Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,433.00 |
1,414.50 |
-18.50 |
-1.3% |
1,439.50 |
High |
1,447.00 |
1,433.00 |
-14.00 |
-1.0% |
1,510.50 |
Low |
1,408.75 |
1,374.50 |
-34.25 |
-2.4% |
1,432.25 |
Close |
1,414.50 |
1,424.50 |
10.00 |
0.7% |
1,451.00 |
Range |
38.25 |
58.50 |
20.25 |
52.9% |
78.25 |
ATR |
29.96 |
32.00 |
2.04 |
6.8% |
0.00 |
Volume |
2,599,901 |
2,962,153 |
362,252 |
13.9% |
14,071,294 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.25 |
1,563.75 |
1,456.75 |
|
R3 |
1,527.75 |
1,505.25 |
1,440.50 |
|
R2 |
1,469.25 |
1,469.25 |
1,435.25 |
|
R1 |
1,446.75 |
1,446.75 |
1,429.75 |
1,458.00 |
PP |
1,410.75 |
1,410.75 |
1,410.75 |
1,416.25 |
S1 |
1,388.25 |
1,388.25 |
1,419.25 |
1,399.50 |
S2 |
1,352.25 |
1,352.25 |
1,413.75 |
|
S3 |
1,293.75 |
1,329.75 |
1,408.50 |
|
S4 |
1,235.25 |
1,271.25 |
1,392.25 |
|
|
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 |
1,472.50 |
1,374.50 |
98.00 |
6.9% |
36.75 |
2.6% |
51% |
False |
True |
2,839,919 |
10 |
1,510.50 |
1,374.50 |
136.00 |
9.5% |
38.50 |
2.7% |
37% |
False |
True |
2,727,137 |
20 |
1,561.75 |
1,374.50 |
187.25 |
13.1% |
35.00 |
2.4% |
27% |
False |
True |
2,567,165 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.5% |
26.00 |
1.8% |
26% |
False |
True |
2,003,319 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.5% |
23.00 |
1.6% |
26% |
False |
True |
1,592,910 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.5% |
20.25 |
1.4% |
26% |
False |
True |
1,195,101 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.5% |
18.25 |
1.3% |
26% |
False |
True |
956,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,681.50 |
2.618 |
1,586.25 |
1.618 |
1,527.75 |
1.000 |
1,491.50 |
0.618 |
1,469.25 |
HIGH |
1,433.00 |
0.618 |
1,410.75 |
0.500 |
1,403.75 |
0.382 |
1,396.75 |
LOW |
1,374.50 |
0.618 |
1,338.25 |
1.000 |
1,316.00 |
1.618 |
1,279.75 |
2.618 |
1,221.25 |
4.250 |
1,126.00 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,417.50 |
1,422.50 |
PP |
1,410.75 |
1,420.50 |
S1 |
1,403.75 |
1,418.50 |
|