Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,401 |
13,351 |
-50 |
-0.4% |
13,069 |
High |
13,419 |
13,353 |
-66 |
-0.5% |
13,418 |
Low |
13,336 |
13,069 |
-267 |
-2.0% |
13,023 |
Close |
13,352 |
13,095 |
-257 |
-1.9% |
13,407 |
Range |
83 |
284 |
201 |
242.2% |
395 |
ATR |
227 |
231 |
4 |
1.8% |
0 |
Volume |
116,256 |
112,736 |
-3,520 |
-3.0% |
934,878 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,024 |
13,844 |
13,251 |
|
R3 |
13,740 |
13,560 |
13,173 |
|
R2 |
13,456 |
13,456 |
13,147 |
|
R1 |
13,276 |
13,276 |
13,121 |
13,224 |
PP |
13,172 |
13,172 |
13,172 |
13,147 |
S1 |
12,992 |
12,992 |
13,069 |
12,940 |
S2 |
12,888 |
12,888 |
13,043 |
|
S3 |
12,604 |
12,708 |
13,017 |
|
S4 |
12,320 |
12,424 |
12,939 |
|
|
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 |
13,069 |
350 |
2.7% |
183 |
1.4% |
7% |
False |
True |
138,026 |
10 |
13,419 |
12,555 |
864 |
6.6% |
246 |
1.9% |
63% |
False |
False |
211,257 |
20 |
13,740 |
12,555 |
1,185 |
9.0% |
257 |
2.0% |
46% |
False |
False |
245,767 |
40 |
14,097 |
12,555 |
1,542 |
11.8% |
216 |
1.6% |
35% |
False |
False |
203,610 |
60 |
14,097 |
12,555 |
1,542 |
11.8% |
199 |
1.5% |
35% |
False |
False |
182,422 |
80 |
14,097 |
12,555 |
1,542 |
11.8% |
172 |
1.3% |
35% |
False |
False |
136,935 |
100 |
14,097 |
12,555 |
1,542 |
11.8% |
151 |
1.2% |
35% |
False |
False |
109,555 |
120 |
14,097 |
12,320 |
1,777 |
13.6% |
131 |
1.0% |
44% |
False |
False |
91,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,560 |
2.618 |
14,097 |
1.618 |
13,813 |
1.000 |
13,637 |
0.618 |
13,529 |
HIGH |
13,353 |
0.618 |
13,245 |
0.500 |
13,211 |
0.382 |
13,178 |
LOW |
13,069 |
0.618 |
12,894 |
1.000 |
12,785 |
1.618 |
12,610 |
2.618 |
12,326 |
4.250 |
11,862 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,211 |
13,244 |
PP |
13,172 |
13,194 |
S1 |
13,134 |
13,145 |
|