Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,450.25 |
1,468.00 |
17.75 |
1.2% |
1,454.50 |
High |
1,469.50 |
1,483.75 |
14.25 |
1.0% |
1,472.50 |
Low |
1,448.75 |
1,457.00 |
8.25 |
0.6% |
1,374.50 |
Close |
1,468.75 |
1,466.50 |
-2.25 |
-0.2% |
1,450.00 |
Range |
20.75 |
26.75 |
6.00 |
28.9% |
98.00 |
ATR |
32.08 |
31.70 |
-0.38 |
-1.2% |
0.00 |
Volume |
1,790,908 |
1,577,659 |
-213,249 |
-11.9% |
15,808,906 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.25 |
1,534.75 |
1,481.25 |
|
R3 |
1,522.50 |
1,508.00 |
1,473.75 |
|
R2 |
1,495.75 |
1,495.75 |
1,471.50 |
|
R1 |
1,481.25 |
1,481.25 |
1,469.00 |
1,475.00 |
PP |
1,469.00 |
1,469.00 |
1,469.00 |
1,466.00 |
S1 |
1,454.50 |
1,454.50 |
1,464.00 |
1,448.50 |
S2 |
1,442.25 |
1,442.25 |
1,461.50 |
|
S3 |
1,415.50 |
1,427.75 |
1,459.25 |
|
S4 |
1,388.75 |
1,401.00 |
1,451.75 |
|
|
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 |
1,483.75 |
1,399.50 |
84.25 |
5.7% |
32.25 |
2.2% |
80% |
True |
False |
2,652,415 |
10 |
1,483.75 |
1,374.50 |
109.25 |
7.4% |
34.50 |
2.4% |
84% |
True |
False |
2,746,167 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.3% |
35.25 |
2.4% |
68% |
False |
False |
2,772,014 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
27.25 |
1.9% |
48% |
False |
False |
2,103,430 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
24.50 |
1.7% |
48% |
False |
False |
1,813,392 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
21.50 |
1.5% |
48% |
False |
False |
1,360,799 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
19.25 |
1.3% |
48% |
False |
False |
1,088,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,597.50 |
2.618 |
1,553.75 |
1.618 |
1,527.00 |
1.000 |
1,510.50 |
0.618 |
1,500.25 |
HIGH |
1,483.75 |
0.618 |
1,473.50 |
0.500 |
1,470.50 |
0.382 |
1,467.25 |
LOW |
1,457.00 |
0.618 |
1,440.50 |
1.000 |
1,430.25 |
1.618 |
1,413.75 |
2.618 |
1,387.00 |
4.250 |
1,343.25 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,470.50 |
1,465.00 |
PP |
1,469.00 |
1,463.50 |
S1 |
1,467.75 |
1,462.00 |
|