Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,898.25 |
1,920.50 |
22.25 |
1.2% |
1,933.25 |
High |
1,924.00 |
1,946.25 |
22.25 |
1.2% |
1,957.25 |
Low |
1,888.75 |
1,917.75 |
29.00 |
1.5% |
1,813.75 |
Close |
1,919.75 |
1,945.00 |
25.25 |
1.3% |
1,892.25 |
Range |
35.25 |
28.50 |
-6.75 |
-19.1% |
143.50 |
ATR |
41.94 |
40.98 |
-0.96 |
-2.3% |
0.00 |
Volume |
354,628 |
330,618 |
-24,010 |
-6.8% |
3,049,608 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.75 |
2,012.00 |
1,960.75 |
|
R3 |
1,993.25 |
1,983.50 |
1,952.75 |
|
R2 |
1,964.75 |
1,964.75 |
1,950.25 |
|
R1 |
1,955.00 |
1,955.00 |
1,947.50 |
1,960.00 |
PP |
1,936.25 |
1,936.25 |
1,936.25 |
1,938.75 |
S1 |
1,926.50 |
1,926.50 |
1,942.50 |
1,931.50 |
S2 |
1,907.75 |
1,907.75 |
1,939.75 |
|
S3 |
1,879.25 |
1,898.00 |
1,937.25 |
|
S4 |
1,850.75 |
1,869.50 |
1,929.25 |
|
|
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 |
1,946.25 |
1,813.75 |
132.50 |
6.8% |
47.75 |
2.5% |
99% |
True |
False |
578,178 |
10 |
2,002.25 |
1,813.75 |
188.50 |
9.7% |
46.50 |
2.4% |
70% |
False |
False |
542,931 |
20 |
2,039.50 |
1,813.75 |
225.75 |
11.6% |
47.00 |
2.4% |
58% |
False |
False |
545,765 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
35.25 |
1.8% |
50% |
False |
False |
439,034 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
31.50 |
1.6% |
50% |
False |
False |
375,346 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
29.25 |
1.5% |
50% |
False |
False |
281,547 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
26.75 |
1.4% |
50% |
False |
False |
225,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,067.50 |
2.618 |
2,020.75 |
1.618 |
1,992.25 |
1.000 |
1,974.75 |
0.618 |
1,963.75 |
HIGH |
1,946.25 |
0.618 |
1,935.25 |
0.500 |
1,932.00 |
0.382 |
1,928.75 |
LOW |
1,917.75 |
0.618 |
1,900.25 |
1.000 |
1,889.25 |
1.618 |
1,871.75 |
2.618 |
1,843.25 |
4.250 |
1,796.50 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,940.75 |
1,934.50 |
PP |
1,936.25 |
1,924.25 |
S1 |
1,932.00 |
1,913.75 |
|