Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,466.50 |
1,483.25 |
16.75 |
1.1% |
1,448.75 |
High |
1,484.00 |
1,483.50 |
-0.50 |
0.0% |
1,484.00 |
Low |
1,460.00 |
1,468.00 |
8.00 |
0.5% |
1,434.50 |
Close |
1,483.50 |
1,469.75 |
-13.75 |
-0.9% |
1,483.50 |
Range |
24.00 |
15.50 |
-8.50 |
-35.4% |
49.50 |
ATR |
31.15 |
30.03 |
-1.12 |
-3.6% |
0.00 |
Volume |
1,638,692 |
1,194,936 |
-443,756 |
-27.1% |
10,082,789 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.25 |
1,510.50 |
1,478.25 |
|
R3 |
1,504.75 |
1,495.00 |
1,474.00 |
|
R2 |
1,489.25 |
1,489.25 |
1,472.50 |
|
R1 |
1,479.50 |
1,479.50 |
1,471.25 |
1,476.50 |
PP |
1,473.75 |
1,473.75 |
1,473.75 |
1,472.25 |
S1 |
1,464.00 |
1,464.00 |
1,468.25 |
1,461.00 |
S2 |
1,458.25 |
1,458.25 |
1,467.00 |
|
S3 |
1,442.75 |
1,448.50 |
1,465.50 |
|
S4 |
1,427.25 |
1,433.00 |
1,461.25 |
|
|
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 |
1,440.25 |
43.75 |
3.0% |
21.25 |
1.5% |
67% |
False |
False |
1,590,842 |
10 |
1,484.00 |
1,374.50 |
109.50 |
7.5% |
33.00 |
2.2% |
87% |
False |
False |
2,345,654 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.3% |
33.75 |
2.3% |
70% |
False |
False |
2,579,033 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
27.25 |
1.9% |
50% |
False |
False |
2,095,140 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
25.00 |
1.7% |
50% |
False |
False |
1,860,025 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
21.75 |
1.5% |
50% |
False |
False |
1,396,204 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
19.50 |
1.3% |
50% |
False |
False |
1,117,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.50 |
2.618 |
1,524.00 |
1.618 |
1,508.50 |
1.000 |
1,499.00 |
0.618 |
1,493.00 |
HIGH |
1,483.50 |
0.618 |
1,477.50 |
0.500 |
1,475.75 |
0.382 |
1,474.00 |
LOW |
1,468.00 |
0.618 |
1,458.50 |
1.000 |
1,452.50 |
1.618 |
1,443.00 |
2.618 |
1,427.50 |
4.250 |
1,402.00 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,475.75 |
1,470.50 |
PP |
1,473.75 |
1,470.25 |
S1 |
1,471.75 |
1,470.00 |
|