Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,455.25 |
1,433.00 |
-22.25 |
-1.5% |
1,439.50 |
High |
1,462.75 |
1,447.00 |
-15.75 |
-1.1% |
1,510.50 |
Low |
1,430.25 |
1,408.75 |
-21.50 |
-1.5% |
1,432.25 |
Close |
1,434.25 |
1,414.50 |
-19.75 |
-1.4% |
1,451.00 |
Range |
32.50 |
38.25 |
5.75 |
17.7% |
78.25 |
ATR |
29.32 |
29.96 |
0.64 |
2.2% |
0.00 |
Volume |
1,798,786 |
2,599,901 |
801,115 |
44.5% |
14,071,294 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.25 |
1,514.50 |
1,435.50 |
|
R3 |
1,500.00 |
1,476.25 |
1,425.00 |
|
R2 |
1,461.75 |
1,461.75 |
1,421.50 |
|
R1 |
1,438.00 |
1,438.00 |
1,418.00 |
1,430.75 |
PP |
1,423.50 |
1,423.50 |
1,423.50 |
1,419.75 |
S1 |
1,399.75 |
1,399.75 |
1,411.00 |
1,392.50 |
S2 |
1,385.25 |
1,385.25 |
1,407.50 |
|
S3 |
1,347.00 |
1,361.50 |
1,404.00 |
|
S4 |
1,308.75 |
1,323.25 |
1,393.50 |
|
|
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 |
1,504.50 |
1,408.75 |
95.75 |
6.8% |
34.75 |
2.4% |
6% |
False |
True |
2,790,276 |
10 |
1,510.50 |
1,408.75 |
101.75 |
7.2% |
34.50 |
2.4% |
6% |
False |
True |
2,772,059 |
20 |
1,565.00 |
1,408.75 |
156.25 |
11.0% |
32.75 |
2.3% |
4% |
False |
True |
2,524,693 |
40 |
1,566.25 |
1,408.75 |
157.50 |
11.1% |
25.25 |
1.8% |
4% |
False |
True |
1,956,033 |
60 |
1,566.25 |
1,408.75 |
157.50 |
11.1% |
22.25 |
1.6% |
4% |
False |
True |
1,543,559 |
80 |
1,566.25 |
1,408.75 |
157.50 |
11.1% |
19.50 |
1.4% |
4% |
False |
True |
1,158,081 |
100 |
1,566.25 |
1,408.75 |
157.50 |
11.1% |
18.00 |
1.3% |
4% |
False |
True |
926,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.50 |
2.618 |
1,547.25 |
1.618 |
1,509.00 |
1.000 |
1,485.25 |
0.618 |
1,470.75 |
HIGH |
1,447.00 |
0.618 |
1,432.50 |
0.500 |
1,428.00 |
0.382 |
1,423.25 |
LOW |
1,408.75 |
0.618 |
1,385.00 |
1.000 |
1,370.50 |
1.618 |
1,346.75 |
2.618 |
1,308.50 |
4.250 |
1,246.25 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,428.00 |
1,440.50 |
PP |
1,423.50 |
1,432.00 |
S1 |
1,419.00 |
1,423.25 |
|