Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,478.0 |
7,443.5 |
-34.5 |
-0.5% |
7,497.0 |
High |
7,500.0 |
7,551.5 |
51.5 |
0.7% |
7,526.0 |
Low |
7,375.0 |
7,440.0 |
65.0 |
0.9% |
7,220.5 |
Close |
7,440.0 |
7,530.5 |
90.5 |
1.2% |
7,330.0 |
Range |
125.0 |
111.5 |
-13.5 |
-10.8% |
305.5 |
ATR |
164.5 |
160.7 |
-3.8 |
-2.3% |
0.0 |
Volume |
223,872 |
186,225 |
-37,647 |
-16.8% |
673,940 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,841.8 |
7,797.7 |
7,591.8 |
|
R3 |
7,730.3 |
7,686.2 |
7,561.2 |
|
R2 |
7,618.8 |
7,618.8 |
7,550.9 |
|
R1 |
7,574.7 |
7,574.7 |
7,540.7 |
7,596.8 |
PP |
7,507.3 |
7,507.3 |
7,507.3 |
7,518.4 |
S1 |
7,463.2 |
7,463.2 |
7,520.3 |
7,485.3 |
S2 |
7,395.8 |
7,395.8 |
7,510.1 |
|
S3 |
7,284.3 |
7,351.7 |
7,499.8 |
|
S4 |
7,172.8 |
7,240.2 |
7,469.2 |
|
|
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 |
7,551.5 |
7,220.5 |
331.0 |
4.4% |
137.5 |
1.8% |
94% |
True |
False |
116,117 |
10 |
7,638.0 |
7,220.5 |
417.5 |
5.5% |
139.1 |
1.8% |
74% |
False |
False |
194,738 |
20 |
7,797.0 |
7,220.5 |
576.5 |
7.7% |
160.5 |
2.1% |
54% |
False |
False |
229,993 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
138.5 |
1.8% |
31% |
False |
False |
199,723 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
137.2 |
1.8% |
31% |
False |
False |
174,509 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
125.0 |
1.7% |
31% |
False |
False |
131,033 |
100 |
8,217.0 |
7,015.0 |
1,202.0 |
16.0% |
115.5 |
1.5% |
43% |
False |
False |
104,942 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.1% |
111.3 |
1.5% |
59% |
False |
False |
88,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,025.4 |
2.618 |
7,843.4 |
1.618 |
7,731.9 |
1.000 |
7,663.0 |
0.618 |
7,620.4 |
HIGH |
7,551.5 |
0.618 |
7,508.9 |
0.500 |
7,495.8 |
0.382 |
7,482.6 |
LOW |
7,440.0 |
0.618 |
7,371.1 |
1.000 |
7,328.5 |
1.618 |
7,259.6 |
2.618 |
7,148.1 |
4.250 |
6,966.1 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,518.9 |
7,508.1 |
PP |
7,507.3 |
7,485.7 |
S1 |
7,495.8 |
7,463.3 |
|