Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,466.6 |
1,483.3 |
16.7 |
1.1% |
1,448.9 |
High |
1,483.9 |
1,483.4 |
-0.5 |
0.0% |
1,483.9 |
Low |
1,460.0 |
1,468.0 |
8.0 |
0.5% |
1,435.0 |
Close |
1,483.6 |
1,469.8 |
-13.8 |
-0.9% |
1,483.6 |
Range |
23.9 |
15.4 |
-8.5 |
-35.6% |
48.9 |
ATR |
30.4 |
29.4 |
-1.1 |
-3.5% |
0.0 |
Volume |
54,203 |
42,865 |
-11,338 |
-20.9% |
310,340 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.9 |
1,510.3 |
1,478.3 |
|
R3 |
1,504.5 |
1,494.9 |
1,474.0 |
|
R2 |
1,489.1 |
1,489.1 |
1,472.6 |
|
R1 |
1,479.5 |
1,479.5 |
1,471.2 |
1,476.6 |
PP |
1,473.7 |
1,473.7 |
1,473.7 |
1,472.3 |
S1 |
1,464.1 |
1,464.1 |
1,468.4 |
1,461.2 |
S2 |
1,458.3 |
1,458.3 |
1,467.0 |
|
S3 |
1,442.9 |
1,448.7 |
1,465.6 |
|
S4 |
1,427.5 |
1,433.3 |
1,461.3 |
|
|
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 |
1,440.0 |
43.9 |
3.0% |
21.2 |
1.4% |
68% |
False |
False |
50,859 |
10 |
1,483.9 |
1,375.0 |
108.9 |
7.4% |
31.9 |
2.2% |
87% |
False |
False |
64,197 |
20 |
1,510.0 |
1,375.0 |
135.0 |
9.2% |
33.1 |
2.3% |
70% |
False |
False |
63,282 |
40 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
26.8 |
1.8% |
50% |
False |
False |
49,691 |
60 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
24.2 |
1.6% |
50% |
False |
False |
54,233 |
80 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
20.7 |
1.4% |
50% |
False |
False |
42,090 |
100 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
17.8 |
1.2% |
50% |
False |
False |
33,739 |
120 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
15.9 |
1.1% |
50% |
False |
False |
28,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.9 |
2.618 |
1,523.7 |
1.618 |
1,508.3 |
1.000 |
1,498.8 |
0.618 |
1,492.9 |
HIGH |
1,483.4 |
0.618 |
1,477.5 |
0.500 |
1,475.7 |
0.382 |
1,473.9 |
LOW |
1,468.0 |
0.618 |
1,458.5 |
1.000 |
1,452.6 |
1.618 |
1,443.1 |
2.618 |
1,427.7 |
4.250 |
1,402.6 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,475.7 |
1,470.6 |
PP |
1,473.7 |
1,470.3 |
S1 |
1,471.8 |
1,470.1 |
|