Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,894.50 |
1,898.25 |
3.75 |
0.2% |
1,933.25 |
High |
1,907.50 |
1,924.00 |
16.50 |
0.9% |
1,957.25 |
Low |
1,881.25 |
1,888.75 |
7.50 |
0.4% |
1,813.75 |
Close |
1,897.75 |
1,919.75 |
22.00 |
1.2% |
1,892.25 |
Range |
26.25 |
35.25 |
9.00 |
34.3% |
143.50 |
ATR |
42.45 |
41.94 |
-0.51 |
-1.2% |
0.00 |
Volume |
634,861 |
354,628 |
-280,233 |
-44.1% |
3,049,608 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.50 |
2,003.50 |
1,939.25 |
|
R3 |
1,981.25 |
1,968.25 |
1,929.50 |
|
R2 |
1,946.00 |
1,946.00 |
1,926.25 |
|
R1 |
1,933.00 |
1,933.00 |
1,923.00 |
1,939.50 |
PP |
1,910.75 |
1,910.75 |
1,910.75 |
1,914.00 |
S1 |
1,897.75 |
1,897.75 |
1,916.50 |
1,904.25 |
S2 |
1,875.50 |
1,875.50 |
1,913.25 |
|
S3 |
1,840.25 |
1,862.50 |
1,910.00 |
|
S4 |
1,805.00 |
1,827.25 |
1,900.25 |
|
|
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 |
1,924.00 |
1,813.75 |
110.25 |
5.7% |
52.25 |
2.7% |
96% |
True |
False |
595,881 |
10 |
2,006.75 |
1,813.75 |
193.00 |
10.1% |
47.25 |
2.5% |
55% |
False |
False |
556,351 |
20 |
2,039.50 |
1,813.75 |
225.75 |
11.8% |
47.00 |
2.4% |
47% |
False |
False |
555,715 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
35.00 |
1.8% |
40% |
False |
False |
440,565 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
31.50 |
1.6% |
40% |
False |
False |
369,840 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
29.25 |
1.5% |
40% |
False |
False |
277,415 |
100 |
2,077.75 |
1,802.00 |
275.75 |
14.4% |
26.75 |
1.4% |
43% |
False |
False |
221,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.75 |
2.618 |
2,016.25 |
1.618 |
1,981.00 |
1.000 |
1,959.25 |
0.618 |
1,945.75 |
HIGH |
1,924.00 |
0.618 |
1,910.50 |
0.500 |
1,906.50 |
0.382 |
1,902.25 |
LOW |
1,888.75 |
0.618 |
1,867.00 |
1.000 |
1,853.50 |
1.618 |
1,831.75 |
2.618 |
1,796.50 |
4.250 |
1,739.00 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,915.25 |
1,905.50 |
PP |
1,910.75 |
1,891.00 |
S1 |
1,906.50 |
1,876.50 |
|