Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,414.50 |
1,424.75 |
10.25 |
0.7% |
1,454.50 |
High |
1,433.00 |
1,471.50 |
38.50 |
2.7% |
1,472.50 |
Low |
1,374.50 |
1,399.50 |
25.00 |
1.8% |
1,374.50 |
Close |
1,424.50 |
1,450.00 |
25.50 |
1.8% |
1,450.00 |
Range |
58.50 |
72.00 |
13.50 |
23.1% |
98.00 |
ATR |
32.00 |
34.85 |
2.86 |
8.9% |
0.00 |
Volume |
2,962,153 |
4,817,982 |
1,855,829 |
62.7% |
15,808,906 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.25 |
1,625.25 |
1,489.50 |
|
R3 |
1,584.25 |
1,553.25 |
1,469.75 |
|
R2 |
1,512.25 |
1,512.25 |
1,463.25 |
|
R1 |
1,481.25 |
1,481.25 |
1,456.50 |
1,496.75 |
PP |
1,440.25 |
1,440.25 |
1,440.25 |
1,448.00 |
S1 |
1,409.25 |
1,409.25 |
1,443.50 |
1,424.75 |
S2 |
1,368.25 |
1,368.25 |
1,436.75 |
|
S3 |
1,296.25 |
1,337.25 |
1,430.25 |
|
S4 |
1,224.25 |
1,265.25 |
1,410.50 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.25 |
1,686.25 |
1,504.00 |
|
R3 |
1,628.25 |
1,588.25 |
1,477.00 |
|
R2 |
1,530.25 |
1,530.25 |
1,468.00 |
|
R1 |
1,490.25 |
1,490.25 |
1,459.00 |
1,461.25 |
PP |
1,432.25 |
1,432.25 |
1,432.25 |
1,418.00 |
S1 |
1,392.25 |
1,392.25 |
1,441.00 |
1,363.25 |
S2 |
1,334.25 |
1,334.25 |
1,432.00 |
|
S3 |
1,236.25 |
1,294.25 |
1,423.00 |
|
S4 |
1,138.25 |
1,196.25 |
1,396.00 |
|
|
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 |
6.8% |
44.00 |
3.0% |
77% |
False |
False |
3,161,781 |
10 |
1,510.50 |
1,374.50 |
136.00 |
9.4% |
41.00 |
2.8% |
56% |
False |
False |
2,988,020 |
20 |
1,556.25 |
1,374.50 |
181.75 |
12.5% |
37.25 |
2.6% |
42% |
False |
False |
2,741,189 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
27.50 |
1.9% |
39% |
False |
False |
2,078,003 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
24.00 |
1.7% |
39% |
False |
False |
1,673,121 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
21.00 |
1.4% |
39% |
False |
False |
1,255,285 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
19.00 |
1.3% |
39% |
False |
False |
1,004,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.50 |
2.618 |
1,660.00 |
1.618 |
1,588.00 |
1.000 |
1,543.50 |
0.618 |
1,516.00 |
HIGH |
1,471.50 |
0.618 |
1,444.00 |
0.500 |
1,435.50 |
0.382 |
1,427.00 |
LOW |
1,399.50 |
0.618 |
1,355.00 |
1.000 |
1,327.50 |
1.618 |
1,283.00 |
2.618 |
1,211.00 |
4.250 |
1,093.50 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,445.25 |
1,441.00 |
PP |
1,440.25 |
1,432.00 |
S1 |
1,435.50 |
1,423.00 |
|