Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,944.75 |
1,939.25 |
-5.50 |
-0.3% |
1,894.50 |
High |
1,960.00 |
1,970.00 |
10.00 |
0.5% |
1,970.00 |
Low |
1,927.50 |
1,930.00 |
2.50 |
0.1% |
1,881.25 |
Close |
1,939.50 |
1,969.50 |
30.00 |
1.5% |
1,969.50 |
Range |
32.50 |
40.00 |
7.50 |
23.1% |
88.75 |
ATR |
40.37 |
40.34 |
-0.03 |
-0.1% |
0.00 |
Volume |
311,159 |
323,828 |
12,669 |
4.1% |
1,955,094 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.50 |
2,063.00 |
1,991.50 |
|
R3 |
2,036.50 |
2,023.00 |
1,980.50 |
|
R2 |
1,996.50 |
1,996.50 |
1,976.75 |
|
R1 |
1,983.00 |
1,983.00 |
1,973.25 |
1,989.75 |
PP |
1,956.50 |
1,956.50 |
1,956.50 |
1,960.00 |
S1 |
1,943.00 |
1,943.00 |
1,965.75 |
1,949.75 |
S2 |
1,916.50 |
1,916.50 |
1,962.25 |
|
S3 |
1,876.50 |
1,903.00 |
1,958.50 |
|
S4 |
1,836.50 |
1,863.00 |
1,947.50 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,206.50 |
2,176.75 |
2,018.25 |
|
R3 |
2,117.75 |
2,088.00 |
1,994.00 |
|
R2 |
2,029.00 |
2,029.00 |
1,985.75 |
|
R1 |
1,999.25 |
1,999.25 |
1,977.75 |
2,014.00 |
PP |
1,940.25 |
1,940.25 |
1,940.25 |
1,947.75 |
S1 |
1,910.50 |
1,910.50 |
1,961.25 |
1,925.50 |
S2 |
1,851.50 |
1,851.50 |
1,953.25 |
|
S3 |
1,762.75 |
1,821.75 |
1,945.00 |
|
S4 |
1,674.00 |
1,733.00 |
1,920.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.00 |
1,881.25 |
88.75 |
4.5% |
32.50 |
1.7% |
99% |
True |
False |
391,018 |
10 |
1,970.00 |
1,813.75 |
156.25 |
7.9% |
43.00 |
2.2% |
100% |
True |
False |
500,470 |
20 |
2,011.50 |
1,813.75 |
197.75 |
10.0% |
44.75 |
2.3% |
79% |
False |
False |
512,743 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
35.75 |
1.8% |
59% |
False |
False |
435,703 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
32.00 |
1.6% |
59% |
False |
False |
385,904 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
29.75 |
1.5% |
59% |
False |
False |
289,484 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
27.25 |
1.4% |
59% |
False |
False |
231,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,140.00 |
2.618 |
2,074.75 |
1.618 |
2,034.75 |
1.000 |
2,010.00 |
0.618 |
1,994.75 |
HIGH |
1,970.00 |
0.618 |
1,954.75 |
0.500 |
1,950.00 |
0.382 |
1,945.25 |
LOW |
1,930.00 |
0.618 |
1,905.25 |
1.000 |
1,890.00 |
1.618 |
1,865.25 |
2.618 |
1,825.25 |
4.250 |
1,760.00 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,963.00 |
1,961.00 |
PP |
1,956.50 |
1,952.50 |
S1 |
1,950.00 |
1,944.00 |
|