Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,497.0 |
7,440.0 |
-57.0 |
-0.8% |
7,450.0 |
High |
7,514.5 |
7,526.0 |
11.5 |
0.2% |
7,670.0 |
Low |
7,423.5 |
7,414.0 |
-9.5 |
-0.1% |
7,330.5 |
Close |
7,504.5 |
7,463.0 |
-41.5 |
-0.6% |
7,392.5 |
Range |
91.0 |
112.0 |
21.0 |
23.1% |
339.5 |
ATR |
161.7 |
158.1 |
-3.5 |
-2.2% |
0.0 |
Volume |
191,128 |
221,885 |
30,757 |
16.1% |
1,308,105 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,803.7 |
7,745.3 |
7,524.6 |
|
R3 |
7,691.7 |
7,633.3 |
7,493.8 |
|
R2 |
7,579.7 |
7,579.7 |
7,483.5 |
|
R1 |
7,521.3 |
7,521.3 |
7,473.3 |
7,550.5 |
PP |
7,467.7 |
7,467.7 |
7,467.7 |
7,482.3 |
S1 |
7,409.3 |
7,409.3 |
7,452.7 |
7,438.5 |
S2 |
7,355.7 |
7,355.7 |
7,442.5 |
|
S3 |
7,243.7 |
7,297.3 |
7,432.2 |
|
S4 |
7,131.7 |
7,185.3 |
7,401.4 |
|
|
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% |
130.0 |
1.7% |
39% |
False |
False |
259,383 |
10 |
7,674.5 |
7,330.5 |
344.0 |
4.6% |
151.0 |
2.0% |
39% |
False |
False |
244,764 |
20 |
8,064.0 |
7,330.5 |
733.5 |
9.8% |
160.7 |
2.2% |
18% |
False |
False |
253,116 |
40 |
8,217.0 |
7,330.5 |
886.5 |
11.9% |
137.3 |
1.8% |
15% |
False |
False |
212,519 |
60 |
8,217.0 |
7,330.5 |
886.5 |
11.9% |
132.4 |
1.8% |
15% |
False |
False |
160,564 |
80 |
8,217.0 |
7,330.5 |
886.5 |
11.9% |
119.8 |
1.6% |
15% |
False |
False |
120,547 |
100 |
8,217.0 |
6,920.0 |
1,297.0 |
17.4% |
111.1 |
1.5% |
42% |
False |
False |
96,550 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.3% |
110.8 |
1.5% |
55% |
False |
False |
81,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,002.0 |
2.618 |
7,819.2 |
1.618 |
7,707.2 |
1.000 |
7,638.0 |
0.618 |
7,595.2 |
HIGH |
7,526.0 |
0.618 |
7,483.2 |
0.500 |
7,470.0 |
0.382 |
7,456.8 |
LOW |
7,414.0 |
0.618 |
7,344.8 |
1.000 |
7,302.0 |
1.618 |
7,232.8 |
2.618 |
7,120.8 |
4.250 |
6,938.0 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,470.0 |
7,451.4 |
PP |
7,467.7 |
7,439.8 |
S1 |
7,465.3 |
7,428.3 |
|