13,190.97 |
|