Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,969.50 |
1,951.50 |
-18.00 |
-0.9% |
1,894.50 |
High |
1,969.50 |
1,952.75 |
-16.75 |
-0.9% |
1,970.00 |
Low |
1,948.25 |
1,905.50 |
-42.75 |
-2.2% |
1,881.25 |
Close |
1,950.50 |
1,907.75 |
-42.75 |
-2.2% |
1,969.50 |
Range |
21.25 |
47.25 |
26.00 |
122.4% |
88.75 |
ATR |
38.98 |
39.57 |
0.59 |
1.5% |
0.00 |
Volume |
256,176 |
207,153 |
-49,023 |
-19.1% |
1,955,094 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.75 |
2,033.00 |
1,933.75 |
|
R3 |
2,016.50 |
1,985.75 |
1,920.75 |
|
R2 |
1,969.25 |
1,969.25 |
1,916.50 |
|
R1 |
1,938.50 |
1,938.50 |
1,912.00 |
1,930.25 |
PP |
1,922.00 |
1,922.00 |
1,922.00 |
1,918.00 |
S1 |
1,891.25 |
1,891.25 |
1,903.50 |
1,883.00 |
S2 |
1,874.75 |
1,874.75 |
1,899.00 |
|
S3 |
1,827.50 |
1,844.00 |
1,894.75 |
|
S4 |
1,780.25 |
1,796.75 |
1,881.75 |
|
|
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 |
1,905.50 |
64.50 |
3.4% |
34.00 |
1.8% |
3% |
False |
True |
285,786 |
10 |
1,970.00 |
1,813.75 |
156.25 |
8.2% |
43.00 |
2.3% |
60% |
False |
False |
440,834 |
20 |
2,006.75 |
1,813.75 |
193.00 |
10.1% |
42.75 |
2.2% |
49% |
False |
False |
485,737 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
36.25 |
1.9% |
36% |
False |
False |
432,125 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
32.50 |
1.7% |
36% |
False |
False |
393,603 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
30.25 |
1.6% |
36% |
False |
False |
295,275 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.8% |
27.75 |
1.5% |
36% |
False |
False |
236,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,153.50 |
2.618 |
2,076.50 |
1.618 |
2,029.25 |
1.000 |
2,000.00 |
0.618 |
1,982.00 |
HIGH |
1,952.75 |
0.618 |
1,934.75 |
0.500 |
1,929.00 |
0.382 |
1,923.50 |
LOW |
1,905.50 |
0.618 |
1,876.25 |
1.000 |
1,858.25 |
1.618 |
1,829.00 |
2.618 |
1,781.75 |
4.250 |
1,704.75 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,929.00 |
1,937.75 |
PP |
1,922.00 |
1,927.75 |
S1 |
1,915.00 |
1,917.75 |
|