Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,961.25 |
1,973.00 |
11.75 |
0.6% |
1,969.50 |
High |
1,987.00 |
2,000.75 |
13.75 |
0.7% |
2,000.75 |
Low |
1,946.75 |
1,973.00 |
26.25 |
1.3% |
1,905.50 |
Close |
1,974.75 |
1,994.75 |
20.00 |
1.0% |
1,994.75 |
Range |
40.25 |
27.75 |
-12.50 |
-31.1% |
95.25 |
ATR |
40.71 |
39.78 |
-0.93 |
-2.3% |
0.00 |
Volume |
369,827 |
412,327 |
42,500 |
11.5% |
1,561,015 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.75 |
2,061.50 |
2,010.00 |
|
R3 |
2,045.00 |
2,033.75 |
2,002.50 |
|
R2 |
2,017.25 |
2,017.25 |
1,999.75 |
|
R1 |
2,006.00 |
2,006.00 |
1,997.25 |
2,011.50 |
PP |
1,989.50 |
1,989.50 |
1,989.50 |
1,992.25 |
S1 |
1,978.25 |
1,978.25 |
1,992.25 |
1,984.00 |
S2 |
1,961.75 |
1,961.75 |
1,989.75 |
|
S3 |
1,934.00 |
1,950.50 |
1,987.00 |
|
S4 |
1,906.25 |
1,922.75 |
1,979.50 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,252.75 |
2,219.00 |
2,047.25 |
|
R3 |
2,157.50 |
2,123.75 |
2,021.00 |
|
R2 |
2,062.25 |
2,062.25 |
2,012.25 |
|
R1 |
2,028.50 |
2,028.50 |
2,003.50 |
2,045.50 |
PP |
1,967.00 |
1,967.00 |
1,967.00 |
1,975.50 |
S1 |
1,933.25 |
1,933.25 |
1,986.00 |
1,950.00 |
S2 |
1,871.75 |
1,871.75 |
1,977.25 |
|
S3 |
1,776.50 |
1,838.00 |
1,968.50 |
|
S4 |
1,681.25 |
1,742.75 |
1,942.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,000.75 |
1,905.50 |
95.25 |
4.8% |
38.50 |
1.9% |
94% |
True |
False |
312,203 |
10 |
2,000.75 |
1,881.25 |
119.50 |
6.0% |
35.50 |
1.8% |
95% |
True |
False |
351,610 |
20 |
2,006.75 |
1,813.75 |
193.00 |
9.7% |
42.75 |
2.1% |
94% |
False |
False |
455,568 |
40 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
37.75 |
1.9% |
69% |
False |
False |
442,595 |
60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
33.25 |
1.7% |
69% |
False |
False |
411,512 |
80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
31.25 |
1.6% |
69% |
False |
False |
308,994 |
100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
28.50 |
1.4% |
69% |
False |
False |
247,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,118.75 |
2.618 |
2,073.50 |
1.618 |
2,045.75 |
1.000 |
2,028.50 |
0.618 |
2,018.00 |
HIGH |
2,000.75 |
0.618 |
1,990.25 |
0.500 |
1,987.00 |
0.382 |
1,983.50 |
LOW |
1,973.00 |
0.618 |
1,955.75 |
1.000 |
1,945.25 |
1.618 |
1,928.00 |
2.618 |
1,900.25 |
4.250 |
1,855.00 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,992.00 |
1,981.00 |
PP |
1,989.50 |
1,967.25 |
S1 |
1,987.00 |
1,953.50 |
|