Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.50 |
1,455.25 |
0.75 |
0.1% |
1,439.50 |
High |
1,472.50 |
1,462.75 |
-9.75 |
-0.7% |
1,510.50 |
Low |
1,453.50 |
1,430.25 |
-23.25 |
-1.6% |
1,432.25 |
Close |
1,455.00 |
1,434.25 |
-20.75 |
-1.4% |
1,451.00 |
Range |
19.00 |
32.50 |
13.50 |
71.1% |
78.25 |
ATR |
29.08 |
29.32 |
0.24 |
0.8% |
0.00 |
Volume |
3,630,084 |
1,798,786 |
-1,831,298 |
-50.4% |
14,071,294 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.00 |
1,519.50 |
1,452.00 |
|
R3 |
1,507.50 |
1,487.00 |
1,443.25 |
|
R2 |
1,475.00 |
1,475.00 |
1,440.25 |
|
R1 |
1,454.50 |
1,454.50 |
1,437.25 |
1,448.50 |
PP |
1,442.50 |
1,442.50 |
1,442.50 |
1,439.50 |
S1 |
1,422.00 |
1,422.00 |
1,431.25 |
1,416.00 |
S2 |
1,410.00 |
1,410.00 |
1,428.25 |
|
S3 |
1,377.50 |
1,389.50 |
1,425.25 |
|
S4 |
1,345.00 |
1,357.00 |
1,416.50 |
|
|
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 |
1,430.25 |
80.25 |
5.6% |
33.00 |
2.3% |
5% |
False |
True |
2,792,493 |
10 |
1,510.50 |
1,430.25 |
80.25 |
5.6% |
34.00 |
2.4% |
5% |
False |
True |
2,771,002 |
20 |
1,565.00 |
1,430.25 |
134.75 |
9.4% |
31.75 |
2.2% |
3% |
False |
True |
2,458,077 |
40 |
1,566.25 |
1,430.25 |
136.00 |
9.5% |
24.75 |
1.7% |
3% |
False |
True |
1,912,349 |
60 |
1,566.25 |
1,430.25 |
136.00 |
9.5% |
21.75 |
1.5% |
3% |
False |
True |
1,500,260 |
80 |
1,566.25 |
1,430.25 |
136.00 |
9.5% |
19.25 |
1.3% |
3% |
False |
True |
1,125,592 |
100 |
1,566.25 |
1,430.25 |
136.00 |
9.5% |
17.75 |
1.2% |
3% |
False |
True |
900,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.00 |
2.618 |
1,547.75 |
1.618 |
1,515.25 |
1.000 |
1,495.25 |
0.618 |
1,482.75 |
HIGH |
1,462.75 |
0.618 |
1,450.25 |
0.500 |
1,446.50 |
0.382 |
1,442.75 |
LOW |
1,430.25 |
0.618 |
1,410.25 |
1.000 |
1,397.75 |
1.618 |
1,377.75 |
2.618 |
1,345.25 |
4.250 |
1,292.00 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,446.50 |
1,451.50 |
PP |
1,442.50 |
1,445.75 |
S1 |
1,438.25 |
1,440.00 |
|