Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,091 |
13,318 |
227 |
1.7% |
13,069 |
High |
13,325 |
13,340 |
15 |
0.1% |
13,418 |
Low |
13,064 |
13,205 |
141 |
1.1% |
13,023 |
Close |
13,311 |
13,279 |
-32 |
-0.2% |
13,407 |
Range |
261 |
135 |
-126 |
-48.3% |
395 |
ATR |
233 |
226 |
-7 |
-3.0% |
0 |
Volume |
166,064 |
161,960 |
-4,104 |
-2.5% |
934,878 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,680 |
13,614 |
13,353 |
|
R3 |
13,545 |
13,479 |
13,316 |
|
R2 |
13,410 |
13,410 |
13,304 |
|
R1 |
13,344 |
13,344 |
13,292 |
13,310 |
PP |
13,275 |
13,275 |
13,275 |
13,257 |
S1 |
13,209 |
13,209 |
13,267 |
13,175 |
S2 |
13,140 |
13,140 |
13,254 |
|
S3 |
13,005 |
13,074 |
13,242 |
|
S4 |
12,870 |
12,939 |
13,205 |
|
|
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% |
193 |
1.5% |
61% |
False |
False |
137,628 |
10 |
13,419 |
12,747 |
672 |
5.1% |
216 |
1.6% |
79% |
False |
False |
190,186 |
20 |
13,740 |
12,555 |
1,185 |
8.9% |
251 |
1.9% |
61% |
False |
False |
232,394 |
40 |
14,097 |
12,555 |
1,542 |
11.6% |
222 |
1.7% |
47% |
False |
False |
207,811 |
60 |
14,097 |
12,555 |
1,542 |
11.6% |
201 |
1.5% |
47% |
False |
False |
187,838 |
80 |
14,097 |
12,555 |
1,542 |
11.6% |
176 |
1.3% |
47% |
False |
False |
141,033 |
100 |
14,097 |
12,555 |
1,542 |
11.6% |
155 |
1.2% |
47% |
False |
False |
112,835 |
120 |
14,097 |
12,320 |
1,777 |
13.4% |
134 |
1.0% |
54% |
False |
False |
94,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,914 |
2.618 |
13,694 |
1.618 |
13,559 |
1.000 |
13,475 |
0.618 |
13,424 |
HIGH |
13,340 |
0.618 |
13,289 |
0.500 |
13,273 |
0.382 |
13,257 |
LOW |
13,205 |
0.618 |
13,122 |
1.000 |
13,070 |
1.618 |
12,987 |
2.618 |
12,852 |
4.250 |
12,631 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,277 |
13,256 |
PP |
13,275 |
13,232 |
S1 |
13,273 |
13,209 |
|