Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,448.7 |
1,450.4 |
1.7 |
0.1% |
1,454.4 |
High |
1,460.0 |
1,469.0 |
9.0 |
0.6% |
1,472.5 |
Low |
1,440.0 |
1,448.7 |
8.7 |
0.6% |
1,375.0 |
Close |
1,450.3 |
1,468.7 |
18.4 |
1.3% |
1,449.9 |
Range |
20.0 |
20.3 |
0.3 |
1.5% |
97.5 |
ATR |
32.1 |
31.3 |
-0.8 |
-2.6% |
0.0 |
Volume |
52,726 |
54,965 |
2,239 |
4.2% |
400,675 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.0 |
1,516.2 |
1,479.9 |
|
R3 |
1,502.7 |
1,495.9 |
1,474.3 |
|
R2 |
1,482.4 |
1,482.4 |
1,472.4 |
|
R1 |
1,475.6 |
1,475.6 |
1,470.6 |
1,479.0 |
PP |
1,462.1 |
1,462.1 |
1,462.1 |
1,463.9 |
S1 |
1,455.3 |
1,455.3 |
1,466.8 |
1,458.7 |
S2 |
1,441.8 |
1,441.8 |
1,465.0 |
|
S3 |
1,421.5 |
1,435.0 |
1,463.1 |
|
S4 |
1,401.2 |
1,414.7 |
1,457.5 |
|
|
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 |
6.4% |
36.5 |
2.5% |
99% |
False |
False |
74,887 |
10 |
1,504.4 |
1,375.0 |
129.4 |
8.8% |
35.5 |
2.4% |
72% |
False |
False |
73,389 |
20 |
1,529.4 |
1,375.0 |
154.4 |
10.5% |
36.1 |
2.5% |
61% |
False |
False |
64,682 |
40 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
26.8 |
1.8% |
49% |
False |
False |
48,792 |
60 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
23.7 |
1.6% |
49% |
False |
False |
52,750 |
80 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
20.1 |
1.4% |
49% |
False |
False |
40,275 |
100 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
17.3 |
1.2% |
49% |
False |
False |
32,299 |
120 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
15.5 |
1.1% |
49% |
False |
False |
26,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,555.3 |
2.618 |
1,522.1 |
1.618 |
1,501.8 |
1.000 |
1,489.3 |
0.618 |
1,481.5 |
HIGH |
1,469.0 |
0.618 |
1,461.2 |
0.500 |
1,458.9 |
0.382 |
1,456.5 |
LOW |
1,448.7 |
0.618 |
1,436.2 |
1.000 |
1,428.4 |
1.618 |
1,415.9 |
2.618 |
1,395.6 |
4.250 |
1,362.4 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,465.4 |
1,463.1 |
PP |
1,462.1 |
1,457.6 |
S1 |
1,458.9 |
1,452.0 |
|