Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,951.50 |
1,909.75 |
-41.75 |
-2.1% |
1,894.50 |
High |
1,952.75 |
1,962.00 |
9.25 |
0.5% |
1,970.00 |
Low |
1,905.50 |
1,906.00 |
0.50 |
0.0% |
1,881.25 |
Close |
1,907.75 |
1,961.00 |
53.25 |
2.8% |
1,969.50 |
Range |
47.25 |
56.00 |
8.75 |
18.5% |
88.75 |
ATR |
39.57 |
40.75 |
1.17 |
3.0% |
0.00 |
Volume |
207,153 |
315,532 |
108,379 |
52.3% |
1,955,094 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,111.00 |
2,092.00 |
1,991.75 |
|
R3 |
2,055.00 |
2,036.00 |
1,976.50 |
|
R2 |
1,999.00 |
1,999.00 |
1,971.25 |
|
R1 |
1,980.00 |
1,980.00 |
1,966.25 |
1,989.50 |
PP |
1,943.00 |
1,943.00 |
1,943.00 |
1,947.75 |
S1 |
1,924.00 |
1,924.00 |
1,955.75 |
1,933.50 |
S2 |
1,887.00 |
1,887.00 |
1,950.75 |
|
S3 |
1,831.00 |
1,868.00 |
1,945.50 |
|
S4 |
1,775.00 |
1,812.00 |
1,930.25 |
|
|
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 |
3.3% |
39.50 |
2.0% |
86% |
False |
False |
282,769 |
10 |
1,970.00 |
1,813.75 |
156.25 |
8.0% |
43.50 |
2.2% |
94% |
False |
False |
430,473 |
20 |
2,006.75 |
1,813.75 |
193.00 |
9.8% |
43.50 |
2.2% |
76% |
False |
False |
474,015 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
37.25 |
1.9% |
56% |
False |
False |
433,612 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
33.25 |
1.7% |
56% |
False |
False |
398,843 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
30.75 |
1.6% |
56% |
False |
False |
299,218 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.5% |
28.25 |
1.4% |
56% |
False |
False |
239,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,200.00 |
2.618 |
2,108.50 |
1.618 |
2,052.50 |
1.000 |
2,018.00 |
0.618 |
1,996.50 |
HIGH |
1,962.00 |
0.618 |
1,940.50 |
0.500 |
1,934.00 |
0.382 |
1,927.50 |
LOW |
1,906.00 |
0.618 |
1,871.50 |
1.000 |
1,850.00 |
1.618 |
1,815.50 |
2.618 |
1,759.50 |
4.250 |
1,668.00 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,952.00 |
1,953.25 |
PP |
1,943.00 |
1,945.25 |
S1 |
1,934.00 |
1,937.50 |
|