Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,067 |
12,898 |
-169 |
-1.3% |
13,243 |
High |
13,159 |
12,976 |
-183 |
-1.4% |
13,740 |
Low |
12,880 |
12,555 |
-325 |
-2.5% |
13,107 |
Close |
12,921 |
12,944 |
23 |
0.2% |
13,237 |
Range |
279 |
421 |
142 |
50.9% |
633 |
ATR |
233 |
247 |
13 |
5.7% |
0 |
Volume |
245,430 |
293,306 |
47,876 |
19.5% |
1,417,954 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,088 |
13,937 |
13,176 |
|
R3 |
13,667 |
13,516 |
13,060 |
|
R2 |
13,246 |
13,246 |
13,021 |
|
R1 |
13,095 |
13,095 |
12,983 |
13,171 |
PP |
12,825 |
12,825 |
12,825 |
12,863 |
S1 |
12,674 |
12,674 |
12,906 |
12,750 |
S2 |
12,404 |
12,404 |
12,867 |
|
S3 |
11,983 |
12,253 |
12,828 |
|
S4 |
11,562 |
11,832 |
12,713 |
|
|
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 |
13,383 |
12,555 |
828 |
6.4% |
269 |
2.1% |
47% |
False |
True |
289,621 |
10 |
13,740 |
12,555 |
1,185 |
9.2% |
286 |
2.2% |
33% |
False |
True |
274,603 |
20 |
14,077 |
12,555 |
1,522 |
11.8% |
272 |
2.1% |
26% |
False |
True |
252,852 |
40 |
14,097 |
12,555 |
1,542 |
11.9% |
206 |
1.6% |
25% |
False |
True |
202,008 |
60 |
14,097 |
12,555 |
1,542 |
11.9% |
184 |
1.4% |
25% |
False |
True |
156,317 |
80 |
14,097 |
12,555 |
1,542 |
11.9% |
157 |
1.2% |
25% |
False |
True |
117,268 |
100 |
14,097 |
12,411 |
1,686 |
13.0% |
136 |
1.0% |
32% |
False |
False |
93,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,765 |
2.618 |
14,078 |
1.618 |
13,657 |
1.000 |
13,397 |
0.618 |
13,236 |
HIGH |
12,976 |
0.618 |
12,815 |
0.500 |
12,766 |
0.382 |
12,716 |
LOW |
12,555 |
0.618 |
12,295 |
1.000 |
12,134 |
1.618 |
11,874 |
2.618 |
11,453 |
4.250 |
10,766 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
12,885 |
12,941 |
PP |
12,825 |
12,937 |
S1 |
12,766 |
12,934 |
|