Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,443.5 |
7,612.0 |
168.5 |
2.3% |
7,497.0 |
High |
7,551.5 |
7,627.0 |
75.5 |
1.0% |
7,526.0 |
Low |
7,440.0 |
7,488.5 |
48.5 |
0.7% |
7,220.5 |
Close |
7,530.5 |
7,550.0 |
19.5 |
0.3% |
7,330.0 |
Range |
111.5 |
138.5 |
27.0 |
24.2% |
305.5 |
ATR |
160.7 |
159.1 |
-1.6 |
-1.0% |
0.0 |
Volume |
186,225 |
155,773 |
-30,452 |
-16.4% |
673,940 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,970.7 |
7,898.8 |
7,626.2 |
|
R3 |
7,832.2 |
7,760.3 |
7,588.1 |
|
R2 |
7,693.7 |
7,693.7 |
7,575.4 |
|
R1 |
7,621.8 |
7,621.8 |
7,562.7 |
7,588.5 |
PP |
7,555.2 |
7,555.2 |
7,555.2 |
7,538.5 |
S1 |
7,483.3 |
7,483.3 |
7,537.3 |
7,450.0 |
S2 |
7,416.7 |
7,416.7 |
7,524.6 |
|
S3 |
7,278.2 |
7,344.8 |
7,511.9 |
|
S4 |
7,139.7 |
7,206.3 |
7,473.8 |
|
|
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 |
7,627.0 |
7,220.5 |
406.5 |
5.4% |
131.7 |
1.7% |
81% |
True |
False |
147,271 |
10 |
7,627.0 |
7,220.5 |
406.5 |
5.4% |
134.5 |
1.8% |
81% |
True |
False |
177,880 |
20 |
7,678.0 |
7,220.5 |
457.5 |
6.1% |
149.1 |
2.0% |
72% |
False |
False |
217,401 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
139.4 |
1.8% |
33% |
False |
False |
199,455 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
138.4 |
1.8% |
33% |
False |
False |
176,961 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
126.1 |
1.7% |
33% |
False |
False |
132,976 |
100 |
8,217.0 |
7,020.0 |
1,197.0 |
15.9% |
116.2 |
1.5% |
44% |
False |
False |
106,496 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
111.2 |
1.5% |
60% |
False |
False |
89,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,215.6 |
2.618 |
7,989.6 |
1.618 |
7,851.1 |
1.000 |
7,765.5 |
0.618 |
7,712.6 |
HIGH |
7,627.0 |
0.618 |
7,574.1 |
0.500 |
7,557.8 |
0.382 |
7,541.4 |
LOW |
7,488.5 |
0.618 |
7,402.9 |
1.000 |
7,350.0 |
1.618 |
7,264.4 |
2.618 |
7,125.9 |
4.250 |
6,899.9 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,557.8 |
7,533.7 |
PP |
7,555.2 |
7,517.3 |
S1 |
7,552.6 |
7,501.0 |
|