| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,467.7 |
1,466.6 |
-1.1 |
-0.1% |
1,448.9 |
| High |
1,483.8 |
1,483.9 |
0.1 |
0.0% |
1,483.9 |
| Low |
1,457.2 |
1,460.0 |
2.8 |
0.2% |
1,435.0 |
| Close |
1,466.4 |
1,483.6 |
17.2 |
1.2% |
1,483.6 |
| Range |
26.6 |
23.9 |
-2.7 |
-10.2% |
48.9 |
| ATR |
30.9 |
30.4 |
-0.5 |
-1.6% |
0.0 |
| Volume |
49,537 |
54,203 |
4,666 |
9.4% |
310,340 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,547.5 |
1,539.5 |
1,496.7 |
|
| R3 |
1,523.6 |
1,515.6 |
1,490.2 |
|
| R2 |
1,499.7 |
1,499.7 |
1,488.0 |
|
| R1 |
1,491.7 |
1,491.7 |
1,485.8 |
1,495.7 |
| PP |
1,475.8 |
1,475.8 |
1,475.8 |
1,477.9 |
| S1 |
1,467.8 |
1,467.8 |
1,481.4 |
1,471.8 |
| S2 |
1,451.9 |
1,451.9 |
1,479.2 |
|
| S3 |
1,428.0 |
1,443.9 |
1,477.0 |
|
| S4 |
1,404.1 |
1,420.0 |
1,470.5 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.2 |
1,597.8 |
1,510.5 |
|
| R3 |
1,565.3 |
1,548.9 |
1,497.0 |
|
| R2 |
1,516.4 |
1,516.4 |
1,492.6 |
|
| R1 |
1,500.0 |
1,500.0 |
1,488.1 |
1,508.2 |
| PP |
1,467.5 |
1,467.5 |
1,467.5 |
1,471.6 |
| S1 |
1,451.1 |
1,451.1 |
1,479.1 |
1,459.3 |
| S2 |
1,418.6 |
1,418.6 |
1,474.6 |
|
| S3 |
1,369.7 |
1,402.2 |
1,470.2 |
|
| S4 |
1,320.8 |
1,353.3 |
1,456.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,483.9 |
1,435.0 |
48.9 |
3.3% |
22.6 |
1.5% |
99% |
True |
False |
62,068 |
| 10 |
1,483.9 |
1,375.0 |
108.9 |
7.3% |
32.2 |
2.2% |
100% |
True |
False |
71,101 |
| 20 |
1,510.0 |
1,375.0 |
135.0 |
9.1% |
33.8 |
2.3% |
80% |
False |
False |
64,376 |
| 40 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
27.0 |
1.8% |
57% |
False |
False |
49,372 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
24.0 |
1.6% |
57% |
False |
False |
53,850 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
20.6 |
1.4% |
57% |
False |
False |
41,556 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
17.7 |
1.2% |
57% |
False |
False |
33,311 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
15.8 |
1.1% |
57% |
False |
False |
27,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,585.5 |
|
2.618 |
1,546.5 |
|
1.618 |
1,522.6 |
|
1.000 |
1,507.8 |
|
0.618 |
1,498.7 |
|
HIGH |
1,483.9 |
|
0.618 |
1,474.8 |
|
0.500 |
1,472.0 |
|
0.382 |
1,469.1 |
|
LOW |
1,460.0 |
|
0.618 |
1,445.2 |
|
1.000 |
1,436.1 |
|
1.618 |
1,421.3 |
|
2.618 |
1,397.4 |
|
4.250 |
1,358.4 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,479.7 |
1,477.8 |
| PP |
1,475.8 |
1,472.1 |
| S1 |
1,472.0 |
1,466.3 |
|