Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,298.31 |
13,292.38 |
-5.93 |
0.0% |
13,358.39 |
High |
13,360.01 |
13,469.27 |
109.26 |
0.8% |
13,494.06 |
Low |
13,263.03 |
13,292.38 |
29.35 |
0.2% |
13,082.17 |
Close |
13,291.65 |
13,424.88 |
133.23 |
1.0% |
13,113.38 |
Range |
96.98 |
176.89 |
79.91 |
82.4% |
411.89 |
ATR |
194.11 |
192.93 |
-1.18 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,926.18 |
13,852.42 |
13,522.17 |
|
R3 |
13,749.29 |
13,675.53 |
13,473.52 |
|
R2 |
13,572.40 |
13,572.40 |
13,457.31 |
|
R1 |
13,498.64 |
13,498.64 |
13,441.09 |
13,535.52 |
PP |
13,395.51 |
13,395.51 |
13,395.51 |
13,413.95 |
S1 |
13,321.75 |
13,321.75 |
13,408.67 |
13,358.63 |
S2 |
13,218.62 |
13,218.62 |
13,392.45 |
|
S3 |
13,041.73 |
13,144.86 |
13,376.24 |
|
S4 |
12,864.84 |
12,967.97 |
13,327.59 |
|
|
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 |
13,469.27 |
13,021.93 |
447.34 |
3.3% |
186.92 |
1.4% |
90% |
True |
False |
|
10 |
13,494.06 |
13,021.93 |
472.13 |
3.5% |
174.86 |
1.3% |
85% |
False |
False |
|
20 |
13,494.06 |
12,517.94 |
976.12 |
7.3% |
191.98 |
1.4% |
93% |
False |
False |
|
40 |
14,015.85 |
12,517.94 |
1,497.91 |
11.2% |
215.43 |
1.6% |
61% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
189.31 |
1.4% |
60% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
172.10 |
1.3% |
60% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
156.37 |
1.2% |
60% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.3% |
147.21 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,221.05 |
2.618 |
13,932.37 |
1.618 |
13,755.48 |
1.000 |
13,646.16 |
0.618 |
13,578.59 |
HIGH |
13,469.27 |
0.618 |
13,401.70 |
0.500 |
13,380.83 |
0.382 |
13,359.95 |
LOW |
13,292.38 |
0.618 |
13,183.06 |
1.000 |
13,115.49 |
1.618 |
13,006.17 |
2.618 |
12,829.28 |
4.250 |
12,540.60 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,410.20 |
13,382.99 |
PP |
13,395.51 |
13,341.10 |
S1 |
13,380.83 |
13,299.21 |
|