Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,318 |
13,290 |
-28 |
-0.2% |
13,401 |
High |
13,340 |
13,454 |
114 |
0.9% |
13,454 |
Low |
13,205 |
13,276 |
71 |
0.5% |
13,064 |
Close |
13,279 |
13,364 |
85 |
0.6% |
13,364 |
Range |
135 |
178 |
43 |
31.9% |
390 |
ATR |
226 |
223 |
-3 |
-1.5% |
0 |
Volume |
161,960 |
188,756 |
26,796 |
16.5% |
745,772 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,899 |
13,809 |
13,462 |
|
R3 |
13,721 |
13,631 |
13,413 |
|
R2 |
13,543 |
13,543 |
13,397 |
|
R1 |
13,453 |
13,453 |
13,380 |
13,498 |
PP |
13,365 |
13,365 |
13,365 |
13,387 |
S1 |
13,275 |
13,275 |
13,348 |
13,320 |
S2 |
13,187 |
13,187 |
13,331 |
|
S3 |
13,009 |
13,097 |
13,315 |
|
S4 |
12,831 |
12,919 |
13,266 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,464 |
14,304 |
13,579 |
|
R3 |
14,074 |
13,914 |
13,471 |
|
R2 |
13,684 |
13,684 |
13,436 |
|
R1 |
13,524 |
13,524 |
13,400 |
13,409 |
PP |
13,294 |
13,294 |
13,294 |
13,237 |
S1 |
13,134 |
13,134 |
13,328 |
13,019 |
S2 |
12,904 |
12,904 |
13,293 |
|
S3 |
12,514 |
12,744 |
13,257 |
|
S4 |
12,124 |
12,354 |
13,150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,454 |
13,064 |
390 |
2.9% |
188 |
1.4% |
77% |
True |
False |
149,154 |
10 |
13,454 |
13,023 |
431 |
3.2% |
183 |
1.4% |
79% |
True |
False |
168,065 |
20 |
13,740 |
12,555 |
1,185 |
8.9% |
243 |
1.8% |
68% |
False |
False |
230,401 |
40 |
14,097 |
12,555 |
1,542 |
11.5% |
224 |
1.7% |
52% |
False |
False |
210,162 |
60 |
14,097 |
12,555 |
1,542 |
11.5% |
199 |
1.5% |
52% |
False |
False |
190,832 |
80 |
14,097 |
12,555 |
1,542 |
11.5% |
177 |
1.3% |
52% |
False |
False |
143,392 |
100 |
14,097 |
12,555 |
1,542 |
11.5% |
156 |
1.2% |
52% |
False |
False |
114,722 |
120 |
14,097 |
12,320 |
1,777 |
13.3% |
136 |
1.0% |
59% |
False |
False |
95,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,211 |
2.618 |
13,920 |
1.618 |
13,742 |
1.000 |
13,632 |
0.618 |
13,564 |
HIGH |
13,454 |
0.618 |
13,386 |
0.500 |
13,365 |
0.382 |
13,344 |
LOW |
13,276 |
0.618 |
13,166 |
1.000 |
13,098 |
1.618 |
12,988 |
2.618 |
12,810 |
4.250 |
12,520 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,365 |
13,329 |
PP |
13,365 |
13,294 |
S1 |
13,364 |
13,259 |
|