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 |
6,217.0 |
6,217.0 |
0.0 |
0.0% |
6,101.0 |
High |
6,265.0 |
6,265.0 |
0.0 |
0.0% |
6,313.0 |
Low |
6,202.5 |
6,202.5 |
0.0 |
0.0% |
6,050.5 |
Close |
6,239.5 |
6,239.5 |
0.0 |
0.0% |
6,239.5 |
Range |
62.5 |
62.5 |
0.0 |
0.0% |
262.5 |
ATR |
135.9 |
130.7 |
-5.2 |
-3.9% |
0.0 |
Volume |
96,620 |
0 |
-96,620 |
-100.0% |
736,342 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,423.0 |
6,394.0 |
6,274.0 |
|
R3 |
6,360.5 |
6,331.5 |
6,256.5 |
|
R2 |
6,298.0 |
6,298.0 |
6,251.0 |
|
R1 |
6,269.0 |
6,269.0 |
6,245.0 |
6,283.5 |
PP |
6,235.5 |
6,235.5 |
6,235.5 |
6,243.0 |
S1 |
6,206.5 |
6,206.5 |
6,234.0 |
6,221.0 |
S2 |
6,173.0 |
6,173.0 |
6,228.0 |
|
S3 |
6,110.5 |
6,144.0 |
6,222.5 |
|
S4 |
6,048.0 |
6,081.5 |
6,205.0 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,988.5 |
6,876.5 |
6,384.0 |
|
R3 |
6,726.0 |
6,614.0 |
6,311.5 |
|
R2 |
6,463.5 |
6,463.5 |
6,287.5 |
|
R1 |
6,351.5 |
6,351.5 |
6,263.5 |
6,407.5 |
PP |
6,201.0 |
6,201.0 |
6,201.0 |
6,229.0 |
S1 |
6,089.0 |
6,089.0 |
6,215.5 |
6,145.0 |
S2 |
5,938.5 |
5,938.5 |
6,191.5 |
|
S3 |
5,676.0 |
5,826.5 |
6,167.5 |
|
S4 |
5,413.5 |
5,564.0 |
6,095.0 |
|
|
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 |
6,050.5 |
262.5 |
4.2% |
88.0 |
1.4% |
72% |
False |
False |
87,998 |
10 |
6,313.0 |
5,840.0 |
473.0 |
7.6% |
128.5 |
2.1% |
84% |
False |
False |
137,129 |
20 |
6,425.0 |
5,840.0 |
585.0 |
9.4% |
123.0 |
2.0% |
68% |
False |
False |
142,905 |
40 |
6,772.0 |
5,840.0 |
932.0 |
14.9% |
104.5 |
1.7% |
43% |
False |
False |
121,813 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
94.5 |
1.5% |
42% |
False |
False |
111,420 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
82.0 |
1.3% |
42% |
False |
False |
83,875 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
71.5 |
1.1% |
42% |
False |
False |
67,135 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.3% |
66.5 |
1.1% |
42% |
False |
False |
55,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,530.5 |
2.618 |
6,428.5 |
1.618 |
6,366.0 |
1.000 |
6,327.5 |
0.618 |
6,303.5 |
HIGH |
6,265.0 |
0.618 |
6,241.0 |
0.500 |
6,234.0 |
0.382 |
6,226.5 |
LOW |
6,202.5 |
0.618 |
6,164.0 |
1.000 |
6,140.0 |
1.618 |
6,101.5 |
2.618 |
6,039.0 |
4.250 |
5,937.0 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,237.5 |
6,254.0 |
PP |
6,235.5 |
6,249.0 |
S1 |
6,234.0 |
6,244.5 |
|