Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,351 |
13,091 |
-260 |
-1.9% |
13,069 |
High |
13,353 |
13,325 |
-28 |
-0.2% |
13,418 |
Low |
13,069 |
13,064 |
-5 |
0.0% |
13,023 |
Close |
13,095 |
13,311 |
216 |
1.6% |
13,407 |
Range |
284 |
261 |
-23 |
-8.1% |
395 |
ATR |
231 |
233 |
2 |
0.9% |
0 |
Volume |
112,736 |
166,064 |
53,328 |
47.3% |
934,878 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,016 |
13,925 |
13,455 |
|
R3 |
13,755 |
13,664 |
13,383 |
|
R2 |
13,494 |
13,494 |
13,359 |
|
R1 |
13,403 |
13,403 |
13,335 |
13,449 |
PP |
13,233 |
13,233 |
13,233 |
13,256 |
S1 |
13,142 |
13,142 |
13,287 |
13,188 |
S2 |
12,972 |
12,972 |
13,263 |
|
S3 |
12,711 |
12,881 |
13,239 |
|
S4 |
12,450 |
12,620 |
13,168 |
|
|
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 |
13,064 |
355 |
2.7% |
202 |
1.5% |
70% |
False |
True |
134,728 |
10 |
13,419 |
12,555 |
864 |
6.5% |
244 |
1.8% |
88% |
False |
False |
203,320 |
20 |
13,740 |
12,555 |
1,185 |
8.9% |
254 |
1.9% |
64% |
False |
False |
241,521 |
40 |
14,097 |
12,555 |
1,542 |
11.6% |
221 |
1.7% |
49% |
False |
False |
205,066 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
201 |
1.5% |
49% |
False |
False |
185,178 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
175 |
1.3% |
49% |
False |
False |
139,009 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
153 |
1.2% |
49% |
False |
False |
111,215 |
120 |
14,097 |
12,320 |
1,777 |
13.3% |
133 |
1.0% |
56% |
False |
False |
92,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,434 |
2.618 |
14,008 |
1.618 |
13,747 |
1.000 |
13,586 |
0.618 |
13,486 |
HIGH |
13,325 |
0.618 |
13,225 |
0.500 |
13,195 |
0.382 |
13,164 |
LOW |
13,064 |
0.618 |
12,903 |
1.000 |
12,803 |
1.618 |
12,642 |
2.618 |
12,381 |
4.250 |
11,955 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,272 |
13,288 |
PP |
13,233 |
13,265 |
S1 |
13,195 |
13,242 |
|