Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,939.25 |
1,969.50 |
30.25 |
1.6% |
1,894.50 |
High |
1,970.00 |
1,969.50 |
-0.50 |
0.0% |
1,970.00 |
Low |
1,930.00 |
1,948.25 |
18.25 |
0.9% |
1,881.25 |
Close |
1,969.50 |
1,950.50 |
-19.00 |
-1.0% |
1,969.50 |
Range |
40.00 |
21.25 |
-18.75 |
-46.9% |
88.75 |
ATR |
40.34 |
38.98 |
-1.36 |
-3.4% |
0.00 |
Volume |
323,828 |
256,176 |
-67,652 |
-20.9% |
1,955,094 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.75 |
2,006.50 |
1,962.25 |
|
R3 |
1,998.50 |
1,985.25 |
1,956.25 |
|
R2 |
1,977.25 |
1,977.25 |
1,954.50 |
|
R1 |
1,964.00 |
1,964.00 |
1,952.50 |
1,960.00 |
PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,954.00 |
S1 |
1,942.75 |
1,942.75 |
1,948.50 |
1,938.75 |
S2 |
1,934.75 |
1,934.75 |
1,946.50 |
|
S3 |
1,913.50 |
1,921.50 |
1,944.75 |
|
S4 |
1,892.25 |
1,900.25 |
1,938.75 |
|
|
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 |
1,888.75 |
81.25 |
4.2% |
31.50 |
1.6% |
76% |
False |
False |
315,281 |
10 |
1,970.00 |
1,813.75 |
156.25 |
8.0% |
42.50 |
2.2% |
88% |
False |
False |
455,457 |
20 |
2,011.50 |
1,813.75 |
197.75 |
10.1% |
43.75 |
2.2% |
69% |
False |
False |
497,488 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
35.50 |
1.8% |
52% |
False |
False |
434,729 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
32.00 |
1.6% |
52% |
False |
False |
390,168 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
29.75 |
1.5% |
52% |
False |
False |
292,686 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
27.25 |
1.4% |
52% |
False |
False |
234,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,059.75 |
2.618 |
2,025.25 |
1.618 |
2,004.00 |
1.000 |
1,990.75 |
0.618 |
1,982.75 |
HIGH |
1,969.50 |
0.618 |
1,961.50 |
0.500 |
1,959.00 |
0.382 |
1,956.25 |
LOW |
1,948.25 |
0.618 |
1,935.00 |
1.000 |
1,927.00 |
1.618 |
1,913.75 |
2.618 |
1,892.50 |
4.250 |
1,858.00 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,959.00 |
1,950.00 |
PP |
1,956.00 |
1,949.25 |
S1 |
1,953.25 |
1,948.75 |
|