Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,448.75 |
1,448.75 |
0.00 |
0.0% |
1,454.50 |
High |
1,457.00 |
1,460.00 |
3.00 |
0.2% |
1,472.50 |
Low |
1,434.50 |
1,440.25 |
5.75 |
0.4% |
1,374.50 |
Close |
1,449.00 |
1,450.25 |
1.25 |
0.1% |
1,450.00 |
Range |
22.50 |
19.75 |
-2.75 |
-12.2% |
98.00 |
ATR |
33.97 |
32.96 |
-1.02 |
-3.0% |
0.00 |
Volume |
3,323,512 |
1,752,018 |
-1,571,494 |
-47.3% |
15,808,906 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.50 |
1,499.50 |
1,461.00 |
|
R3 |
1,489.75 |
1,479.75 |
1,455.75 |
|
R2 |
1,470.00 |
1,470.00 |
1,453.75 |
|
R1 |
1,460.00 |
1,460.00 |
1,452.00 |
1,465.00 |
PP |
1,450.25 |
1,450.25 |
1,450.25 |
1,452.50 |
S1 |
1,440.25 |
1,440.25 |
1,448.50 |
1,445.25 |
S2 |
1,430.50 |
1,430.50 |
1,446.75 |
|
S3 |
1,410.75 |
1,420.50 |
1,444.75 |
|
S4 |
1,391.00 |
1,400.75 |
1,439.50 |
|
|
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% |
42.25 |
2.9% |
78% |
False |
False |
3,091,113 |
10 |
1,510.50 |
1,374.50 |
136.00 |
9.4% |
37.50 |
2.6% |
56% |
False |
False |
2,941,803 |
20 |
1,532.25 |
1,374.50 |
157.75 |
10.9% |
37.00 |
2.5% |
48% |
False |
False |
2,827,940 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
27.25 |
1.9% |
40% |
False |
False |
2,114,898 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
24.25 |
1.7% |
40% |
False |
False |
1,757,550 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
21.25 |
1.5% |
40% |
False |
False |
1,318,707 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.2% |
19.00 |
1.3% |
40% |
False |
False |
1,055,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.00 |
2.618 |
1,511.75 |
1.618 |
1,492.00 |
1.000 |
1,479.75 |
0.618 |
1,472.25 |
HIGH |
1,460.00 |
0.618 |
1,452.50 |
0.500 |
1,450.00 |
0.382 |
1,447.75 |
LOW |
1,440.25 |
0.618 |
1,428.00 |
1.000 |
1,420.50 |
1.618 |
1,408.25 |
2.618 |
1,388.50 |
4.250 |
1,356.25 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,450.25 |
1,445.25 |
PP |
1,450.25 |
1,440.50 |
S1 |
1,450.00 |
1,435.50 |
|