Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,315.0 |
7,453.0 |
138.0 |
1.9% |
7,497.0 |
High |
7,420.0 |
7,495.0 |
75.0 |
1.0% |
7,526.0 |
Low |
7,220.5 |
7,411.0 |
190.5 |
2.6% |
7,220.5 |
Close |
7,330.0 |
7,433.5 |
103.5 |
1.4% |
7,330.0 |
Range |
199.5 |
84.0 |
-115.5 |
-57.9% |
305.5 |
ATR |
167.7 |
167.5 |
-0.2 |
-0.1% |
0.0 |
Volume |
0 |
170,489 |
170,489 |
|
673,940 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,698.5 |
7,650.0 |
7,479.7 |
|
R3 |
7,614.5 |
7,566.0 |
7,456.6 |
|
R2 |
7,530.5 |
7,530.5 |
7,448.9 |
|
R1 |
7,482.0 |
7,482.0 |
7,441.2 |
7,464.3 |
PP |
7,446.5 |
7,446.5 |
7,446.5 |
7,437.6 |
S1 |
7,398.0 |
7,398.0 |
7,425.8 |
7,380.3 |
S2 |
7,362.5 |
7,362.5 |
7,418.1 |
|
S3 |
7,278.5 |
7,314.0 |
7,410.4 |
|
S4 |
7,194.5 |
7,230.0 |
7,387.3 |
|
|
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 |
4.1% |
146.1 |
2.0% |
70% |
False |
False |
130,660 |
10 |
7,670.0 |
7,220.5 |
449.5 |
6.0% |
141.3 |
1.9% |
47% |
False |
False |
192,272 |
20 |
7,986.0 |
7,220.5 |
765.5 |
10.3% |
167.6 |
2.3% |
28% |
False |
False |
236,393 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.4% |
137.8 |
1.9% |
21% |
False |
False |
200,888 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
136.5 |
1.8% |
21% |
False |
False |
167,704 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
123.9 |
1.7% |
21% |
False |
False |
125,915 |
100 |
8,217.0 |
6,920.0 |
1,297.0 |
17.4% |
114.5 |
1.5% |
40% |
False |
False |
100,848 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.4% |
111.8 |
1.5% |
53% |
False |
False |
84,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,852.0 |
2.618 |
7,714.9 |
1.618 |
7,630.9 |
1.000 |
7,579.0 |
0.618 |
7,546.9 |
HIGH |
7,495.0 |
0.618 |
7,462.9 |
0.500 |
7,453.0 |
0.382 |
7,443.1 |
LOW |
7,411.0 |
0.618 |
7,359.1 |
1.000 |
7,327.0 |
1.618 |
7,275.1 |
2.618 |
7,191.1 |
4.250 |
7,054.0 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,453.0 |
7,411.8 |
PP |
7,446.5 |
7,390.2 |
S1 |
7,440.0 |
7,368.5 |
|