Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,424.75 |
1,448.75 |
24.00 |
1.7% |
1,454.50 |
High |
1,471.50 |
1,457.00 |
-14.50 |
-1.0% |
1,472.50 |
Low |
1,399.50 |
1,434.50 |
35.00 |
2.5% |
1,374.50 |
Close |
1,450.00 |
1,449.00 |
-1.00 |
-0.1% |
1,450.00 |
Range |
72.00 |
22.50 |
-49.50 |
-68.8% |
98.00 |
ATR |
34.85 |
33.97 |
-0.88 |
-2.5% |
0.00 |
Volume |
4,817,982 |
3,323,512 |
-1,494,470 |
-31.0% |
15,808,906 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.25 |
1,504.25 |
1,461.50 |
|
R3 |
1,491.75 |
1,481.75 |
1,455.25 |
|
R2 |
1,469.25 |
1,469.25 |
1,453.00 |
|
R1 |
1,459.25 |
1,459.25 |
1,451.00 |
1,464.25 |
PP |
1,446.75 |
1,446.75 |
1,446.75 |
1,449.50 |
S1 |
1,436.75 |
1,436.75 |
1,447.00 |
1,441.75 |
S2 |
1,424.25 |
1,424.25 |
1,445.00 |
|
S3 |
1,401.75 |
1,414.25 |
1,442.75 |
|
S4 |
1,379.25 |
1,391.75 |
1,436.50 |
|
|
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 |
1,471.50 |
1,374.50 |
97.00 |
6.7% |
44.75 |
3.1% |
77% |
False |
False |
3,100,466 |
10 |
1,510.50 |
1,374.50 |
136.00 |
9.4% |
39.00 |
2.7% |
55% |
False |
False |
3,053,037 |
20 |
1,551.75 |
1,374.50 |
177.25 |
12.2% |
37.75 |
2.6% |
42% |
False |
False |
2,797,743 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
27.50 |
1.9% |
39% |
False |
False |
2,113,114 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
24.00 |
1.7% |
39% |
False |
False |
1,728,474 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
21.00 |
1.5% |
39% |
False |
False |
1,296,821 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
19.00 |
1.3% |
39% |
False |
False |
1,037,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.50 |
2.618 |
1,516.00 |
1.618 |
1,493.50 |
1.000 |
1,479.50 |
0.618 |
1,471.00 |
HIGH |
1,457.00 |
0.618 |
1,448.50 |
0.500 |
1,445.75 |
0.382 |
1,443.00 |
LOW |
1,434.50 |
0.618 |
1,420.50 |
1.000 |
1,412.00 |
1.618 |
1,398.00 |
2.618 |
1,375.50 |
4.250 |
1,339.00 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,448.00 |
1,440.25 |
PP |
1,446.75 |
1,431.75 |
S1 |
1,445.75 |
1,423.00 |
|