Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,909.75 |
1,961.25 |
51.50 |
2.7% |
1,894.50 |
High |
1,962.00 |
1,987.00 |
25.00 |
1.3% |
1,970.00 |
Low |
1,906.00 |
1,946.75 |
40.75 |
2.1% |
1,881.25 |
Close |
1,961.00 |
1,974.75 |
13.75 |
0.7% |
1,969.50 |
Range |
56.00 |
40.25 |
-15.75 |
-28.1% |
88.75 |
ATR |
40.75 |
40.71 |
-0.04 |
-0.1% |
0.00 |
Volume |
315,532 |
369,827 |
54,295 |
17.2% |
1,955,094 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.25 |
2,072.75 |
1,997.00 |
|
R3 |
2,050.00 |
2,032.50 |
1,985.75 |
|
R2 |
2,009.75 |
2,009.75 |
1,982.25 |
|
R1 |
1,992.25 |
1,992.25 |
1,978.50 |
2,001.00 |
PP |
1,969.50 |
1,969.50 |
1,969.50 |
1,974.00 |
S1 |
1,952.00 |
1,952.00 |
1,971.00 |
1,960.75 |
S2 |
1,929.25 |
1,929.25 |
1,967.25 |
|
S3 |
1,889.00 |
1,911.75 |
1,963.75 |
|
S4 |
1,848.75 |
1,871.50 |
1,952.50 |
|
|
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 |
1,987.00 |
1,905.50 |
81.50 |
4.1% |
41.00 |
2.1% |
85% |
True |
False |
294,503 |
10 |
1,987.00 |
1,829.25 |
157.75 |
8.0% |
41.00 |
2.1% |
92% |
True |
False |
408,635 |
20 |
2,006.75 |
1,813.75 |
193.00 |
9.8% |
44.00 |
2.2% |
83% |
False |
False |
457,479 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
37.50 |
1.9% |
61% |
False |
False |
439,276 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
33.50 |
1.7% |
61% |
False |
False |
404,938 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
31.00 |
1.6% |
61% |
False |
False |
303,841 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.4% |
28.50 |
1.4% |
61% |
False |
False |
243,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,158.00 |
2.618 |
2,092.25 |
1.618 |
2,052.00 |
1.000 |
2,027.25 |
0.618 |
2,011.75 |
HIGH |
1,987.00 |
0.618 |
1,971.50 |
0.500 |
1,967.00 |
0.382 |
1,962.25 |
LOW |
1,946.75 |
0.618 |
1,922.00 |
1.000 |
1,906.50 |
1.618 |
1,881.75 |
2.618 |
1,841.50 |
4.250 |
1,775.75 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,972.00 |
1,965.25 |
PP |
1,969.50 |
1,955.75 |
S1 |
1,967.00 |
1,946.25 |
|