Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,438.50 |
1,465.25 |
26.75 |
1.9% |
1,448.75 |
High |
1,467.25 |
1,471.50 |
4.25 |
0.3% |
1,484.00 |
Low |
1,435.00 |
1,452.50 |
17.50 |
1.2% |
1,434.50 |
Close |
1,465.50 |
1,461.50 |
-4.00 |
-0.3% |
1,483.50 |
Range |
32.25 |
19.00 |
-13.25 |
-41.1% |
49.50 |
ATR |
30.57 |
29.75 |
-0.83 |
-2.7% |
0.00 |
Volume |
1,968,439 |
2,013,564 |
45,125 |
2.3% |
10,082,789 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.75 |
1,509.25 |
1,472.00 |
|
R3 |
1,499.75 |
1,490.25 |
1,466.75 |
|
R2 |
1,480.75 |
1,480.75 |
1,465.00 |
|
R1 |
1,471.25 |
1,471.25 |
1,463.25 |
1,466.50 |
PP |
1,461.75 |
1,461.75 |
1,461.75 |
1,459.50 |
S1 |
1,452.25 |
1,452.25 |
1,459.75 |
1,447.50 |
S2 |
1,442.75 |
1,442.75 |
1,458.00 |
|
S3 |
1,423.75 |
1,433.25 |
1,456.25 |
|
S4 |
1,404.75 |
1,414.25 |
1,451.00 |
|
|
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% |
25.25 |
1.7% |
54% |
False |
False |
1,545,498 |
10 |
1,484.00 |
1,399.50 |
84.50 |
5.8% |
28.75 |
2.0% |
73% |
False |
False |
2,098,957 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.3% |
33.75 |
2.3% |
64% |
False |
False |
2,413,047 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
28.50 |
2.0% |
45% |
False |
False |
2,136,694 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
25.50 |
1.8% |
45% |
False |
False |
1,937,606 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
22.50 |
1.5% |
45% |
False |
False |
1,457,351 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.1% |
20.25 |
1.4% |
45% |
False |
False |
1,166,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.25 |
2.618 |
1,521.25 |
1.618 |
1,502.25 |
1.000 |
1,490.50 |
0.618 |
1,483.25 |
HIGH |
1,471.50 |
0.618 |
1,464.25 |
0.500 |
1,462.00 |
0.382 |
1,459.75 |
LOW |
1,452.50 |
0.618 |
1,440.75 |
1.000 |
1,433.50 |
1.618 |
1,421.75 |
2.618 |
1,402.75 |
4.250 |
1,371.75 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,462.00 |
1,458.75 |
PP |
1,461.75 |
1,456.00 |
S1 |
1,461.75 |
1,453.00 |
|