Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,515.5 |
7,480.0 |
-35.5 |
-0.5% |
7,453.0 |
High |
7,591.5 |
7,500.0 |
-91.5 |
-1.2% |
7,627.0 |
Low |
7,483.5 |
7,377.0 |
-106.5 |
-1.4% |
7,375.0 |
Close |
7,526.0 |
7,450.5 |
-75.5 |
-1.0% |
7,526.0 |
Range |
108.0 |
123.0 |
15.0 |
13.9% |
252.0 |
ATR |
152.1 |
151.8 |
-0.2 |
-0.1% |
0.0 |
Volume |
0 |
162,779 |
162,779 |
|
876,047 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,811.5 |
7,754.0 |
7,518.2 |
|
R3 |
7,688.5 |
7,631.0 |
7,484.3 |
|
R2 |
7,565.5 |
7,565.5 |
7,473.1 |
|
R1 |
7,508.0 |
7,508.0 |
7,461.8 |
7,475.3 |
PP |
7,442.5 |
7,442.5 |
7,442.5 |
7,426.1 |
S1 |
7,385.0 |
7,385.0 |
7,439.2 |
7,352.3 |
S2 |
7,319.5 |
7,319.5 |
7,428.0 |
|
S3 |
7,196.5 |
7,262.0 |
7,416.7 |
|
S4 |
7,073.5 |
7,139.0 |
7,382.9 |
|
|
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 |
7,377.0 |
250.0 |
3.4% |
117.8 |
1.6% |
29% |
False |
True |
128,893 |
10 |
7,627.0 |
7,220.5 |
406.5 |
5.5% |
133.3 |
1.8% |
57% |
False |
False |
129,975 |
20 |
7,674.5 |
7,220.5 |
454.0 |
6.1% |
142.1 |
1.9% |
51% |
False |
False |
187,369 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.3% |
140.9 |
1.9% |
23% |
False |
False |
195,433 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
138.5 |
1.9% |
23% |
False |
False |
181,537 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
128.5 |
1.7% |
23% |
False |
False |
136,743 |
100 |
8,217.0 |
7,194.5 |
1,022.5 |
13.7% |
117.5 |
1.6% |
25% |
False |
False |
109,505 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.3% |
111.8 |
1.5% |
54% |
False |
False |
91,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,022.8 |
2.618 |
7,822.0 |
1.618 |
7,699.0 |
1.000 |
7,623.0 |
0.618 |
7,576.0 |
HIGH |
7,500.0 |
0.618 |
7,453.0 |
0.500 |
7,438.5 |
0.382 |
7,424.0 |
LOW |
7,377.0 |
0.618 |
7,301.0 |
1.000 |
7,254.0 |
1.618 |
7,178.0 |
2.618 |
7,055.0 |
4.250 |
6,854.3 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,446.5 |
7,484.3 |
PP |
7,442.5 |
7,473.0 |
S1 |
7,438.5 |
7,461.8 |
|