Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,130.0 |
6,271.0 |
141.0 |
2.3% |
6,123.0 |
High |
6,229.0 |
6,313.0 |
84.0 |
1.3% |
6,281.0 |
Low |
6,130.0 |
6,195.0 |
65.0 |
1.1% |
5,840.0 |
Close |
6,223.5 |
6,236.0 |
12.5 |
0.2% |
6,102.0 |
Range |
99.0 |
118.0 |
19.0 |
19.2% |
441.0 |
ATR |
143.4 |
141.6 |
-1.8 |
-1.3% |
0.0 |
Volume |
121,637 |
108,231 |
-13,406 |
-11.0% |
869,463 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,602.0 |
6,537.0 |
6,301.0 |
|
R3 |
6,484.0 |
6,419.0 |
6,268.5 |
|
R2 |
6,366.0 |
6,366.0 |
6,257.5 |
|
R1 |
6,301.0 |
6,301.0 |
6,247.0 |
6,274.5 |
PP |
6,248.0 |
6,248.0 |
6,248.0 |
6,235.0 |
S1 |
6,183.0 |
6,183.0 |
6,225.0 |
6,156.5 |
S2 |
6,130.0 |
6,130.0 |
6,214.5 |
|
S3 |
6,012.0 |
6,065.0 |
6,203.5 |
|
S4 |
5,894.0 |
5,947.0 |
6,171.0 |
|
|
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 |
6,313.0 |
5,840.0 |
473.0 |
7.6% |
150.0 |
2.4% |
84% |
True |
False |
174,753 |
10 |
6,313.0 |
5,840.0 |
473.0 |
7.6% |
146.0 |
2.3% |
84% |
True |
False |
170,210 |
20 |
6,425.0 |
5,840.0 |
585.0 |
9.4% |
127.5 |
2.0% |
68% |
False |
False |
159,462 |
40 |
6,772.0 |
5,840.0 |
932.0 |
14.9% |
105.0 |
1.7% |
42% |
False |
False |
124,098 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
94.0 |
1.5% |
41% |
False |
False |
109,919 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
81.0 |
1.3% |
41% |
False |
False |
82,669 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
71.0 |
1.1% |
41% |
False |
False |
66,176 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
65.5 |
1.0% |
41% |
False |
False |
55,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,814.5 |
2.618 |
6,622.0 |
1.618 |
6,504.0 |
1.000 |
6,431.0 |
0.618 |
6,386.0 |
HIGH |
6,313.0 |
0.618 |
6,268.0 |
0.500 |
6,254.0 |
0.382 |
6,240.0 |
LOW |
6,195.0 |
0.618 |
6,122.0 |
1.000 |
6,077.0 |
1.618 |
6,004.0 |
2.618 |
5,886.0 |
4.250 |
5,693.5 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,254.0 |
6,218.0 |
PP |
6,248.0 |
6,200.0 |
S1 |
6,242.0 |
6,182.0 |
|