Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
12,898 |
12,951 |
53 |
0.4% |
13,275 |
High |
12,976 |
13,250 |
274 |
2.1% |
13,383 |
Low |
12,555 |
12,747 |
192 |
1.5% |
12,555 |
Close |
12,944 |
13,105 |
161 |
1.2% |
13,105 |
Range |
421 |
503 |
82 |
19.5% |
828 |
ATR |
247 |
265 |
18 |
7.4% |
0 |
Volume |
293,306 |
409,969 |
116,663 |
39.8% |
1,509,423 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,543 |
14,327 |
13,382 |
|
R3 |
14,040 |
13,824 |
13,243 |
|
R2 |
13,537 |
13,537 |
13,197 |
|
R1 |
13,321 |
13,321 |
13,151 |
13,429 |
PP |
13,034 |
13,034 |
13,034 |
13,088 |
S1 |
12,818 |
12,818 |
13,059 |
12,926 |
S2 |
12,531 |
12,531 |
13,013 |
|
S3 |
12,028 |
12,315 |
12,967 |
|
S4 |
11,525 |
11,812 |
12,828 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,498 |
15,130 |
13,561 |
|
R3 |
14,670 |
14,302 |
13,333 |
|
R2 |
13,842 |
13,842 |
13,257 |
|
R1 |
13,474 |
13,474 |
13,181 |
13,244 |
PP |
13,014 |
13,014 |
13,014 |
12,900 |
S1 |
12,646 |
12,646 |
13,029 |
12,416 |
S2 |
12,186 |
12,186 |
12,953 |
|
S3 |
11,358 |
11,818 |
12,877 |
|
S4 |
10,530 |
10,990 |
12,650 |
|
|
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 |
6.3% |
318 |
2.4% |
66% |
False |
False |
301,884 |
10 |
13,740 |
12,555 |
1,185 |
9.0% |
302 |
2.3% |
46% |
False |
False |
292,737 |
20 |
14,045 |
12,555 |
1,490 |
11.4% |
287 |
2.2% |
37% |
False |
False |
267,047 |
40 |
14,097 |
12,555 |
1,542 |
11.8% |
214 |
1.6% |
36% |
False |
False |
207,669 |
60 |
14,097 |
12,555 |
1,542 |
11.8% |
190 |
1.5% |
36% |
False |
False |
163,148 |
80 |
14,097 |
12,555 |
1,542 |
11.8% |
162 |
1.2% |
36% |
False |
False |
122,392 |
100 |
14,097 |
12,411 |
1,686 |
12.9% |
140 |
1.1% |
41% |
False |
False |
97,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,388 |
2.618 |
14,567 |
1.618 |
14,064 |
1.000 |
13,753 |
0.618 |
13,561 |
HIGH |
13,250 |
0.618 |
13,058 |
0.500 |
12,999 |
0.382 |
12,939 |
LOW |
12,747 |
0.618 |
12,436 |
1.000 |
12,244 |
1.618 |
11,933 |
2.618 |
11,430 |
4.250 |
10,609 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,070 |
13,038 |
PP |
13,034 |
12,970 |
S1 |
12,999 |
12,903 |
|