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 |
6,148.5 |
6,130.0 |
-18.5 |
-0.3% |
6,123.0 |
High |
6,148.5 |
6,229.0 |
80.5 |
1.3% |
6,281.0 |
Low |
6,050.5 |
6,130.0 |
79.5 |
1.3% |
5,840.0 |
Close |
6,101.0 |
6,223.5 |
122.5 |
2.0% |
6,102.0 |
Range |
98.0 |
99.0 |
1.0 |
1.0% |
441.0 |
ATR |
144.6 |
143.4 |
-1.2 |
-0.8% |
0.0 |
Volume |
113,505 |
121,637 |
8,132 |
7.2% |
869,463 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,491.0 |
6,456.5 |
6,278.0 |
|
R3 |
6,392.0 |
6,357.5 |
6,250.5 |
|
R2 |
6,293.0 |
6,293.0 |
6,241.5 |
|
R1 |
6,258.5 |
6,258.5 |
6,232.5 |
6,276.0 |
PP |
6,194.0 |
6,194.0 |
6,194.0 |
6,203.0 |
S1 |
6,159.5 |
6,159.5 |
6,214.5 |
6,177.0 |
S2 |
6,095.0 |
6,095.0 |
6,205.5 |
|
S3 |
5,996.0 |
6,060.5 |
6,196.5 |
|
S4 |
5,897.0 |
5,961.5 |
6,169.0 |
|
|
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 |
6,229.0 |
5,840.0 |
389.0 |
6.3% |
163.5 |
2.6% |
99% |
True |
False |
181,087 |
10 |
6,384.5 |
5,840.0 |
544.5 |
8.7% |
148.5 |
2.4% |
70% |
False |
False |
172,172 |
20 |
6,479.0 |
5,840.0 |
639.0 |
10.3% |
134.0 |
2.2% |
60% |
False |
False |
160,663 |
40 |
6,772.0 |
5,840.0 |
932.0 |
15.0% |
103.0 |
1.7% |
41% |
False |
False |
124,015 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
92.5 |
1.5% |
40% |
False |
False |
108,205 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
80.0 |
1.3% |
40% |
False |
False |
81,316 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
70.5 |
1.1% |
40% |
False |
False |
65,096 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
64.5 |
1.0% |
40% |
False |
False |
54,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,650.0 |
2.618 |
6,488.0 |
1.618 |
6,389.0 |
1.000 |
6,328.0 |
0.618 |
6,290.0 |
HIGH |
6,229.0 |
0.618 |
6,191.0 |
0.500 |
6,179.5 |
0.382 |
6,168.0 |
LOW |
6,130.0 |
0.618 |
6,069.0 |
1.000 |
6,031.0 |
1.618 |
5,970.0 |
2.618 |
5,871.0 |
4.250 |
5,709.0 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,209.0 |
6,195.5 |
PP |
6,194.0 |
6,167.5 |
S1 |
6,179.5 |
6,140.0 |
|