Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,397.0 |
7,315.0 |
-82.0 |
-1.1% |
7,497.0 |
High |
7,516.5 |
7,420.0 |
-96.5 |
-1.3% |
7,526.0 |
Low |
7,349.0 |
7,220.5 |
-128.5 |
-1.7% |
7,220.5 |
Close |
7,496.0 |
7,330.0 |
-166.0 |
-2.2% |
7,330.0 |
Range |
167.5 |
199.5 |
32.0 |
19.1% |
305.5 |
ATR |
159.4 |
167.7 |
8.3 |
5.2% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,922.0 |
7,825.5 |
7,439.7 |
|
R3 |
7,722.5 |
7,626.0 |
7,384.9 |
|
R2 |
7,523.0 |
7,523.0 |
7,366.6 |
|
R1 |
7,426.5 |
7,426.5 |
7,348.3 |
7,474.8 |
PP |
7,323.5 |
7,323.5 |
7,323.5 |
7,347.6 |
S1 |
7,227.0 |
7,227.0 |
7,311.7 |
7,275.3 |
S2 |
7,124.0 |
7,124.0 |
7,293.4 |
|
S3 |
6,924.5 |
7,027.5 |
7,275.1 |
|
S4 |
6,725.0 |
6,828.0 |
7,220.3 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,275.3 |
8,108.2 |
7,498.0 |
|
R3 |
7,969.8 |
7,802.7 |
7,414.0 |
|
R2 |
7,664.3 |
7,664.3 |
7,386.0 |
|
R1 |
7,497.2 |
7,497.2 |
7,358.0 |
7,428.0 |
PP |
7,358.8 |
7,358.8 |
7,358.8 |
7,324.3 |
S1 |
7,191.7 |
7,191.7 |
7,302.0 |
7,122.5 |
S2 |
7,053.3 |
7,053.3 |
7,274.0 |
|
S3 |
6,747.8 |
6,886.2 |
7,246.0 |
|
S4 |
6,442.3 |
6,580.7 |
7,162.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,526.0 |
7,220.5 |
305.5 |
4.2% |
147.5 |
2.0% |
36% |
False |
True |
134,788 |
10 |
7,670.0 |
7,220.5 |
449.5 |
6.1% |
152.6 |
2.1% |
24% |
False |
True |
198,204 |
20 |
7,999.5 |
7,220.5 |
779.0 |
10.6% |
169.1 |
2.3% |
14% |
False |
True |
235,989 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.6% |
139.2 |
1.9% |
11% |
False |
True |
202,328 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.6% |
136.7 |
1.9% |
11% |
False |
True |
164,871 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.6% |
123.4 |
1.7% |
11% |
False |
True |
123,791 |
100 |
8,217.0 |
6,920.0 |
1,297.0 |
17.7% |
114.0 |
1.6% |
32% |
False |
False |
99,146 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.7% |
114.3 |
1.6% |
47% |
False |
False |
83,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,267.9 |
2.618 |
7,942.3 |
1.618 |
7,742.8 |
1.000 |
7,619.5 |
0.618 |
7,543.3 |
HIGH |
7,420.0 |
0.618 |
7,343.8 |
0.500 |
7,320.3 |
0.382 |
7,296.7 |
LOW |
7,220.5 |
0.618 |
7,097.2 |
1.000 |
7,021.0 |
1.618 |
6,897.7 |
2.618 |
6,698.2 |
4.250 |
6,372.6 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,326.8 |
7,368.5 |
PP |
7,323.5 |
7,355.7 |
S1 |
7,320.3 |
7,342.8 |
|