Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,469.50 |
1,438.50 |
-31.00 |
-2.1% |
1,448.75 |
High |
1,470.50 |
1,467.25 |
-3.25 |
-0.2% |
1,484.00 |
Low |
1,434.75 |
1,435.00 |
0.25 |
0.0% |
1,434.50 |
Close |
1,438.25 |
1,465.50 |
27.25 |
1.9% |
1,483.50 |
Range |
35.75 |
32.25 |
-3.50 |
-9.8% |
49.50 |
ATR |
30.44 |
30.57 |
0.13 |
0.4% |
0.00 |
Volume |
911,862 |
1,968,439 |
1,056,577 |
115.9% |
10,082,789 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.75 |
1,541.25 |
1,483.25 |
|
R3 |
1,520.50 |
1,509.00 |
1,474.25 |
|
R2 |
1,488.25 |
1,488.25 |
1,471.50 |
|
R1 |
1,476.75 |
1,476.75 |
1,468.50 |
1,482.50 |
PP |
1,456.00 |
1,456.00 |
1,456.00 |
1,458.75 |
S1 |
1,444.50 |
1,444.50 |
1,462.50 |
1,450.25 |
S2 |
1,423.75 |
1,423.75 |
1,459.50 |
|
S3 |
1,391.50 |
1,412.25 |
1,456.75 |
|
S4 |
1,359.25 |
1,380.00 |
1,447.75 |
|
|
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% |
26.75 |
1.8% |
62% |
False |
False |
1,458,317 |
10 |
1,484.00 |
1,374.50 |
109.50 |
7.5% |
32.75 |
2.2% |
83% |
False |
False |
2,193,816 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.3% |
33.75 |
2.3% |
67% |
False |
False |
2,482,937 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
28.50 |
1.9% |
47% |
False |
False |
2,100,012 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
25.75 |
1.7% |
47% |
False |
False |
1,906,599 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
22.25 |
1.5% |
47% |
False |
False |
1,432,190 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
20.00 |
1.4% |
47% |
False |
False |
1,145,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.25 |
2.618 |
1,551.75 |
1.618 |
1,519.50 |
1.000 |
1,499.50 |
0.618 |
1,487.25 |
HIGH |
1,467.25 |
0.618 |
1,455.00 |
0.500 |
1,451.00 |
0.382 |
1,447.25 |
LOW |
1,435.00 |
0.618 |
1,415.00 |
1.000 |
1,402.75 |
1.618 |
1,382.75 |
2.618 |
1,350.50 |
4.250 |
1,298.00 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,460.75 |
1,463.50 |
PP |
1,456.00 |
1,461.25 |
S1 |
1,451.00 |
1,459.00 |
|