Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,248 |
13,401 |
153 |
1.2% |
13,069 |
High |
13,418 |
13,419 |
1 |
0.0% |
13,418 |
Low |
13,216 |
13,336 |
120 |
0.9% |
13,023 |
Close |
13,407 |
13,352 |
-55 |
-0.4% |
13,407 |
Range |
202 |
83 |
-119 |
-58.9% |
395 |
ATR |
238 |
227 |
-11 |
-4.7% |
0 |
Volume |
131,125 |
116,256 |
-14,869 |
-11.3% |
934,878 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,618 |
13,568 |
13,398 |
|
R3 |
13,535 |
13,485 |
13,375 |
|
R2 |
13,452 |
13,452 |
13,367 |
|
R1 |
13,402 |
13,402 |
13,360 |
13,386 |
PP |
13,369 |
13,369 |
13,369 |
13,361 |
S1 |
13,319 |
13,319 |
13,345 |
13,303 |
S2 |
13,286 |
13,286 |
13,337 |
|
S3 |
13,203 |
13,236 |
13,329 |
|
S4 |
13,120 |
13,153 |
13,306 |
|
|
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 |
13,419 |
13,078 |
341 |
2.6% |
156 |
1.2% |
80% |
True |
False |
153,285 |
10 |
13,419 |
12,555 |
864 |
6.5% |
243 |
1.8% |
92% |
True |
False |
219,501 |
20 |
13,740 |
12,555 |
1,185 |
8.9% |
259 |
1.9% |
67% |
False |
False |
251,098 |
40 |
14,097 |
12,555 |
1,542 |
11.5% |
212 |
1.6% |
52% |
False |
False |
205,302 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
196 |
1.5% |
52% |
False |
False |
180,552 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
169 |
1.3% |
52% |
False |
False |
135,527 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
148 |
1.1% |
52% |
False |
False |
108,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,772 |
2.618 |
13,636 |
1.618 |
13,553 |
1.000 |
13,502 |
0.618 |
13,470 |
HIGH |
13,419 |
0.618 |
13,387 |
0.500 |
13,378 |
0.382 |
13,368 |
LOW |
13,336 |
0.618 |
13,285 |
1.000 |
13,253 |
1.618 |
13,202 |
2.618 |
13,119 |
4.250 |
12,983 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,378 |
13,338 |
PP |
13,369 |
13,324 |
S1 |
13,361 |
13,311 |
|