Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,920.50 |
1,944.75 |
24.25 |
1.3% |
1,933.25 |
High |
1,946.25 |
1,960.00 |
13.75 |
0.7% |
1,957.25 |
Low |
1,917.75 |
1,927.50 |
9.75 |
0.5% |
1,813.75 |
Close |
1,945.00 |
1,939.50 |
-5.50 |
-0.3% |
1,892.25 |
Range |
28.50 |
32.50 |
4.00 |
14.0% |
143.50 |
ATR |
40.98 |
40.37 |
-0.61 |
-1.5% |
0.00 |
Volume |
330,618 |
311,159 |
-19,459 |
-5.9% |
3,049,608 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.75 |
2,022.25 |
1,957.50 |
|
R3 |
2,007.25 |
1,989.75 |
1,948.50 |
|
R2 |
1,974.75 |
1,974.75 |
1,945.50 |
|
R1 |
1,957.25 |
1,957.25 |
1,942.50 |
1,949.75 |
PP |
1,942.25 |
1,942.25 |
1,942.25 |
1,938.50 |
S1 |
1,924.75 |
1,924.75 |
1,936.50 |
1,917.25 |
S2 |
1,909.75 |
1,909.75 |
1,933.50 |
|
S3 |
1,877.25 |
1,892.25 |
1,930.50 |
|
S4 |
1,844.75 |
1,859.75 |
1,921.50 |
|
|
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 |
1,960.00 |
1,829.25 |
130.75 |
6.7% |
41.25 |
2.1% |
84% |
True |
False |
522,767 |
10 |
1,960.00 |
1,813.75 |
146.25 |
7.5% |
43.75 |
2.3% |
86% |
True |
False |
528,133 |
20 |
2,012.50 |
1,813.75 |
198.75 |
10.2% |
45.25 |
2.3% |
63% |
False |
False |
536,992 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
35.00 |
1.8% |
48% |
False |
False |
437,398 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
31.50 |
1.6% |
48% |
False |
False |
380,514 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
29.50 |
1.5% |
48% |
False |
False |
285,436 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.6% |
27.00 |
1.4% |
48% |
False |
False |
228,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.00 |
2.618 |
2,045.00 |
1.618 |
2,012.50 |
1.000 |
1,992.50 |
0.618 |
1,980.00 |
HIGH |
1,960.00 |
0.618 |
1,947.50 |
0.500 |
1,943.75 |
0.382 |
1,940.00 |
LOW |
1,927.50 |
0.618 |
1,907.50 |
1.000 |
1,895.00 |
1.618 |
1,875.00 |
2.618 |
1,842.50 |
4.250 |
1,789.50 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,943.75 |
1,934.50 |
PP |
1,942.25 |
1,929.50 |
S1 |
1,941.00 |
1,924.50 |
|