Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,386.0 |
7,497.0 |
111.0 |
1.5% |
7,450.0 |
High |
7,478.5 |
7,514.5 |
36.0 |
0.5% |
7,670.0 |
Low |
7,330.5 |
7,423.5 |
93.0 |
1.3% |
7,330.5 |
Close |
7,392.5 |
7,504.5 |
112.0 |
1.5% |
7,392.5 |
Range |
148.0 |
91.0 |
-57.0 |
-38.5% |
339.5 |
ATR |
164.7 |
161.7 |
-3.1 |
-1.9% |
0.0 |
Volume |
368,510 |
191,128 |
-177,382 |
-48.1% |
1,308,105 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,753.8 |
7,720.2 |
7,554.6 |
|
R3 |
7,662.8 |
7,629.2 |
7,529.5 |
|
R2 |
7,571.8 |
7,571.8 |
7,521.2 |
|
R1 |
7,538.2 |
7,538.2 |
7,512.8 |
7,555.0 |
PP |
7,480.8 |
7,480.8 |
7,480.8 |
7,489.3 |
S1 |
7,447.2 |
7,447.2 |
7,496.2 |
7,464.0 |
S2 |
7,389.8 |
7,389.8 |
7,487.8 |
|
S3 |
7,298.8 |
7,356.2 |
7,479.5 |
|
S4 |
7,207.8 |
7,265.2 |
7,454.5 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,482.8 |
8,277.2 |
7,579.2 |
|
R3 |
8,143.3 |
7,937.7 |
7,485.9 |
|
R2 |
7,803.8 |
7,803.8 |
7,454.7 |
|
R1 |
7,598.2 |
7,598.2 |
7,423.6 |
7,531.3 |
PP |
7,464.3 |
7,464.3 |
7,464.3 |
7,430.9 |
S1 |
7,258.7 |
7,258.7 |
7,361.4 |
7,191.8 |
S2 |
7,124.8 |
7,124.8 |
7,330.3 |
|
S3 |
6,785.3 |
6,919.2 |
7,299.1 |
|
S4 |
6,445.8 |
6,579.7 |
7,205.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,670.0 |
7,330.5 |
339.5 |
4.5% |
136.4 |
1.8% |
51% |
False |
False |
253,885 |
10 |
7,678.0 |
7,330.5 |
347.5 |
4.6% |
153.7 |
2.0% |
50% |
False |
False |
247,475 |
20 |
8,158.0 |
7,330.5 |
827.5 |
11.0% |
160.3 |
2.1% |
21% |
False |
False |
251,445 |
40 |
8,217.0 |
7,330.5 |
886.5 |
11.8% |
136.1 |
1.8% |
20% |
False |
False |
210,825 |
60 |
8,217.0 |
7,330.5 |
886.5 |
11.8% |
131.2 |
1.7% |
20% |
False |
False |
156,870 |
80 |
8,217.0 |
7,330.5 |
886.5 |
11.8% |
119.7 |
1.6% |
20% |
False |
False |
117,781 |
100 |
8,217.0 |
6,818.0 |
1,399.0 |
18.6% |
111.4 |
1.5% |
49% |
False |
False |
94,336 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
110.5 |
1.5% |
57% |
False |
False |
79,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,901.3 |
2.618 |
7,752.7 |
1.618 |
7,661.7 |
1.000 |
7,605.5 |
0.618 |
7,570.7 |
HIGH |
7,514.5 |
0.618 |
7,479.7 |
0.500 |
7,469.0 |
0.382 |
7,458.3 |
LOW |
7,423.5 |
0.618 |
7,367.3 |
1.000 |
7,332.5 |
1.618 |
7,276.3 |
2.618 |
7,185.3 |
4.250 |
7,036.8 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,492.7 |
7,497.8 |
PP |
7,480.8 |
7,491.0 |
S1 |
7,469.0 |
7,484.3 |
|