Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,390.0 |
7,512.5 |
122.5 |
1.7% |
7,453.0 |
High |
7,533.5 |
7,560.0 |
26.5 |
0.4% |
7,627.0 |
Low |
7,373.0 |
7,435.5 |
62.5 |
0.8% |
7,375.0 |
Close |
7,451.5 |
7,542.5 |
91.0 |
1.2% |
7,526.0 |
Range |
160.5 |
124.5 |
-36.0 |
-22.4% |
252.0 |
ATR |
152.5 |
150.5 |
-2.0 |
-1.3% |
0.0 |
Volume |
185,087 |
184,345 |
-742 |
-0.4% |
876,047 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,886.2 |
7,838.8 |
7,611.0 |
|
R3 |
7,761.7 |
7,714.3 |
7,576.7 |
|
R2 |
7,637.2 |
7,637.2 |
7,565.3 |
|
R1 |
7,589.8 |
7,589.8 |
7,553.9 |
7,613.5 |
PP |
7,512.7 |
7,512.7 |
7,512.7 |
7,524.5 |
S1 |
7,465.3 |
7,465.3 |
7,531.1 |
7,489.0 |
S2 |
7,388.2 |
7,388.2 |
7,519.7 |
|
S3 |
7,263.7 |
7,340.8 |
7,508.3 |
|
S4 |
7,139.2 |
7,216.3 |
7,474.0 |
|
|
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 |
7,591.5 |
7,373.0 |
218.5 |
2.9% |
124.8 |
1.7% |
78% |
False |
False |
134,379 |
10 |
7,627.0 |
7,220.5 |
406.5 |
5.4% |
128.3 |
1.7% |
79% |
False |
False |
140,825 |
20 |
7,670.0 |
7,220.5 |
449.5 |
6.0% |
138.4 |
1.8% |
72% |
False |
False |
180,499 |
40 |
8,215.0 |
7,220.5 |
994.5 |
13.2% |
142.4 |
1.9% |
32% |
False |
False |
197,828 |
60 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
135.2 |
1.8% |
32% |
False |
False |
187,562 |
80 |
8,217.0 |
7,220.5 |
996.5 |
13.2% |
129.8 |
1.7% |
32% |
False |
False |
141,350 |
100 |
8,217.0 |
7,213.5 |
1,003.5 |
13.3% |
119.1 |
1.6% |
33% |
False |
False |
113,187 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
112.9 |
1.5% |
59% |
False |
False |
94,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,089.1 |
2.618 |
7,885.9 |
1.618 |
7,761.4 |
1.000 |
7,684.5 |
0.618 |
7,636.9 |
HIGH |
7,560.0 |
0.618 |
7,512.4 |
0.500 |
7,497.8 |
0.382 |
7,483.1 |
LOW |
7,435.5 |
0.618 |
7,358.6 |
1.000 |
7,311.0 |
1.618 |
7,234.1 |
2.618 |
7,109.6 |
4.250 |
6,906.4 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,527.6 |
7,517.2 |
PP |
7,512.7 |
7,491.8 |
S1 |
7,497.8 |
7,466.5 |
|