Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,122 |
13,116 |
-6 |
0.0% |
13,275 |
High |
13,224 |
13,285 |
61 |
0.5% |
13,383 |
Low |
13,078 |
13,116 |
38 |
0.3% |
12,555 |
Close |
13,117 |
13,275 |
158 |
1.2% |
13,105 |
Range |
146 |
169 |
23 |
15.8% |
828 |
ATR |
252 |
246 |
-6 |
-2.4% |
0 |
Volume |
189,031 |
182,553 |
-6,478 |
-3.4% |
1,509,423 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,732 |
13,673 |
13,368 |
|
R3 |
13,563 |
13,504 |
13,322 |
|
R2 |
13,394 |
13,394 |
13,306 |
|
R1 |
13,335 |
13,335 |
13,291 |
13,365 |
PP |
13,225 |
13,225 |
13,225 |
13,240 |
S1 |
13,166 |
13,166 |
13,260 |
13,196 |
S2 |
13,056 |
13,056 |
13,244 |
|
S3 |
12,887 |
12,997 |
13,229 |
|
S4 |
12,718 |
12,828 |
13,182 |
|
|
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 |
13,285 |
12,555 |
730 |
5.5% |
287 |
2.2% |
99% |
True |
False |
271,913 |
10 |
13,710 |
12,555 |
1,155 |
8.7% |
275 |
2.1% |
62% |
False |
False |
276,747 |
20 |
13,873 |
12,555 |
1,318 |
9.9% |
286 |
2.2% |
55% |
False |
False |
274,134 |
40 |
14,097 |
12,555 |
1,542 |
11.6% |
213 |
1.6% |
47% |
False |
False |
208,888 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
193 |
1.5% |
47% |
False |
False |
174,003 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
167 |
1.3% |
47% |
False |
False |
130,593 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
144 |
1.1% |
47% |
False |
False |
104,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,003 |
2.618 |
13,728 |
1.618 |
13,559 |
1.000 |
13,454 |
0.618 |
13,390 |
HIGH |
13,285 |
0.618 |
13,221 |
0.500 |
13,201 |
0.382 |
13,181 |
LOW |
13,116 |
0.618 |
13,012 |
1.000 |
12,947 |
1.618 |
12,843 |
2.618 |
12,674 |
4.250 |
12,398 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,250 |
13,235 |
PP |
13,225 |
13,194 |
S1 |
13,201 |
13,154 |
|