Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,069 |
13,122 |
53 |
0.4% |
13,275 |
High |
13,220 |
13,224 |
4 |
0.0% |
13,383 |
Low |
13,023 |
13,078 |
55 |
0.4% |
12,555 |
Close |
13,149 |
13,117 |
-32 |
-0.2% |
13,105 |
Range |
197 |
146 |
-51 |
-25.9% |
828 |
ATR |
260 |
252 |
-8 |
-3.1% |
0 |
Volume |
284,709 |
189,031 |
-95,678 |
-33.6% |
1,509,423 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,578 |
13,493 |
13,197 |
|
R3 |
13,432 |
13,347 |
13,157 |
|
R2 |
13,286 |
13,286 |
13,144 |
|
R1 |
13,201 |
13,201 |
13,131 |
13,171 |
PP |
13,140 |
13,140 |
13,140 |
13,124 |
S1 |
13,055 |
13,055 |
13,104 |
13,025 |
S2 |
12,994 |
12,994 |
13,090 |
|
S3 |
12,848 |
12,909 |
13,077 |
|
S4 |
12,702 |
12,763 |
13,037 |
|
|
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 |
13,250 |
12,555 |
695 |
5.3% |
309 |
2.4% |
81% |
False |
False |
284,489 |
10 |
13,740 |
12,555 |
1,185 |
9.0% |
279 |
2.1% |
47% |
False |
False |
286,000 |
20 |
13,886 |
12,555 |
1,331 |
10.1% |
285 |
2.2% |
42% |
False |
False |
275,079 |
40 |
14,097 |
12,555 |
1,542 |
11.8% |
213 |
1.6% |
36% |
False |
False |
209,199 |
60 |
14,097 |
12,555 |
1,542 |
11.8% |
192 |
1.5% |
36% |
False |
False |
171,034 |
80 |
14,097 |
12,555 |
1,542 |
11.8% |
165 |
1.3% |
36% |
False |
False |
128,313 |
100 |
14,097 |
12,545 |
1,552 |
11.8% |
142 |
1.1% |
37% |
False |
False |
102,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,845 |
2.618 |
13,606 |
1.618 |
13,460 |
1.000 |
13,370 |
0.618 |
13,314 |
HIGH |
13,224 |
0.618 |
13,168 |
0.500 |
13,151 |
0.382 |
13,134 |
LOW |
13,078 |
0.618 |
12,988 |
1.000 |
12,932 |
1.618 |
12,842 |
2.618 |
12,696 |
4.250 |
12,458 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,151 |
13,078 |
PP |
13,140 |
13,038 |
S1 |
13,128 |
12,999 |
|