Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
12,951 |
13,069 |
118 |
0.9% |
13,275 |
High |
13,250 |
13,220 |
-30 |
-0.2% |
13,383 |
Low |
12,747 |
13,023 |
276 |
2.2% |
12,555 |
Close |
13,105 |
13,149 |
44 |
0.3% |
13,105 |
Range |
503 |
197 |
-306 |
-60.8% |
828 |
ATR |
265 |
260 |
-5 |
-1.8% |
0 |
Volume |
409,969 |
284,709 |
-125,260 |
-30.6% |
1,509,423 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,722 |
13,632 |
13,257 |
|
R3 |
13,525 |
13,435 |
13,203 |
|
R2 |
13,328 |
13,328 |
13,185 |
|
R1 |
13,238 |
13,238 |
13,167 |
13,283 |
PP |
13,131 |
13,131 |
13,131 |
13,153 |
S1 |
13,041 |
13,041 |
13,131 |
13,086 |
S2 |
12,934 |
12,934 |
13,113 |
|
S3 |
12,737 |
12,844 |
13,095 |
|
S4 |
12,540 |
12,647 |
13,041 |
|
|
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 |
13,313 |
12,555 |
758 |
5.8% |
331 |
2.5% |
78% |
False |
False |
285,718 |
10 |
13,740 |
12,555 |
1,185 |
9.0% |
291 |
2.2% |
50% |
False |
False |
294,437 |
20 |
14,028 |
12,555 |
1,473 |
11.2% |
291 |
2.2% |
40% |
False |
False |
271,470 |
40 |
14,097 |
12,555 |
1,542 |
11.7% |
214 |
1.6% |
39% |
False |
False |
209,392 |
60 |
14,097 |
12,555 |
1,542 |
11.7% |
190 |
1.4% |
39% |
False |
False |
167,889 |
80 |
14,097 |
12,555 |
1,542 |
11.7% |
164 |
1.2% |
39% |
False |
False |
125,950 |
100 |
14,097 |
12,517 |
1,580 |
12.0% |
141 |
1.1% |
40% |
False |
False |
100,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,057 |
2.618 |
13,736 |
1.618 |
13,539 |
1.000 |
13,417 |
0.618 |
13,342 |
HIGH |
13,220 |
0.618 |
13,145 |
0.500 |
13,122 |
0.382 |
13,098 |
LOW |
13,023 |
0.618 |
12,901 |
1.000 |
12,826 |
1.618 |
12,704 |
2.618 |
12,507 |
4.250 |
12,186 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,140 |
13,067 |
PP |
13,131 |
12,985 |
S1 |
13,122 |
12,903 |
|