Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,003.0 |
5,887.5 |
-115.5 |
-1.9% |
6,123.0 |
High |
6,028.0 |
6,162.0 |
134.0 |
2.2% |
6,281.0 |
Low |
5,842.0 |
5,840.0 |
-2.0 |
0.0% |
5,840.0 |
Close |
5,893.0 |
6,102.0 |
209.0 |
3.5% |
6,102.0 |
Range |
186.0 |
322.0 |
136.0 |
73.1% |
441.0 |
ATR |
137.7 |
150.9 |
13.2 |
9.6% |
0.0 |
Volume |
139,904 |
234,043 |
94,139 |
67.3% |
869,463 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,000.5 |
6,873.5 |
6,279.0 |
|
R3 |
6,678.5 |
6,551.5 |
6,190.5 |
|
R2 |
6,356.5 |
6,356.5 |
6,161.0 |
|
R1 |
6,229.5 |
6,229.5 |
6,131.5 |
6,293.0 |
PP |
6,034.5 |
6,034.5 |
6,034.5 |
6,066.5 |
S1 |
5,907.5 |
5,907.5 |
6,072.5 |
5,971.0 |
S2 |
5,712.5 |
5,712.5 |
6,043.0 |
|
S3 |
5,390.5 |
5,585.5 |
6,013.5 |
|
S4 |
5,068.5 |
5,263.5 |
5,925.0 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,397.5 |
7,190.5 |
6,344.5 |
|
R3 |
6,956.5 |
6,749.5 |
6,223.5 |
|
R2 |
6,515.5 |
6,515.5 |
6,183.0 |
|
R1 |
6,308.5 |
6,308.5 |
6,142.5 |
6,191.5 |
PP |
6,074.5 |
6,074.5 |
6,074.5 |
6,016.0 |
S1 |
5,867.5 |
5,867.5 |
6,061.5 |
5,750.5 |
S2 |
5,633.5 |
5,633.5 |
6,021.0 |
|
S3 |
5,192.5 |
5,426.5 |
5,980.5 |
|
S4 |
4,751.5 |
4,985.5 |
5,859.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,281.0 |
5,840.0 |
441.0 |
7.2% |
174.5 |
2.9% |
59% |
False |
True |
173,892 |
10 |
6,425.0 |
5,840.0 |
585.0 |
9.6% |
149.0 |
2.4% |
45% |
False |
True |
152,553 |
20 |
6,643.5 |
5,840.0 |
803.5 |
13.2% |
132.0 |
2.2% |
33% |
False |
True |
149,331 |
40 |
6,772.0 |
5,840.0 |
932.0 |
15.3% |
100.0 |
1.6% |
28% |
False |
True |
117,326 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.7% |
89.5 |
1.5% |
27% |
False |
True |
99,402 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.7% |
77.0 |
1.3% |
27% |
False |
True |
74,673 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.7% |
68.5 |
1.1% |
27% |
False |
True |
59,792 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.7% |
62.5 |
1.0% |
27% |
False |
True |
49,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,530.5 |
2.618 |
7,005.0 |
1.618 |
6,683.0 |
1.000 |
6,484.0 |
0.618 |
6,361.0 |
HIGH |
6,162.0 |
0.618 |
6,039.0 |
0.500 |
6,001.0 |
0.382 |
5,963.0 |
LOW |
5,840.0 |
0.618 |
5,641.0 |
1.000 |
5,518.0 |
1.618 |
5,319.0 |
2.618 |
4,997.0 |
4.250 |
4,471.5 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,068.5 |
6,068.5 |
PP |
6,034.5 |
6,034.5 |
S1 |
6,001.0 |
6,001.0 |
|