Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,424.8 |
1,448.9 |
24.1 |
1.7% |
1,454.4 |
High |
1,469.7 |
1,457.0 |
-12.7 |
-0.9% |
1,472.5 |
Low |
1,399.5 |
1,435.0 |
35.5 |
2.5% |
1,375.0 |
Close |
1,449.9 |
1,449.1 |
-0.8 |
-0.1% |
1,449.9 |
Range |
70.2 |
22.0 |
-48.2 |
-68.7% |
97.5 |
ATR |
33.9 |
33.0 |
-0.8 |
-2.5% |
0.0 |
Volume |
95,963 |
98,909 |
2,946 |
3.1% |
400,675 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.0 |
1,503.1 |
1,461.2 |
|
R3 |
1,491.0 |
1,481.1 |
1,455.2 |
|
R2 |
1,469.0 |
1,469.0 |
1,453.1 |
|
R1 |
1,459.1 |
1,459.1 |
1,451.1 |
1,464.1 |
PP |
1,447.0 |
1,447.0 |
1,447.0 |
1,449.5 |
S1 |
1,437.1 |
1,437.1 |
1,447.1 |
1,442.1 |
S2 |
1,425.0 |
1,425.0 |
1,445.1 |
|
S3 |
1,403.0 |
1,415.1 |
1,443.1 |
|
S4 |
1,381.0 |
1,393.1 |
1,437.0 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.0 |
1,684.9 |
1,503.5 |
|
R3 |
1,627.5 |
1,587.4 |
1,476.7 |
|
R2 |
1,530.0 |
1,530.0 |
1,467.8 |
|
R1 |
1,489.9 |
1,489.9 |
1,458.8 |
1,461.2 |
PP |
1,432.5 |
1,432.5 |
1,432.5 |
1,418.1 |
S1 |
1,392.4 |
1,392.4 |
1,441.0 |
1,363.7 |
S2 |
1,335.0 |
1,335.0 |
1,432.0 |
|
S3 |
1,237.5 |
1,294.9 |
1,423.1 |
|
S4 |
1,140.0 |
1,197.4 |
1,396.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,469.7 |
1,375.0 |
94.7 |
6.5% |
42.5 |
2.9% |
78% |
False |
False |
77,535 |
10 |
1,510.0 |
1,375.0 |
135.0 |
9.3% |
37.7 |
2.6% |
55% |
False |
False |
73,574 |
20 |
1,551.7 |
1,375.0 |
176.7 |
12.2% |
36.9 |
2.5% |
42% |
False |
False |
62,717 |
40 |
1,566.3 |
1,375.0 |
191.3 |
13.2% |
26.9 |
1.9% |
39% |
False |
False |
47,877 |
60 |
1,566.3 |
1,375.0 |
191.3 |
13.2% |
23.2 |
1.6% |
39% |
False |
False |
51,097 |
80 |
1,566.3 |
1,375.0 |
191.3 |
13.2% |
19.7 |
1.4% |
39% |
False |
False |
38,932 |
100 |
1,566.3 |
1,375.0 |
191.3 |
13.2% |
17.0 |
1.2% |
39% |
False |
False |
31,229 |
120 |
1,566.3 |
1,375.0 |
191.3 |
13.2% |
15.3 |
1.1% |
39% |
False |
False |
26,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.5 |
2.618 |
1,514.6 |
1.618 |
1,492.6 |
1.000 |
1,479.0 |
0.618 |
1,470.6 |
HIGH |
1,457.0 |
0.618 |
1,448.6 |
0.500 |
1,446.0 |
0.382 |
1,443.4 |
LOW |
1,435.0 |
0.618 |
1,421.4 |
1.000 |
1,413.0 |
1.618 |
1,399.4 |
2.618 |
1,377.4 |
4.250 |
1,341.5 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,448.1 |
1,440.2 |
PP |
1,447.0 |
1,431.3 |
S1 |
1,446.0 |
1,422.4 |
|