Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,309 |
13,275 |
-34 |
-0.3% |
13,243 |
High |
13,366 |
13,383 |
17 |
0.1% |
13,740 |
Low |
13,107 |
13,250 |
143 |
1.1% |
13,107 |
Close |
13,237 |
13,255 |
18 |
0.1% |
13,237 |
Range |
259 |
133 |
-126 |
-48.6% |
633 |
ATR |
234 |
228 |
-6 |
-2.7% |
0 |
Volume |
348,652 |
365,541 |
16,889 |
4.8% |
1,417,954 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,695 |
13,608 |
13,328 |
|
R3 |
13,562 |
13,475 |
13,292 |
|
R2 |
13,429 |
13,429 |
13,280 |
|
R1 |
13,342 |
13,342 |
13,267 |
13,319 |
PP |
13,296 |
13,296 |
13,296 |
13,285 |
S1 |
13,209 |
13,209 |
13,243 |
13,186 |
S2 |
13,163 |
13,163 |
13,231 |
|
S3 |
13,030 |
13,076 |
13,219 |
|
S4 |
12,897 |
12,943 |
13,182 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,260 |
14,882 |
13,585 |
|
R3 |
14,627 |
14,249 |
13,411 |
|
R2 |
13,994 |
13,994 |
13,353 |
|
R1 |
13,616 |
13,616 |
13,295 |
13,489 |
PP |
13,361 |
13,361 |
13,361 |
13,298 |
S1 |
12,983 |
12,983 |
13,179 |
12,856 |
S2 |
12,728 |
12,728 |
13,121 |
|
S3 |
12,095 |
12,350 |
13,063 |
|
S4 |
11,462 |
11,717 |
12,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,740 |
13,107 |
633 |
4.8% |
252 |
1.9% |
23% |
False |
False |
303,156 |
10 |
13,740 |
13,107 |
633 |
4.8% |
274 |
2.1% |
23% |
False |
False |
282,695 |
20 |
14,097 |
13,107 |
990 |
7.5% |
240 |
1.8% |
15% |
False |
False |
238,908 |
40 |
14,097 |
13,107 |
990 |
7.5% |
192 |
1.4% |
15% |
False |
False |
191,503 |
60 |
14,097 |
13,107 |
990 |
7.5% |
171 |
1.3% |
15% |
False |
False |
144,094 |
80 |
14,097 |
12,978 |
1,119 |
8.4% |
148 |
1.1% |
25% |
False |
False |
108,095 |
100 |
14,097 |
12,411 |
1,686 |
12.7% |
128 |
1.0% |
50% |
False |
False |
86,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,948 |
2.618 |
13,731 |
1.618 |
13,598 |
1.000 |
13,516 |
0.618 |
13,465 |
HIGH |
13,383 |
0.618 |
13,332 |
0.500 |
13,317 |
0.382 |
13,301 |
LOW |
13,250 |
0.618 |
13,168 |
1.000 |
13,117 |
1.618 |
13,035 |
2.618 |
12,902 |
4.250 |
12,685 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,317 |
13,409 |
PP |
13,296 |
13,357 |
S1 |
13,276 |
13,306 |
|