Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,275 |
13,250 |
-25 |
-0.2% |
13,243 |
High |
13,383 |
13,313 |
-70 |
-0.5% |
13,740 |
Low |
13,250 |
13,060 |
-190 |
-1.4% |
13,107 |
Close |
13,255 |
13,089 |
-166 |
-1.3% |
13,237 |
Range |
133 |
253 |
120 |
90.2% |
633 |
ATR |
228 |
230 |
2 |
0.8% |
0 |
Volume |
365,541 |
195,177 |
-170,364 |
-46.6% |
1,417,954 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,913 |
13,754 |
13,228 |
|
R3 |
13,660 |
13,501 |
13,159 |
|
R2 |
13,407 |
13,407 |
13,136 |
|
R1 |
13,248 |
13,248 |
13,112 |
13,201 |
PP |
13,154 |
13,154 |
13,154 |
13,131 |
S1 |
12,995 |
12,995 |
13,066 |
12,948 |
S2 |
12,901 |
12,901 |
13,043 |
|
S3 |
12,648 |
12,742 |
13,020 |
|
S4 |
12,395 |
12,489 |
12,950 |
|
|
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 |
13,060 |
680 |
5.2% |
249 |
1.9% |
4% |
False |
True |
287,511 |
10 |
13,740 |
13,060 |
680 |
5.2% |
268 |
2.0% |
4% |
False |
True |
280,276 |
20 |
14,089 |
13,060 |
1,029 |
7.9% |
248 |
1.9% |
3% |
False |
True |
242,669 |
40 |
14,097 |
13,060 |
1,037 |
7.9% |
196 |
1.5% |
3% |
False |
True |
193,581 |
60 |
14,097 |
13,060 |
1,037 |
7.9% |
174 |
1.3% |
3% |
False |
True |
147,345 |
80 |
14,097 |
13,060 |
1,037 |
7.9% |
150 |
1.1% |
3% |
False |
True |
110,535 |
100 |
14,097 |
12,411 |
1,686 |
12.9% |
130 |
1.0% |
40% |
False |
False |
88,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,388 |
2.618 |
13,975 |
1.618 |
13,722 |
1.000 |
13,566 |
0.618 |
13,469 |
HIGH |
13,313 |
0.618 |
13,216 |
0.500 |
13,187 |
0.382 |
13,157 |
LOW |
13,060 |
0.618 |
12,904 |
1.000 |
12,807 |
1.618 |
12,651 |
2.618 |
12,398 |
4.250 |
11,985 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,187 |
13,222 |
PP |
13,154 |
13,177 |
S1 |
13,122 |
13,133 |
|