Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,453.0 |
7,478.0 |
25.0 |
0.3% |
7,497.0 |
High |
7,495.0 |
7,500.0 |
5.0 |
0.1% |
7,526.0 |
Low |
7,411.0 |
7,375.0 |
-36.0 |
-0.5% |
7,220.5 |
Close |
7,433.5 |
7,440.0 |
6.5 |
0.1% |
7,330.0 |
Range |
84.0 |
125.0 |
41.0 |
48.8% |
305.5 |
ATR |
167.5 |
164.5 |
-3.0 |
-1.8% |
0.0 |
Volume |
170,489 |
223,872 |
53,383 |
31.3% |
673,940 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,813.3 |
7,751.7 |
7,508.8 |
|
R3 |
7,688.3 |
7,626.7 |
7,474.4 |
|
R2 |
7,563.3 |
7,563.3 |
7,462.9 |
|
R1 |
7,501.7 |
7,501.7 |
7,451.5 |
7,470.0 |
PP |
7,438.3 |
7,438.3 |
7,438.3 |
7,422.5 |
S1 |
7,376.7 |
7,376.7 |
7,428.5 |
7,345.0 |
S2 |
7,313.3 |
7,313.3 |
7,417.1 |
|
S3 |
7,188.3 |
7,251.7 |
7,405.6 |
|
S4 |
7,063.3 |
7,126.7 |
7,371.3 |
|
|
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 |
7,516.5 |
7,220.5 |
296.0 |
4.0% |
148.7 |
2.0% |
74% |
False |
False |
131,057 |
10 |
7,670.0 |
7,220.5 |
449.5 |
6.0% |
139.4 |
1.9% |
49% |
False |
False |
195,220 |
20 |
7,837.0 |
7,220.5 |
616.5 |
8.3% |
161.3 |
2.2% |
36% |
False |
False |
235,521 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.4% |
138.7 |
1.9% |
22% |
False |
False |
200,455 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
137.8 |
1.9% |
22% |
False |
False |
171,429 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
124.5 |
1.7% |
22% |
False |
False |
128,709 |
100 |
8,217.0 |
6,978.0 |
1,239.0 |
16.7% |
115.0 |
1.5% |
37% |
False |
False |
103,082 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.4% |
112.1 |
1.5% |
53% |
False |
False |
86,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,031.3 |
2.618 |
7,827.3 |
1.618 |
7,702.3 |
1.000 |
7,625.0 |
0.618 |
7,577.3 |
HIGH |
7,500.0 |
0.618 |
7,452.3 |
0.500 |
7,437.5 |
0.382 |
7,422.8 |
LOW |
7,375.0 |
0.618 |
7,297.8 |
1.000 |
7,250.0 |
1.618 |
7,172.8 |
2.618 |
7,047.8 |
4.250 |
6,843.8 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,439.2 |
7,413.4 |
PP |
7,438.3 |
7,386.8 |
S1 |
7,437.5 |
7,360.3 |
|