Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,483.25 |
1,469.50 |
-13.75 |
-0.9% |
1,448.75 |
High |
1,483.50 |
1,470.50 |
-13.00 |
-0.9% |
1,484.00 |
Low |
1,468.00 |
1,434.75 |
-33.25 |
-2.3% |
1,434.50 |
Close |
1,469.75 |
1,438.25 |
-31.50 |
-2.1% |
1,483.50 |
Range |
15.50 |
35.75 |
20.25 |
130.6% |
49.50 |
ATR |
30.03 |
30.44 |
0.41 |
1.4% |
0.00 |
Volume |
1,194,936 |
911,862 |
-283,074 |
-23.7% |
10,082,789 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.00 |
1,532.50 |
1,458.00 |
|
R3 |
1,519.25 |
1,496.75 |
1,448.00 |
|
R2 |
1,483.50 |
1,483.50 |
1,444.75 |
|
R1 |
1,461.00 |
1,461.00 |
1,441.50 |
1,454.50 |
PP |
1,447.75 |
1,447.75 |
1,447.75 |
1,444.50 |
S1 |
1,425.25 |
1,425.25 |
1,435.00 |
1,418.50 |
S2 |
1,412.00 |
1,412.00 |
1,431.75 |
|
S3 |
1,376.25 |
1,389.50 |
1,428.50 |
|
S4 |
1,340.50 |
1,353.75 |
1,418.50 |
|
|
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 |
1,434.75 |
49.25 |
3.4% |
24.50 |
1.7% |
7% |
False |
True |
1,422,811 |
10 |
1,484.00 |
1,374.50 |
109.50 |
7.6% |
33.50 |
2.3% |
58% |
False |
False |
2,256,962 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.5% |
33.75 |
2.3% |
47% |
False |
False |
2,513,982 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.3% |
27.75 |
1.9% |
33% |
False |
False |
2,073,627 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.3% |
25.25 |
1.8% |
33% |
False |
False |
1,874,952 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.3% |
22.00 |
1.5% |
33% |
False |
False |
1,407,594 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.3% |
19.75 |
1.4% |
33% |
False |
False |
1,126,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.50 |
2.618 |
1,564.00 |
1.618 |
1,528.25 |
1.000 |
1,506.25 |
0.618 |
1,492.50 |
HIGH |
1,470.50 |
0.618 |
1,456.75 |
0.500 |
1,452.50 |
0.382 |
1,448.50 |
LOW |
1,434.75 |
0.618 |
1,412.75 |
1.000 |
1,399.00 |
1.618 |
1,377.00 |
2.618 |
1,341.25 |
4.250 |
1,282.75 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,452.50 |
1,459.50 |
PP |
1,447.75 |
1,452.25 |
S1 |
1,443.00 |
1,445.25 |
|