Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,233.0 |
6,100.0 |
-133.0 |
-2.1% |
6,101.0 |
High |
6,239.0 |
6,166.0 |
-73.0 |
-1.2% |
6,313.0 |
Low |
6,100.5 |
6,070.5 |
-30.0 |
-0.5% |
6,050.5 |
Close |
6,117.0 |
6,144.0 |
27.0 |
0.4% |
6,239.5 |
Range |
138.5 |
95.5 |
-43.0 |
-31.0% |
262.5 |
ATR |
131.3 |
128.7 |
-2.6 |
-1.9% |
0.0 |
Volume |
69,558 |
96,610 |
27,052 |
38.9% |
736,342 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.5 |
6,374.0 |
6,196.5 |
|
R3 |
6,318.0 |
6,278.5 |
6,170.5 |
|
R2 |
6,222.5 |
6,222.5 |
6,161.5 |
|
R1 |
6,183.0 |
6,183.0 |
6,153.0 |
6,203.0 |
PP |
6,127.0 |
6,127.0 |
6,127.0 |
6,136.5 |
S1 |
6,087.5 |
6,087.5 |
6,135.0 |
6,107.0 |
S2 |
6,031.5 |
6,031.5 |
6,126.5 |
|
S3 |
5,936.0 |
5,992.0 |
6,117.5 |
|
S4 |
5,840.5 |
5,896.5 |
6,091.5 |
|
|
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 |
6,070.5 |
242.5 |
3.9% |
95.5 |
1.6% |
30% |
False |
True |
74,203 |
10 |
6,313.0 |
5,840.0 |
473.0 |
7.7% |
129.5 |
2.1% |
64% |
False |
False |
127,645 |
20 |
6,425.0 |
5,840.0 |
585.0 |
9.5% |
122.0 |
2.0% |
52% |
False |
False |
136,172 |
40 |
6,772.0 |
5,840.0 |
932.0 |
15.2% |
108.5 |
1.8% |
33% |
False |
False |
122,131 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
95.0 |
1.5% |
32% |
False |
False |
114,033 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
84.5 |
1.4% |
32% |
False |
False |
85,950 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
73.0 |
1.2% |
32% |
False |
False |
68,787 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
68.0 |
1.1% |
32% |
False |
False |
57,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,572.0 |
2.618 |
6,416.0 |
1.618 |
6,320.5 |
1.000 |
6,261.5 |
0.618 |
6,225.0 |
HIGH |
6,166.0 |
0.618 |
6,129.5 |
0.500 |
6,118.0 |
0.382 |
6,107.0 |
LOW |
6,070.5 |
0.618 |
6,011.5 |
1.000 |
5,975.0 |
1.618 |
5,916.0 |
2.618 |
5,820.5 |
4.250 |
5,664.5 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,135.5 |
6,168.0 |
PP |
6,127.0 |
6,160.0 |
S1 |
6,118.0 |
6,152.0 |
|