Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,877.50 |
1,860.00 |
-17.50 |
-0.9% |
1,933.25 |
High |
1,878.75 |
1,913.00 |
34.25 |
1.8% |
1,957.25 |
Low |
1,813.75 |
1,829.25 |
15.50 |
0.9% |
1,813.75 |
Close |
1,856.50 |
1,892.25 |
35.75 |
1.9% |
1,892.25 |
Range |
65.00 |
83.75 |
18.75 |
28.8% |
143.50 |
ATR |
40.62 |
43.70 |
3.08 |
7.6% |
0.00 |
Volume |
588,210 |
982,573 |
394,363 |
67.0% |
3,049,608 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.50 |
2,094.50 |
1,938.25 |
|
R3 |
2,045.75 |
2,010.75 |
1,915.25 |
|
R2 |
1,962.00 |
1,962.00 |
1,907.50 |
|
R1 |
1,927.00 |
1,927.00 |
1,900.00 |
1,944.50 |
PP |
1,878.25 |
1,878.25 |
1,878.25 |
1,887.00 |
S1 |
1,843.25 |
1,843.25 |
1,884.50 |
1,860.75 |
S2 |
1,794.50 |
1,794.50 |
1,877.00 |
|
S3 |
1,710.75 |
1,759.50 |
1,869.25 |
|
S4 |
1,627.00 |
1,675.75 |
1,846.25 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,318.25 |
2,248.75 |
1,971.25 |
|
R3 |
2,174.75 |
2,105.25 |
1,931.75 |
|
R2 |
2,031.25 |
2,031.25 |
1,918.50 |
|
R1 |
1,961.75 |
1,961.75 |
1,905.50 |
1,924.75 |
PP |
1,887.75 |
1,887.75 |
1,887.75 |
1,869.25 |
S1 |
1,818.25 |
1,818.25 |
1,879.00 |
1,781.25 |
S2 |
1,744.25 |
1,744.25 |
1,866.00 |
|
S3 |
1,600.75 |
1,674.75 |
1,852.75 |
|
S4 |
1,457.25 |
1,531.25 |
1,813.25 |
|
|
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 |
7.6% |
53.25 |
2.8% |
55% |
False |
False |
609,921 |
10 |
2,006.75 |
1,813.75 |
193.00 |
10.2% |
50.00 |
2.6% |
41% |
False |
False |
559,526 |
20 |
2,063.00 |
1,813.75 |
249.25 |
13.2% |
46.75 |
2.5% |
31% |
False |
False |
545,229 |
40 |
2,077.75 |
1,813.75 |
264.00 |
14.0% |
35.00 |
1.9% |
30% |
False |
False |
436,245 |
60 |
2,077.75 |
1,813.75 |
264.00 |
14.0% |
31.50 |
1.7% |
30% |
False |
False |
353,365 |
80 |
2,077.75 |
1,813.75 |
264.00 |
14.0% |
29.00 |
1.5% |
30% |
False |
False |
265,049 |
100 |
2,077.75 |
1,794.00 |
283.75 |
15.0% |
26.50 |
1.4% |
35% |
False |
False |
212,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,269.00 |
2.618 |
2,132.25 |
1.618 |
2,048.50 |
1.000 |
1,996.75 |
0.618 |
1,964.75 |
HIGH |
1,913.00 |
0.618 |
1,881.00 |
0.500 |
1,871.00 |
0.382 |
1,861.25 |
LOW |
1,829.25 |
0.618 |
1,777.50 |
1.000 |
1,745.50 |
1.618 |
1,693.75 |
2.618 |
1,610.00 |
4.250 |
1,473.25 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,885.25 |
1,884.50 |
PP |
1,878.25 |
1,876.50 |
S1 |
1,871.00 |
1,868.75 |
|