Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,933.25 |
1,942.00 |
8.75 |
0.5% |
1,935.50 |
High |
1,957.25 |
1,951.75 |
-5.50 |
-0.3% |
2,006.75 |
Low |
1,932.00 |
1,910.25 |
-21.75 |
-1.1% |
1,906.75 |
Close |
1,942.50 |
1,914.75 |
-27.75 |
-1.4% |
1,929.00 |
Range |
25.25 |
41.50 |
16.25 |
64.4% |
100.00 |
ATR |
37.51 |
37.80 |
0.28 |
0.8% |
0.00 |
Volume |
706,300 |
353,391 |
-352,909 |
-50.0% |
2,545,658 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.00 |
2,024.00 |
1,937.50 |
|
R3 |
2,008.50 |
1,982.50 |
1,926.25 |
|
R2 |
1,967.00 |
1,967.00 |
1,922.25 |
|
R1 |
1,941.00 |
1,941.00 |
1,918.50 |
1,933.25 |
PP |
1,925.50 |
1,925.50 |
1,925.50 |
1,921.75 |
S1 |
1,899.50 |
1,899.50 |
1,911.00 |
1,891.75 |
S2 |
1,884.00 |
1,884.00 |
1,907.25 |
|
S3 |
1,842.50 |
1,858.00 |
1,903.25 |
|
S4 |
1,801.00 |
1,816.50 |
1,892.00 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,247.50 |
2,188.25 |
1,984.00 |
|
R3 |
2,147.50 |
2,088.25 |
1,956.50 |
|
R2 |
2,047.50 |
2,047.50 |
1,947.25 |
|
R1 |
1,988.25 |
1,988.25 |
1,938.25 |
1,968.00 |
PP |
1,947.50 |
1,947.50 |
1,947.50 |
1,937.25 |
S1 |
1,888.25 |
1,888.25 |
1,919.75 |
1,868.00 |
S2 |
1,847.50 |
1,847.50 |
1,910.75 |
|
S3 |
1,747.50 |
1,788.25 |
1,901.50 |
|
S4 |
1,647.50 |
1,688.25 |
1,874.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,006.75 |
1,906.75 |
100.00 |
5.2% |
42.25 |
2.2% |
8% |
False |
False |
516,820 |
10 |
2,006.75 |
1,906.75 |
100.00 |
5.2% |
42.25 |
2.2% |
8% |
False |
False |
530,641 |
20 |
2,077.75 |
1,906.75 |
171.00 |
8.9% |
40.50 |
2.1% |
5% |
False |
False |
505,532 |
40 |
2,077.75 |
1,906.75 |
171.00 |
8.9% |
32.00 |
1.7% |
5% |
False |
False |
407,748 |
60 |
2,077.75 |
1,898.00 |
179.75 |
9.4% |
29.00 |
1.5% |
9% |
False |
False |
320,210 |
80 |
2,077.75 |
1,880.00 |
197.75 |
10.3% |
27.00 |
1.4% |
18% |
False |
False |
240,177 |
100 |
2,077.75 |
1,794.00 |
283.75 |
14.8% |
25.25 |
1.3% |
43% |
False |
False |
192,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,128.00 |
2.618 |
2,060.50 |
1.618 |
2,019.00 |
1.000 |
1,993.25 |
0.618 |
1,977.50 |
HIGH |
1,951.75 |
0.618 |
1,936.00 |
0.500 |
1,931.00 |
0.382 |
1,926.00 |
LOW |
1,910.25 |
0.618 |
1,884.50 |
1.000 |
1,868.75 |
1.618 |
1,843.00 |
2.618 |
1,801.50 |
4.250 |
1,734.00 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,931.00 |
1,932.00 |
PP |
1,925.50 |
1,926.25 |
S1 |
1,920.25 |
1,920.50 |
|