Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,860.00 |
1,894.50 |
34.50 |
1.9% |
1,933.25 |
High |
1,913.00 |
1,907.50 |
-5.50 |
-0.3% |
1,957.25 |
Low |
1,829.25 |
1,881.25 |
52.00 |
2.8% |
1,813.75 |
Close |
1,892.25 |
1,897.75 |
5.50 |
0.3% |
1,892.25 |
Range |
83.75 |
26.25 |
-57.50 |
-68.7% |
143.50 |
ATR |
43.70 |
42.45 |
-1.25 |
-2.9% |
0.00 |
Volume |
982,573 |
634,861 |
-347,712 |
-35.4% |
3,049,608 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.25 |
1,962.25 |
1,912.25 |
|
R3 |
1,948.00 |
1,936.00 |
1,905.00 |
|
R2 |
1,921.75 |
1,921.75 |
1,902.50 |
|
R1 |
1,909.75 |
1,909.75 |
1,900.25 |
1,915.75 |
PP |
1,895.50 |
1,895.50 |
1,895.50 |
1,898.50 |
S1 |
1,883.50 |
1,883.50 |
1,895.25 |
1,889.50 |
S2 |
1,869.25 |
1,869.25 |
1,893.00 |
|
S3 |
1,843.00 |
1,857.25 |
1,890.50 |
|
S4 |
1,816.75 |
1,831.00 |
1,883.25 |
|
|
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 |
1,951.75 |
1,813.75 |
138.00 |
7.3% |
53.50 |
2.8% |
61% |
False |
False |
595,633 |
10 |
2,006.75 |
1,813.75 |
193.00 |
10.2% |
48.50 |
2.6% |
44% |
False |
False |
574,904 |
20 |
2,054.25 |
1,813.75 |
240.50 |
12.7% |
47.25 |
2.5% |
35% |
False |
False |
552,367 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.9% |
35.00 |
1.8% |
32% |
False |
False |
441,195 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.9% |
31.00 |
1.6% |
32% |
False |
False |
363,940 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.9% |
29.00 |
1.5% |
32% |
False |
False |
272,983 |
100 |
2,077.75 |
1,799.00 |
278.75 |
14.7% |
26.50 |
1.4% |
35% |
False |
False |
218,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.00 |
2.618 |
1,976.25 |
1.618 |
1,950.00 |
1.000 |
1,933.75 |
0.618 |
1,923.75 |
HIGH |
1,907.50 |
0.618 |
1,897.50 |
0.500 |
1,894.50 |
0.382 |
1,891.25 |
LOW |
1,881.25 |
0.618 |
1,865.00 |
1.000 |
1,855.00 |
1.618 |
1,838.75 |
2.618 |
1,812.50 |
4.250 |
1,769.75 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,896.50 |
1,886.25 |
PP |
1,895.50 |
1,874.75 |
S1 |
1,894.50 |
1,863.50 |
|