Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,292.38 |
13,421.39 |
129.01 |
1.0% |
13,116.39 |
High |
13,469.27 |
13,459.75 |
-9.52 |
-0.1% |
13,469.27 |
Low |
13,292.38 |
13,323.84 |
31.46 |
0.2% |
13,021.93 |
Close |
13,424.88 |
13,442.52 |
17.64 |
0.1% |
13,442.52 |
Range |
176.89 |
135.91 |
-40.98 |
-23.2% |
447.34 |
ATR |
192.93 |
188.86 |
-4.07 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,816.43 |
13,765.39 |
13,517.27 |
|
R3 |
13,680.52 |
13,629.48 |
13,479.90 |
|
R2 |
13,544.61 |
13,544.61 |
13,467.44 |
|
R1 |
13,493.57 |
13,493.57 |
13,454.98 |
13,519.09 |
PP |
13,408.70 |
13,408.70 |
13,408.70 |
13,421.47 |
S1 |
13,357.66 |
13,357.66 |
13,430.06 |
13,383.18 |
S2 |
13,272.79 |
13,272.79 |
13,417.60 |
|
S3 |
13,136.88 |
13,221.75 |
13,405.14 |
|
S4 |
13,000.97 |
13,085.84 |
13,367.77 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,653.26 |
14,495.23 |
13,688.56 |
|
R3 |
14,205.92 |
14,047.89 |
13,565.54 |
|
R2 |
13,758.58 |
13,758.58 |
13,524.53 |
|
R1 |
13,600.55 |
13,600.55 |
13,483.53 |
13,679.57 |
PP |
13,311.24 |
13,311.24 |
13,311.24 |
13,350.75 |
S1 |
13,153.21 |
13,153.21 |
13,401.51 |
13,232.23 |
S2 |
12,863.90 |
12,863.90 |
13,360.51 |
|
S3 |
12,416.56 |
12,705.87 |
13,319.50 |
|
S4 |
11,969.22 |
12,258.53 |
13,196.48 |
|
|
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% |
158.37 |
1.2% |
94% |
False |
False |
|
10 |
13,494.06 |
13,021.93 |
472.13 |
3.5% |
175.40 |
1.3% |
89% |
False |
False |
|
20 |
13,494.06 |
12,847.81 |
646.25 |
4.8% |
180.38 |
1.3% |
92% |
False |
False |
|
40 |
14,009.27 |
12,517.94 |
1,491.33 |
11.1% |
216.40 |
1.6% |
62% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
188.39 |
1.4% |
61% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
173.07 |
1.3% |
61% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
156.85 |
1.2% |
61% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.2% |
147.35 |
1.1% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,037.37 |
2.618 |
13,815.56 |
1.618 |
13,679.65 |
1.000 |
13,595.66 |
0.618 |
13,543.74 |
HIGH |
13,459.75 |
0.618 |
13,407.83 |
0.500 |
13,391.80 |
0.382 |
13,375.76 |
LOW |
13,323.84 |
0.618 |
13,239.85 |
1.000 |
13,187.93 |
1.618 |
13,103.94 |
2.618 |
12,968.03 |
4.250 |
12,746.22 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,425.61 |
13,417.06 |
PP |
13,408.70 |
13,391.61 |
S1 |
13,391.80 |
13,366.15 |
|