Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,468.00 |
1,466.50 |
-1.50 |
-0.1% |
1,448.75 |
High |
1,483.75 |
1,484.00 |
0.25 |
0.0% |
1,484.00 |
Low |
1,457.00 |
1,460.00 |
3.00 |
0.2% |
1,434.50 |
Close |
1,466.50 |
1,483.50 |
17.00 |
1.2% |
1,483.50 |
Range |
26.75 |
24.00 |
-2.75 |
-10.3% |
49.50 |
ATR |
31.70 |
31.15 |
-0.55 |
-1.7% |
0.00 |
Volume |
1,577,659 |
1,638,692 |
61,033 |
3.9% |
10,082,789 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.75 |
1,539.75 |
1,496.75 |
|
R3 |
1,523.75 |
1,515.75 |
1,490.00 |
|
R2 |
1,499.75 |
1,499.75 |
1,488.00 |
|
R1 |
1,491.75 |
1,491.75 |
1,485.75 |
1,495.75 |
PP |
1,475.75 |
1,475.75 |
1,475.75 |
1,478.00 |
S1 |
1,467.75 |
1,467.75 |
1,481.25 |
1,471.75 |
S2 |
1,451.75 |
1,451.75 |
1,479.00 |
|
S3 |
1,427.75 |
1,443.75 |
1,477.00 |
|
S4 |
1,403.75 |
1,419.75 |
1,470.25 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.75 |
1,599.25 |
1,510.75 |
|
R3 |
1,566.25 |
1,549.75 |
1,497.00 |
|
R2 |
1,516.75 |
1,516.75 |
1,492.50 |
|
R1 |
1,500.25 |
1,500.25 |
1,488.00 |
1,508.50 |
PP |
1,467.25 |
1,467.25 |
1,467.25 |
1,471.50 |
S1 |
1,450.75 |
1,450.75 |
1,479.00 |
1,459.00 |
S2 |
1,417.75 |
1,417.75 |
1,474.50 |
|
S3 |
1,368.25 |
1,401.25 |
1,470.00 |
|
S4 |
1,318.75 |
1,351.75 |
1,456.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,484.00 |
1,434.50 |
49.50 |
3.3% |
22.75 |
1.5% |
99% |
True |
False |
2,016,557 |
10 |
1,484.00 |
1,374.50 |
109.50 |
7.4% |
33.50 |
2.3% |
100% |
True |
False |
2,589,169 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.2% |
34.50 |
2.3% |
80% |
False |
False |
2,671,438 |
40 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
27.50 |
1.9% |
57% |
False |
False |
2,099,681 |
60 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
24.75 |
1.7% |
57% |
False |
False |
1,840,495 |
80 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
21.50 |
1.5% |
57% |
False |
False |
1,381,271 |
100 |
1,566.25 |
1,374.50 |
191.75 |
12.9% |
19.50 |
1.3% |
57% |
False |
False |
1,105,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,586.00 |
2.618 |
1,546.75 |
1.618 |
1,522.75 |
1.000 |
1,508.00 |
0.618 |
1,498.75 |
HIGH |
1,484.00 |
0.618 |
1,474.75 |
0.500 |
1,472.00 |
0.382 |
1,469.25 |
LOW |
1,460.00 |
0.618 |
1,445.25 |
1.000 |
1,436.00 |
1.618 |
1,421.25 |
2.618 |
1,397.25 |
4.250 |
1,358.00 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,479.75 |
1,477.75 |
PP |
1,475.75 |
1,472.00 |
S1 |
1,472.00 |
1,466.50 |
|