Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,116 |
13,302 |
186 |
1.4% |
13,275 |
High |
13,285 |
13,379 |
94 |
0.7% |
13,383 |
Low |
13,116 |
13,202 |
86 |
0.7% |
12,555 |
Close |
13,275 |
13,261 |
-14 |
-0.1% |
13,105 |
Range |
169 |
177 |
8 |
4.7% |
828 |
ATR |
246 |
241 |
-5 |
-2.0% |
0 |
Volume |
182,553 |
147,460 |
-35,093 |
-19.2% |
1,509,423 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,812 |
13,713 |
13,358 |
|
R3 |
13,635 |
13,536 |
13,310 |
|
R2 |
13,458 |
13,458 |
13,294 |
|
R1 |
13,359 |
13,359 |
13,277 |
13,320 |
PP |
13,281 |
13,281 |
13,281 |
13,261 |
S1 |
13,182 |
13,182 |
13,245 |
13,143 |
S2 |
13,104 |
13,104 |
13,229 |
|
S3 |
12,927 |
13,005 |
13,212 |
|
S4 |
12,750 |
12,828 |
13,164 |
|
|
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 |
13,379 |
12,747 |
632 |
4.8% |
239 |
1.8% |
81% |
True |
False |
242,744 |
10 |
13,383 |
12,555 |
828 |
6.2% |
254 |
1.9% |
85% |
False |
False |
266,182 |
20 |
13,740 |
12,555 |
1,185 |
8.9% |
270 |
2.0% |
60% |
False |
False |
269,892 |
40 |
14,097 |
12,555 |
1,542 |
11.6% |
213 |
1.6% |
46% |
False |
False |
207,116 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
193 |
1.5% |
46% |
False |
False |
176,452 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
168 |
1.3% |
46% |
False |
False |
132,436 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
145 |
1.1% |
46% |
False |
False |
105,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,131 |
2.618 |
13,843 |
1.618 |
13,666 |
1.000 |
13,556 |
0.618 |
13,489 |
HIGH |
13,379 |
0.618 |
13,312 |
0.500 |
13,291 |
0.382 |
13,270 |
LOW |
13,202 |
0.618 |
13,093 |
1.000 |
13,025 |
1.618 |
12,916 |
2.618 |
12,739 |
4.250 |
12,450 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,291 |
13,250 |
PP |
13,281 |
13,239 |
S1 |
13,271 |
13,229 |
|