Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,914.25 |
1,877.50 |
-36.75 |
-1.9% |
1,935.50 |
High |
1,923.75 |
1,878.75 |
-45.00 |
-2.3% |
2,006.75 |
Low |
1,872.75 |
1,813.75 |
-59.00 |
-3.2% |
1,906.75 |
Close |
1,878.50 |
1,856.50 |
-22.00 |
-1.2% |
1,929.00 |
Range |
51.00 |
65.00 |
14.00 |
27.5% |
100.00 |
ATR |
38.74 |
40.62 |
1.88 |
4.8% |
0.00 |
Volume |
419,134 |
588,210 |
169,076 |
40.3% |
2,545,658 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.75 |
2,015.50 |
1,892.25 |
|
R3 |
1,979.75 |
1,950.50 |
1,874.50 |
|
R2 |
1,914.75 |
1,914.75 |
1,868.50 |
|
R1 |
1,885.50 |
1,885.50 |
1,862.50 |
1,867.50 |
PP |
1,849.75 |
1,849.75 |
1,849.75 |
1,840.75 |
S1 |
1,820.50 |
1,820.50 |
1,850.50 |
1,802.50 |
S2 |
1,784.75 |
1,784.75 |
1,844.50 |
|
S3 |
1,719.75 |
1,755.50 |
1,838.50 |
|
S4 |
1,654.75 |
1,690.50 |
1,820.75 |
|
|
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 |
1,957.25 |
1,813.75 |
143.50 |
7.7% |
46.25 |
2.5% |
30% |
False |
True |
533,498 |
10 |
2,006.75 |
1,813.75 |
193.00 |
10.4% |
46.75 |
2.5% |
22% |
False |
True |
506,323 |
20 |
2,065.50 |
1,813.75 |
251.75 |
13.6% |
44.00 |
2.4% |
17% |
False |
True |
516,172 |
40 |
2,077.75 |
1,813.75 |
264.00 |
14.2% |
33.75 |
1.8% |
16% |
False |
True |
420,530 |
60 |
2,077.75 |
1,813.75 |
264.00 |
14.2% |
30.50 |
1.6% |
16% |
False |
True |
336,992 |
80 |
2,077.75 |
1,813.75 |
264.00 |
14.2% |
28.25 |
1.5% |
16% |
False |
True |
252,767 |
100 |
2,077.75 |
1,794.00 |
283.75 |
15.3% |
26.00 |
1.4% |
22% |
False |
False |
202,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,155.00 |
2.618 |
2,049.00 |
1.618 |
1,984.00 |
1.000 |
1,943.75 |
0.618 |
1,919.00 |
HIGH |
1,878.75 |
0.618 |
1,854.00 |
0.500 |
1,846.25 |
0.382 |
1,838.50 |
LOW |
1,813.75 |
0.618 |
1,773.50 |
1.000 |
1,748.75 |
1.618 |
1,708.50 |
2.618 |
1,643.50 |
4.250 |
1,537.50 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,853.00 |
1,882.75 |
PP |
1,849.75 |
1,874.00 |
S1 |
1,846.25 |
1,865.25 |
|