Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,100.0 |
6,188.0 |
88.0 |
1.4% |
6,101.0 |
High |
6,166.0 |
6,243.0 |
77.0 |
1.2% |
6,313.0 |
Low |
6,070.5 |
6,135.0 |
64.5 |
1.1% |
6,050.5 |
Close |
6,144.0 |
6,220.5 |
76.5 |
1.2% |
6,239.5 |
Range |
95.5 |
108.0 |
12.5 |
13.1% |
262.5 |
ATR |
128.7 |
127.2 |
-1.5 |
-1.1% |
0.0 |
Volume |
96,610 |
114,469 |
17,859 |
18.5% |
736,342 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,523.5 |
6,480.0 |
6,280.0 |
|
R3 |
6,415.5 |
6,372.0 |
6,250.0 |
|
R2 |
6,307.5 |
6,307.5 |
6,240.5 |
|
R1 |
6,264.0 |
6,264.0 |
6,230.5 |
6,286.0 |
PP |
6,199.5 |
6,199.5 |
6,199.5 |
6,210.5 |
S1 |
6,156.0 |
6,156.0 |
6,210.5 |
6,178.0 |
S2 |
6,091.5 |
6,091.5 |
6,200.5 |
|
S3 |
5,983.5 |
6,048.0 |
6,191.0 |
|
S4 |
5,875.5 |
5,940.0 |
6,161.0 |
|
|
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 |
6,265.0 |
6,070.5 |
194.5 |
3.1% |
93.5 |
1.5% |
77% |
False |
False |
75,451 |
10 |
6,313.0 |
5,840.0 |
473.0 |
7.6% |
121.5 |
2.0% |
80% |
False |
False |
125,102 |
20 |
6,425.0 |
5,840.0 |
585.0 |
9.4% |
125.0 |
2.0% |
65% |
False |
False |
132,955 |
40 |
6,772.0 |
5,840.0 |
932.0 |
15.0% |
109.0 |
1.8% |
41% |
False |
False |
124,056 |
60 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
95.0 |
1.5% |
40% |
False |
False |
115,552 |
80 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
85.0 |
1.4% |
40% |
False |
False |
87,380 |
100 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
74.0 |
1.2% |
40% |
False |
False |
69,930 |
120 |
6,796.0 |
5,840.0 |
956.0 |
15.4% |
69.0 |
1.1% |
40% |
False |
False |
58,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,702.0 |
2.618 |
6,525.5 |
1.618 |
6,417.5 |
1.000 |
6,351.0 |
0.618 |
6,309.5 |
HIGH |
6,243.0 |
0.618 |
6,201.5 |
0.500 |
6,189.0 |
0.382 |
6,176.5 |
LOW |
6,135.0 |
0.618 |
6,068.5 |
1.000 |
6,027.0 |
1.618 |
5,960.5 |
2.618 |
5,852.5 |
4.250 |
5,676.0 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,210.0 |
6,199.0 |
PP |
6,199.5 |
6,178.0 |
S1 |
6,189.0 |
6,157.0 |
|