Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,199.5 |
6,123.0 |
-76.5 |
-1.2% |
6,168.5 |
High |
6,206.5 |
6,253.5 |
47.0 |
0.8% |
6,425.0 |
Low |
6,045.0 |
6,114.0 |
69.0 |
1.1% |
6,045.0 |
Close |
6,062.5 |
6,245.5 |
183.0 |
3.0% |
6,062.5 |
Range |
161.5 |
139.5 |
-22.0 |
-13.6% |
380.0 |
ATR |
121.4 |
126.3 |
5.0 |
4.1% |
0.0 |
Volume |
192,919 |
234,514 |
41,595 |
21.6% |
656,075 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,623.0 |
6,573.5 |
6,322.0 |
|
R3 |
6,483.5 |
6,434.0 |
6,284.0 |
|
R2 |
6,344.0 |
6,344.0 |
6,271.0 |
|
R1 |
6,294.5 |
6,294.5 |
6,258.5 |
6,319.0 |
PP |
6,204.5 |
6,204.5 |
6,204.5 |
6,216.5 |
S1 |
6,155.0 |
6,155.0 |
6,232.5 |
6,180.0 |
S2 |
6,065.0 |
6,065.0 |
6,220.0 |
|
S3 |
5,925.5 |
6,015.5 |
6,207.0 |
|
S4 |
5,786.0 |
5,876.0 |
6,169.0 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,317.5 |
7,070.0 |
6,271.5 |
|
R3 |
6,937.5 |
6,690.0 |
6,167.0 |
|
R2 |
6,557.5 |
6,557.5 |
6,132.0 |
|
R1 |
6,310.0 |
6,310.0 |
6,097.5 |
6,244.0 |
PP |
6,177.5 |
6,177.5 |
6,177.5 |
6,144.5 |
S1 |
5,930.0 |
5,930.0 |
6,027.5 |
5,864.0 |
S2 |
5,797.5 |
5,797.5 |
5,993.0 |
|
S3 |
5,417.5 |
5,550.0 |
5,958.0 |
|
S4 |
5,037.5 |
5,170.0 |
5,853.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,425.0 |
6,045.0 |
380.0 |
6.1% |
133.5 |
2.1% |
53% |
False |
False |
156,289 |
10 |
6,425.0 |
6,045.0 |
380.0 |
6.1% |
117.5 |
1.9% |
53% |
False |
False |
148,682 |
20 |
6,712.5 |
6,045.0 |
667.5 |
10.7% |
113.0 |
1.8% |
30% |
False |
False |
135,344 |
40 |
6,772.0 |
6,045.0 |
727.0 |
11.6% |
89.0 |
1.4% |
28% |
False |
False |
110,851 |
60 |
6,796.0 |
6,045.0 |
751.0 |
12.0% |
80.0 |
1.3% |
27% |
False |
False |
88,878 |
80 |
6,796.0 |
6,045.0 |
751.0 |
12.0% |
69.0 |
1.1% |
27% |
False |
False |
66,740 |
100 |
6,796.0 |
6,045.0 |
751.0 |
12.0% |
62.5 |
1.0% |
27% |
False |
False |
53,460 |
120 |
6,796.0 |
6,045.0 |
751.0 |
12.0% |
57.0 |
0.9% |
27% |
False |
False |
44,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,846.5 |
2.618 |
6,618.5 |
1.618 |
6,479.0 |
1.000 |
6,393.0 |
0.618 |
6,339.5 |
HIGH |
6,253.5 |
0.618 |
6,200.0 |
0.500 |
6,184.0 |
0.382 |
6,167.5 |
LOW |
6,114.0 |
0.618 |
6,028.0 |
1.000 |
5,974.5 |
1.618 |
5,888.5 |
2.618 |
5,749.0 |
4.250 |
5,521.0 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,225.0 |
6,235.0 |
PP |
6,204.5 |
6,225.0 |
S1 |
6,184.0 |
6,215.0 |
|