Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,480.0 |
7,390.0 |
-90.0 |
-1.2% |
7,453.0 |
High |
7,500.0 |
7,533.5 |
33.5 |
0.4% |
7,627.0 |
Low |
7,377.0 |
7,373.0 |
-4.0 |
-0.1% |
7,375.0 |
Close |
7,450.5 |
7,451.5 |
1.0 |
0.0% |
7,526.0 |
Range |
123.0 |
160.5 |
37.5 |
30.5% |
252.0 |
ATR |
151.8 |
152.5 |
0.6 |
0.4% |
0.0 |
Volume |
162,779 |
185,087 |
22,308 |
13.7% |
876,047 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,934.2 |
7,853.3 |
7,539.8 |
|
R3 |
7,773.7 |
7,692.8 |
7,495.6 |
|
R2 |
7,613.2 |
7,613.2 |
7,480.9 |
|
R1 |
7,532.3 |
7,532.3 |
7,466.2 |
7,572.8 |
PP |
7,452.7 |
7,452.7 |
7,452.7 |
7,472.9 |
S1 |
7,371.8 |
7,371.8 |
7,436.8 |
7,412.3 |
S2 |
7,292.2 |
7,292.2 |
7,422.1 |
|
S3 |
7,131.7 |
7,211.3 |
7,407.4 |
|
S4 |
6,971.2 |
7,050.8 |
7,363.2 |
|
|
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 |
7,373.0 |
254.0 |
3.4% |
127.6 |
1.7% |
31% |
False |
True |
128,665 |
10 |
7,627.0 |
7,220.5 |
406.5 |
5.5% |
132.6 |
1.8% |
57% |
False |
False |
122,391 |
20 |
7,670.0 |
7,220.5 |
449.5 |
6.0% |
137.1 |
1.8% |
51% |
False |
False |
180,610 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.3% |
143.6 |
1.9% |
23% |
False |
False |
198,772 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
137.1 |
1.8% |
23% |
False |
False |
184,621 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.4% |
129.3 |
1.7% |
23% |
False |
False |
139,051 |
100 |
8,217.0 |
7,213.5 |
1,003.5 |
13.5% |
118.5 |
1.6% |
24% |
False |
False |
111,352 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.3% |
112.5 |
1.5% |
54% |
False |
False |
93,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,215.6 |
2.618 |
7,953.7 |
1.618 |
7,793.2 |
1.000 |
7,694.0 |
0.618 |
7,632.7 |
HIGH |
7,533.5 |
0.618 |
7,472.2 |
0.500 |
7,453.3 |
0.382 |
7,434.3 |
LOW |
7,373.0 |
0.618 |
7,273.8 |
1.000 |
7,212.5 |
1.618 |
7,113.3 |
2.618 |
6,952.8 |
4.250 |
6,690.9 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,453.3 |
7,482.3 |
PP |
7,452.7 |
7,472.0 |
S1 |
7,452.1 |
7,461.8 |
|