Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,942.00 |
1,914.25 |
-27.75 |
-1.4% |
1,935.50 |
High |
1,951.75 |
1,923.75 |
-28.00 |
-1.4% |
2,006.75 |
Low |
1,910.25 |
1,872.75 |
-37.50 |
-2.0% |
1,906.75 |
Close |
1,914.75 |
1,878.50 |
-36.25 |
-1.9% |
1,929.00 |
Range |
41.50 |
51.00 |
9.50 |
22.9% |
100.00 |
ATR |
37.80 |
38.74 |
0.94 |
2.5% |
0.00 |
Volume |
353,391 |
419,134 |
65,743 |
18.6% |
2,545,658 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.75 |
2,012.50 |
1,906.50 |
|
R3 |
1,993.75 |
1,961.50 |
1,892.50 |
|
R2 |
1,942.75 |
1,942.75 |
1,887.75 |
|
R1 |
1,910.50 |
1,910.50 |
1,883.25 |
1,901.00 |
PP |
1,891.75 |
1,891.75 |
1,891.75 |
1,887.00 |
S1 |
1,859.50 |
1,859.50 |
1,873.75 |
1,850.00 |
S2 |
1,840.75 |
1,840.75 |
1,869.25 |
|
S3 |
1,789.75 |
1,808.50 |
1,864.50 |
|
S4 |
1,738.75 |
1,757.50 |
1,850.50 |
|
|
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 |
2,002.25 |
1,872.75 |
129.50 |
6.9% |
45.25 |
2.4% |
4% |
False |
True |
507,684 |
10 |
2,006.75 |
1,872.75 |
134.00 |
7.1% |
43.25 |
2.3% |
4% |
False |
True |
517,557 |
20 |
2,077.75 |
1,872.75 |
205.00 |
10.9% |
41.75 |
2.2% |
3% |
False |
True |
510,437 |
40 |
2,077.75 |
1,872.75 |
205.00 |
10.9% |
32.75 |
1.7% |
3% |
False |
True |
412,923 |
60 |
2,077.75 |
1,872.75 |
205.00 |
10.9% |
29.50 |
1.6% |
3% |
False |
True |
327,193 |
80 |
2,077.75 |
1,872.75 |
205.00 |
10.9% |
27.75 |
1.5% |
3% |
False |
True |
245,415 |
100 |
2,077.75 |
1,794.00 |
283.75 |
15.1% |
25.50 |
1.4% |
30% |
False |
False |
196,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,140.50 |
2.618 |
2,057.25 |
1.618 |
2,006.25 |
1.000 |
1,974.75 |
0.618 |
1,955.25 |
HIGH |
1,923.75 |
0.618 |
1,904.25 |
0.500 |
1,898.25 |
0.382 |
1,892.25 |
LOW |
1,872.75 |
0.618 |
1,841.25 |
1.000 |
1,821.75 |
1.618 |
1,790.25 |
2.618 |
1,739.25 |
4.250 |
1,656.00 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,898.25 |
1,915.00 |
PP |
1,891.75 |
1,902.75 |
S1 |
1,885.00 |
1,890.75 |
|