Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,465.25 |
1,461.50 |
-3.75 |
-0.3% |
1,483.25 |
High |
1,471.50 |
1,484.75 |
13.25 |
0.9% |
1,484.75 |
Low |
1,452.50 |
1,461.25 |
8.75 |
0.6% |
1,434.75 |
Close |
1,461.50 |
1,476.75 |
15.25 |
1.0% |
1,476.75 |
Range |
19.00 |
23.50 |
4.50 |
23.7% |
50.00 |
ATR |
29.75 |
29.30 |
-0.45 |
-1.5% |
0.00 |
Volume |
2,013,564 |
1,859,430 |
-154,134 |
-7.7% |
7,948,231 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.75 |
1,534.25 |
1,489.75 |
|
R3 |
1,521.25 |
1,510.75 |
1,483.25 |
|
R2 |
1,497.75 |
1,497.75 |
1,481.00 |
|
R1 |
1,487.25 |
1,487.25 |
1,479.00 |
1,492.50 |
PP |
1,474.25 |
1,474.25 |
1,474.25 |
1,477.00 |
S1 |
1,463.75 |
1,463.75 |
1,474.50 |
1,469.00 |
S2 |
1,450.75 |
1,450.75 |
1,472.50 |
|
S3 |
1,427.25 |
1,440.25 |
1,470.25 |
|
S4 |
1,403.75 |
1,416.75 |
1,463.75 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.50 |
1,596.00 |
1,504.25 |
|
R3 |
1,565.50 |
1,546.00 |
1,490.50 |
|
R2 |
1,515.50 |
1,515.50 |
1,486.00 |
|
R1 |
1,496.00 |
1,496.00 |
1,481.25 |
1,480.75 |
PP |
1,465.50 |
1,465.50 |
1,465.50 |
1,457.75 |
S1 |
1,446.00 |
1,446.00 |
1,472.25 |
1,430.75 |
S2 |
1,415.50 |
1,415.50 |
1,467.50 |
|
S3 |
1,365.50 |
1,396.00 |
1,463.00 |
|
S4 |
1,315.50 |
1,346.00 |
1,449.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,484.75 |
1,434.75 |
50.00 |
3.4% |
25.25 |
1.7% |
84% |
True |
False |
1,589,646 |
10 |
1,484.75 |
1,434.50 |
50.25 |
3.4% |
24.00 |
1.6% |
84% |
True |
False |
1,803,102 |
20 |
1,510.50 |
1,374.50 |
136.00 |
9.2% |
32.50 |
2.2% |
75% |
False |
False |
2,395,561 |
40 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
28.75 |
2.0% |
53% |
False |
False |
2,161,638 |
60 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
25.50 |
1.7% |
53% |
False |
False |
1,965,602 |
80 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
22.75 |
1.5% |
53% |
False |
False |
1,480,580 |
100 |
1,566.25 |
1,374.50 |
191.75 |
13.0% |
20.25 |
1.4% |
53% |
False |
False |
1,184,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.50 |
2.618 |
1,546.25 |
1.618 |
1,522.75 |
1.000 |
1,508.25 |
0.618 |
1,499.25 |
HIGH |
1,484.75 |
0.618 |
1,475.75 |
0.500 |
1,473.00 |
0.382 |
1,470.25 |
LOW |
1,461.25 |
0.618 |
1,446.75 |
1.000 |
1,437.75 |
1.618 |
1,423.25 |
2.618 |
1,399.75 |
4.250 |
1,361.50 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,475.50 |
1,471.00 |
PP |
1,474.25 |
1,465.50 |
S1 |
1,473.00 |
1,460.00 |
|