Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,440.0 |
7,397.0 |
-43.0 |
-0.6% |
7,450.0 |
High |
7,526.0 |
7,516.5 |
-9.5 |
-0.1% |
7,670.0 |
Low |
7,414.0 |
7,349.0 |
-65.0 |
-0.9% |
7,330.5 |
Close |
7,463.0 |
7,496.0 |
33.0 |
0.4% |
7,392.5 |
Range |
112.0 |
167.5 |
55.5 |
49.6% |
339.5 |
ATR |
158.1 |
158.8 |
0.7 |
0.4% |
0.0 |
Volume |
221,885 |
260,927 |
39,042 |
17.6% |
1,308,105 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,956.3 |
7,893.7 |
7,588.1 |
|
R3 |
7,788.8 |
7,726.2 |
7,542.1 |
|
R2 |
7,621.3 |
7,621.3 |
7,526.7 |
|
R1 |
7,558.7 |
7,558.7 |
7,511.4 |
7,590.0 |
PP |
7,453.8 |
7,453.8 |
7,453.8 |
7,469.5 |
S1 |
7,391.2 |
7,391.2 |
7,480.6 |
7,422.5 |
S2 |
7,286.3 |
7,286.3 |
7,465.3 |
|
S3 |
7,118.8 |
7,223.7 |
7,449.9 |
|
S4 |
6,951.3 |
7,056.2 |
7,403.9 |
|
|
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 |
7,638.0 |
7,330.5 |
307.5 |
4.1% |
140.6 |
1.9% |
54% |
False |
False |
273,358 |
10 |
7,670.0 |
7,330.5 |
339.5 |
4.5% |
141.6 |
1.9% |
49% |
False |
False |
238,829 |
20 |
8,064.0 |
7,330.5 |
733.5 |
9.8% |
163.4 |
2.2% |
23% |
False |
False |
254,982 |
40 |
8,215.0 |
7,330.5 |
884.5 |
11.8% |
137.6 |
1.8% |
19% |
False |
False |
213,981 |
60 |
8,217.0 |
7,330.5 |
886.5 |
11.8% |
134.1 |
1.8% |
19% |
False |
False |
164,905 |
80 |
8,217.0 |
7,330.5 |
886.5 |
11.8% |
121.3 |
1.6% |
19% |
False |
False |
123,806 |
100 |
8,217.0 |
6,920.0 |
1,297.0 |
17.3% |
112.1 |
1.5% |
44% |
False |
False |
99,153 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
111.9 |
1.5% |
57% |
False |
False |
83,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,228.4 |
2.618 |
7,955.0 |
1.618 |
7,787.5 |
1.000 |
7,684.0 |
0.618 |
7,620.0 |
HIGH |
7,516.5 |
0.618 |
7,452.5 |
0.500 |
7,432.8 |
0.382 |
7,413.0 |
LOW |
7,349.0 |
0.618 |
7,245.5 |
1.000 |
7,181.5 |
1.618 |
7,078.0 |
2.618 |
6,910.5 |
4.250 |
6,637.1 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,474.9 |
7,476.5 |
PP |
7,453.8 |
7,457.0 |
S1 |
7,432.8 |
7,437.5 |
|