Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
13,421.39 |
13,441.95 |
20.56 |
0.2% |
13,116.39 |
High |
13,459.75 |
13,451.54 |
-8.21 |
-0.1% |
13,469.27 |
Low |
13,323.84 |
13,362.37 |
38.53 |
0.3% |
13,021.93 |
Close |
13,442.52 |
13,403.42 |
-39.10 |
-0.3% |
13,442.52 |
Range |
135.91 |
89.17 |
-46.74 |
-34.4% |
447.34 |
ATR |
188.86 |
181.74 |
-7.12 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,673.29 |
13,627.52 |
13,452.46 |
|
R3 |
13,584.12 |
13,538.35 |
13,427.94 |
|
R2 |
13,494.95 |
13,494.95 |
13,419.77 |
|
R1 |
13,449.18 |
13,449.18 |
13,411.59 |
13,427.48 |
PP |
13,405.78 |
13,405.78 |
13,405.78 |
13,394.93 |
S1 |
13,360.01 |
13,360.01 |
13,395.25 |
13,338.31 |
S2 |
13,316.61 |
13,316.61 |
13,387.07 |
|
S3 |
13,227.44 |
13,270.84 |
13,378.90 |
|
S4 |
13,138.27 |
13,181.67 |
13,354.38 |
|
|
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 |
13,129.15 |
340.12 |
2.5% |
139.15 |
1.0% |
81% |
False |
False |
|
10 |
13,494.06 |
13,021.93 |
472.13 |
3.5% |
165.51 |
1.2% |
81% |
False |
False |
|
20 |
13,494.06 |
12,982.75 |
511.31 |
3.8% |
168.84 |
1.3% |
82% |
False |
False |
|
40 |
13,973.99 |
12,517.94 |
1,456.05 |
10.9% |
213.34 |
1.6% |
61% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
187.12 |
1.4% |
59% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
172.88 |
1.3% |
59% |
False |
False |
|
100 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
156.18 |
1.2% |
59% |
False |
False |
|
120 |
14,021.95 |
12,242.60 |
1,779.35 |
13.3% |
147.33 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,830.51 |
2.618 |
13,684.99 |
1.618 |
13,595.82 |
1.000 |
13,540.71 |
0.618 |
13,506.65 |
HIGH |
13,451.54 |
0.618 |
13,417.48 |
0.500 |
13,406.96 |
0.382 |
13,396.43 |
LOW |
13,362.37 |
0.618 |
13,307.26 |
1.000 |
13,273.20 |
1.618 |
13,218.09 |
2.618 |
13,128.92 |
4.250 |
12,983.40 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
13,406.96 |
13,395.89 |
PP |
13,405.78 |
13,388.36 |
S1 |
13,404.60 |
13,380.83 |
|