Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,612.0 |
7,515.5 |
-96.5 |
-1.3% |
7,453.0 |
High |
7,627.0 |
7,591.5 |
-35.5 |
-0.5% |
7,627.0 |
Low |
7,488.5 |
7,483.5 |
-5.0 |
-0.1% |
7,375.0 |
Close |
7,550.0 |
7,526.0 |
-24.0 |
-0.3% |
7,526.0 |
Range |
138.5 |
108.0 |
-30.5 |
-22.0% |
252.0 |
ATR |
159.1 |
155.4 |
-3.6 |
-2.3% |
0.0 |
Volume |
155,773 |
139,688 |
-16,085 |
-10.3% |
876,047 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,857.7 |
7,799.8 |
7,585.4 |
|
R3 |
7,749.7 |
7,691.8 |
7,555.7 |
|
R2 |
7,641.7 |
7,641.7 |
7,545.8 |
|
R1 |
7,583.8 |
7,583.8 |
7,535.9 |
7,612.8 |
PP |
7,533.7 |
7,533.7 |
7,533.7 |
7,548.1 |
S1 |
7,475.8 |
7,475.8 |
7,516.1 |
7,504.8 |
S2 |
7,425.7 |
7,425.7 |
7,506.2 |
|
S3 |
7,317.7 |
7,367.8 |
7,496.3 |
|
S4 |
7,209.7 |
7,259.8 |
7,466.6 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,265.3 |
8,147.7 |
7,664.6 |
|
R3 |
8,013.3 |
7,895.7 |
7,595.3 |
|
R2 |
7,761.3 |
7,761.3 |
7,572.2 |
|
R1 |
7,643.7 |
7,643.7 |
7,549.1 |
7,702.5 |
PP |
7,509.3 |
7,509.3 |
7,509.3 |
7,538.8 |
S1 |
7,391.7 |
7,391.7 |
7,502.9 |
7,450.5 |
S2 |
7,257.3 |
7,257.3 |
7,479.8 |
|
S3 |
7,005.3 |
7,139.7 |
7,456.7 |
|
S4 |
6,753.3 |
6,887.7 |
7,387.4 |
|
|
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 |
7,375.0 |
252.0 |
3.3% |
113.4 |
1.5% |
60% |
False |
False |
175,209 |
10 |
7,627.0 |
7,220.5 |
406.5 |
5.4% |
130.5 |
1.7% |
75% |
False |
False |
154,998 |
20 |
7,678.0 |
7,220.5 |
457.5 |
6.1% |
146.4 |
1.9% |
67% |
False |
False |
204,910 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
138.8 |
1.8% |
31% |
False |
False |
198,348 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
138.4 |
1.8% |
31% |
False |
False |
179,045 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
126.7 |
1.7% |
31% |
False |
False |
134,714 |
100 |
8,217.0 |
7,104.0 |
1,113.0 |
14.8% |
116.5 |
1.5% |
38% |
False |
False |
107,889 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.1% |
111.1 |
1.5% |
58% |
False |
False |
90,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,050.5 |
2.618 |
7,874.2 |
1.618 |
7,766.2 |
1.000 |
7,699.5 |
0.618 |
7,658.2 |
HIGH |
7,591.5 |
0.618 |
7,550.2 |
0.500 |
7,537.5 |
0.382 |
7,524.8 |
LOW |
7,483.5 |
0.618 |
7,416.8 |
1.000 |
7,375.5 |
1.618 |
7,308.8 |
2.618 |
7,200.8 |
4.250 |
7,024.5 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,537.5 |
7,533.5 |
PP |
7,533.7 |
7,531.0 |
S1 |
7,529.8 |
7,528.5 |
|