Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,217.0 |
6,233.0 |
16.0 |
0.3% |
6,101.0 |
High |
6,265.0 |
6,239.0 |
-26.0 |
-0.4% |
6,313.0 |
Low |
6,202.5 |
6,100.5 |
-102.0 |
-1.6% |
6,050.5 |
Close |
6,239.5 |
6,117.0 |
-122.5 |
-2.0% |
6,239.5 |
Range |
62.5 |
138.5 |
76.0 |
121.6% |
262.5 |
ATR |
130.7 |
131.3 |
0.6 |
0.5% |
0.0 |
Volume |
0 |
69,558 |
69,558 |
|
736,342 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,567.5 |
6,481.0 |
6,193.0 |
|
R3 |
6,429.0 |
6,342.5 |
6,155.0 |
|
R2 |
6,290.5 |
6,290.5 |
6,142.5 |
|
R1 |
6,204.0 |
6,204.0 |
6,129.5 |
6,178.0 |
PP |
6,152.0 |
6,152.0 |
6,152.0 |
6,139.0 |
S1 |
6,065.5 |
6,065.5 |
6,104.5 |
6,039.5 |
S2 |
6,013.5 |
6,013.5 |
6,091.5 |
|
S3 |
5,875.0 |
5,927.0 |
6,079.0 |
|
S4 |
5,736.5 |
5,788.5 |
6,041.0 |
|
|
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 |
6,100.5 |
212.5 |
3.5% |
96.0 |
1.6% |
8% |
False |
True |
79,209 |
10 |
6,313.0 |
5,840.0 |
473.0 |
7.7% |
128.5 |
2.1% |
59% |
False |
False |
130,483 |
20 |
6,425.0 |
5,840.0 |
585.0 |
9.6% |
124.0 |
2.0% |
47% |
False |
False |
139,213 |
40 |
6,772.0 |
5,840.0 |
932.0 |
15.2% |
107.0 |
1.7% |
30% |
False |
False |
121,379 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
95.5 |
1.6% |
29% |
False |
False |
112,541 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
84.0 |
1.4% |
29% |
False |
False |
84,744 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
72.5 |
1.2% |
29% |
False |
False |
67,826 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
67.5 |
1.1% |
29% |
False |
False |
56,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,827.5 |
2.618 |
6,601.5 |
1.618 |
6,463.0 |
1.000 |
6,377.5 |
0.618 |
6,324.5 |
HIGH |
6,239.0 |
0.618 |
6,186.0 |
0.500 |
6,170.0 |
0.382 |
6,153.5 |
LOW |
6,100.5 |
0.618 |
6,015.0 |
1.000 |
5,962.0 |
1.618 |
5,876.5 |
2.618 |
5,738.0 |
4.250 |
5,512.0 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,170.0 |
6,183.0 |
PP |
6,152.0 |
6,161.0 |
S1 |
6,134.5 |
6,139.0 |
|