Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,458.00 |
1,454.50 |
-3.50 |
-0.2% |
1,439.50 |
High |
1,468.50 |
1,472.50 |
4.00 |
0.3% |
1,510.50 |
Low |
1,433.00 |
1,453.50 |
20.50 |
1.4% |
1,432.25 |
Close |
1,451.00 |
1,455.00 |
4.00 |
0.3% |
1,451.00 |
Range |
35.50 |
19.00 |
-16.50 |
-46.5% |
78.25 |
ATR |
29.66 |
29.08 |
-0.58 |
-2.0% |
0.00 |
Volume |
3,208,674 |
3,630,084 |
421,410 |
13.1% |
14,071,294 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.25 |
1,505.25 |
1,465.50 |
|
R3 |
1,498.25 |
1,486.25 |
1,460.25 |
|
R2 |
1,479.25 |
1,479.25 |
1,458.50 |
|
R1 |
1,467.25 |
1,467.25 |
1,456.75 |
1,473.25 |
PP |
1,460.25 |
1,460.25 |
1,460.25 |
1,463.50 |
S1 |
1,448.25 |
1,448.25 |
1,453.25 |
1,454.25 |
S2 |
1,441.25 |
1,441.25 |
1,451.50 |
|
S3 |
1,422.25 |
1,429.25 |
1,449.75 |
|
S4 |
1,403.25 |
1,410.25 |
1,444.50 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.25 |
1,653.50 |
1,494.00 |
|
R3 |
1,621.00 |
1,575.25 |
1,472.50 |
|
R2 |
1,542.75 |
1,542.75 |
1,465.25 |
|
R1 |
1,497.00 |
1,497.00 |
1,458.25 |
1,520.00 |
PP |
1,464.50 |
1,464.50 |
1,464.50 |
1,476.00 |
S1 |
1,418.75 |
1,418.75 |
1,443.75 |
1,441.50 |
S2 |
1,386.25 |
1,386.25 |
1,436.75 |
|
S3 |
1,308.00 |
1,340.50 |
1,429.50 |
|
S4 |
1,229.75 |
1,262.25 |
1,408.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,510.50 |
1,433.00 |
77.50 |
5.3% |
33.25 |
2.3% |
28% |
False |
False |
3,005,608 |
10 |
1,510.50 |
1,432.25 |
78.25 |
5.4% |
34.75 |
2.4% |
29% |
False |
False |
2,812,412 |
20 |
1,565.50 |
1,432.25 |
133.25 |
9.2% |
30.50 |
2.1% |
17% |
False |
False |
2,422,216 |
40 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
24.00 |
1.7% |
17% |
False |
False |
1,901,545 |
60 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
21.50 |
1.5% |
17% |
False |
False |
1,470,297 |
80 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
19.00 |
1.3% |
17% |
False |
False |
1,103,112 |
100 |
1,566.25 |
1,431.75 |
134.50 |
9.2% |
17.50 |
1.2% |
17% |
False |
False |
882,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.25 |
2.618 |
1,522.25 |
1.618 |
1,503.25 |
1.000 |
1,491.50 |
0.618 |
1,484.25 |
HIGH |
1,472.50 |
0.618 |
1,465.25 |
0.500 |
1,463.00 |
0.382 |
1,460.75 |
LOW |
1,453.50 |
0.618 |
1,441.75 |
1.000 |
1,434.50 |
1.618 |
1,422.75 |
2.618 |
1,403.75 |
4.250 |
1,372.75 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,463.00 |
1,468.75 |
PP |
1,460.25 |
1,464.25 |
S1 |
1,457.75 |
1,459.50 |
|