Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,448.75 |
1,450.25 |
1.50 |
0.1% |
1,454.50 |
High |
1,460.00 |
1,469.50 |
9.50 |
0.7% |
1,472.50 |
Low |
1,440.25 |
1,448.75 |
8.50 |
0.6% |
1,374.50 |
Close |
1,450.25 |
1,468.75 |
18.50 |
1.3% |
1,450.00 |
Range |
19.75 |
20.75 |
1.00 |
5.1% |
98.00 |
ATR |
32.96 |
32.08 |
-0.87 |
-2.6% |
0.00 |
Volume |
1,752,018 |
1,790,908 |
38,890 |
2.2% |
15,808,906 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.50 |
1,517.50 |
1,480.25 |
|
R3 |
1,503.75 |
1,496.75 |
1,474.50 |
|
R2 |
1,483.00 |
1,483.00 |
1,472.50 |
|
R1 |
1,476.00 |
1,476.00 |
1,470.75 |
1,479.50 |
PP |
1,462.25 |
1,462.25 |
1,462.25 |
1,464.00 |
S1 |
1,455.25 |
1,455.25 |
1,466.75 |
1,458.75 |
S2 |
1,441.50 |
1,441.50 |
1,465.00 |
|
S3 |
1,420.75 |
1,434.50 |
1,463.00 |
|
S4 |
1,400.00 |
1,413.75 |
1,457.25 |
|
|
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 |
6.6% |
38.75 |
2.6% |
97% |
False |
False |
2,929,314 |
10 |
1,504.50 |
1,374.50 |
130.00 |
8.9% |
36.75 |
2.5% |
73% |
False |
False |
2,859,795 |
20 |
1,529.50 |
1,374.50 |
155.00 |
10.6% |
37.00 |
2.5% |
61% |
False |
False |
2,812,397 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
27.25 |
1.9% |
49% |
False |
False |
2,112,039 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
24.50 |
1.7% |
49% |
False |
False |
1,787,366 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
21.25 |
1.4% |
49% |
False |
False |
1,341,091 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
19.25 |
1.3% |
49% |
False |
False |
1,073,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,557.75 |
2.618 |
1,523.75 |
1.618 |
1,503.00 |
1.000 |
1,490.25 |
0.618 |
1,482.25 |
HIGH |
1,469.50 |
0.618 |
1,461.50 |
0.500 |
1,459.00 |
0.382 |
1,456.75 |
LOW |
1,448.75 |
0.618 |
1,436.00 |
1.000 |
1,428.00 |
1.618 |
1,415.25 |
2.618 |
1,394.50 |
4.250 |
1,360.50 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,465.50 |
1,463.25 |
PP |
1,462.25 |
1,457.50 |
S1 |
1,459.00 |
1,452.00 |
|