Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,302 |
13,248 |
-54 |
-0.4% |
13,069 |
High |
13,379 |
13,418 |
39 |
0.3% |
13,418 |
Low |
13,202 |
13,216 |
14 |
0.1% |
13,023 |
Close |
13,261 |
13,407 |
146 |
1.1% |
13,407 |
Range |
177 |
202 |
25 |
14.1% |
395 |
ATR |
241 |
238 |
-3 |
-1.2% |
0 |
Volume |
147,460 |
131,125 |
-16,335 |
-11.1% |
934,878 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,953 |
13,882 |
13,518 |
|
R3 |
13,751 |
13,680 |
13,463 |
|
R2 |
13,549 |
13,549 |
13,444 |
|
R1 |
13,478 |
13,478 |
13,426 |
13,514 |
PP |
13,347 |
13,347 |
13,347 |
13,365 |
S1 |
13,276 |
13,276 |
13,389 |
13,312 |
S2 |
13,145 |
13,145 |
13,370 |
|
S3 |
12,943 |
13,074 |
13,352 |
|
S4 |
12,741 |
12,872 |
13,296 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,468 |
14,332 |
13,624 |
|
R3 |
14,073 |
13,937 |
13,516 |
|
R2 |
13,678 |
13,678 |
13,480 |
|
R1 |
13,542 |
13,542 |
13,443 |
13,610 |
PP |
13,283 |
13,283 |
13,283 |
13,317 |
S1 |
13,147 |
13,147 |
13,371 |
13,215 |
S2 |
12,888 |
12,888 |
13,335 |
|
S3 |
12,493 |
12,752 |
13,299 |
|
S4 |
12,098 |
12,357 |
13,190 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,418 |
13,023 |
395 |
2.9% |
178 |
1.3% |
97% |
True |
False |
186,975 |
10 |
13,418 |
12,555 |
863 |
6.4% |
248 |
1.8% |
99% |
True |
False |
244,430 |
20 |
13,740 |
12,555 |
1,185 |
8.8% |
264 |
2.0% |
72% |
False |
False |
259,184 |
40 |
14,097 |
12,555 |
1,542 |
11.5% |
216 |
1.6% |
55% |
False |
False |
205,909 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
195 |
1.5% |
55% |
False |
False |
178,622 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
169 |
1.3% |
55% |
False |
False |
134,074 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
147 |
1.1% |
55% |
False |
False |
107,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,277 |
2.618 |
13,947 |
1.618 |
13,745 |
1.000 |
13,620 |
0.618 |
13,543 |
HIGH |
13,418 |
0.618 |
13,341 |
0.500 |
13,317 |
0.382 |
13,293 |
LOW |
13,216 |
0.618 |
13,091 |
1.000 |
13,014 |
1.618 |
12,889 |
2.618 |
12,687 |
4.250 |
12,358 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,377 |
13,360 |
PP |
13,347 |
13,314 |
S1 |
13,317 |
13,267 |
|