Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,515.5 |
7,515.5 |
0.0 |
0.0% |
7,453.0 |
High |
7,591.5 |
7,591.5 |
0.0 |
0.0% |
7,627.0 |
Low |
7,483.5 |
7,483.5 |
0.0 |
0.0% |
7,375.0 |
Close |
7,526.0 |
7,526.0 |
0.0 |
0.0% |
7,526.0 |
Range |
108.0 |
108.0 |
0.0 |
0.0% |
252.0 |
ATR |
155.4 |
152.1 |
-3.4 |
-2.2% |
0.0 |
Volume |
139,688 |
0 |
-139,688 |
-100.0% |
876,047 |
|
Daily Pivots for day following 27-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% |
118.2 |
1.6% |
60% |
False |
False |
141,111 |
10 |
7,627.0 |
7,220.5 |
406.5 |
5.4% |
132.2 |
1.8% |
75% |
False |
False |
135,885 |
20 |
7,678.0 |
7,220.5 |
457.5 |
6.1% |
142.9 |
1.9% |
67% |
False |
False |
191,680 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
139.7 |
1.9% |
31% |
False |
False |
194,541 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
138.9 |
1.8% |
31% |
False |
False |
178,944 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
127.4 |
1.7% |
31% |
False |
False |
134,711 |
100 |
8,217.0 |
7,170.0 |
1,047.0 |
13.9% |
116.7 |
1.6% |
34% |
False |
False |
107,880 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.1% |
111.3 |
1.5% |
58% |
False |
False |
90,472 |
|
|
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 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,537.5 |
7,555.3 |
PP |
7,533.7 |
7,545.5 |
S1 |
7,529.8 |
7,535.8 |
|