Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
5,960.0 |
6,014.0 |
54.0 |
0.9% |
5,894.0 |
High |
6,021.0 |
6,025.0 |
4.0 |
0.1% |
6,153.0 |
Low |
5,960.0 |
5,908.0 |
-52.0 |
-0.9% |
5,860.0 |
Close |
5,996.0 |
5,963.0 |
-33.0 |
-0.6% |
5,934.0 |
Range |
61.0 |
117.0 |
56.0 |
91.8% |
293.0 |
ATR |
102.5 |
103.5 |
1.0 |
1.0% |
0.0 |
Volume |
27,712 |
27,730 |
18 |
0.1% |
140,418 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,316.3 |
6,256.7 |
6,027.4 |
|
R3 |
6,199.3 |
6,139.7 |
5,995.2 |
|
R2 |
6,082.3 |
6,082.3 |
5,984.5 |
|
R1 |
6,022.7 |
6,022.7 |
5,973.7 |
5,994.0 |
PP |
5,965.3 |
5,965.3 |
5,965.3 |
5,951.0 |
S1 |
5,905.7 |
5,905.7 |
5,952.3 |
5,877.0 |
S2 |
5,848.3 |
5,848.3 |
5,941.6 |
|
S3 |
5,731.3 |
5,788.7 |
5,930.8 |
|
S4 |
5,614.3 |
5,671.7 |
5,898.7 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,861.3 |
6,690.7 |
6,095.2 |
|
R3 |
6,568.3 |
6,397.7 |
6,014.6 |
|
R2 |
6,275.3 |
6,275.3 |
5,987.7 |
|
R1 |
6,104.7 |
6,104.7 |
5,960.9 |
6,190.0 |
PP |
5,982.3 |
5,982.3 |
5,982.3 |
6,025.0 |
S1 |
5,811.7 |
5,811.7 |
5,907.1 |
5,897.0 |
S2 |
5,689.3 |
5,689.3 |
5,880.3 |
|
S3 |
5,396.3 |
5,518.7 |
5,853.4 |
|
S4 |
5,103.3 |
5,225.7 |
5,772.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,153.0 |
5,908.0 |
245.0 |
4.1% |
84.2 |
1.4% |
22% |
False |
True |
28,169 |
10 |
6,153.0 |
5,860.0 |
293.0 |
4.9% |
96.4 |
1.6% |
35% |
False |
False |
30,779 |
20 |
6,428.0 |
5,860.0 |
568.0 |
9.5% |
76.1 |
1.3% |
18% |
False |
False |
27,073 |
40 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
64.7 |
1.1% |
17% |
False |
False |
25,495 |
60 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
58.1 |
1.0% |
17% |
False |
False |
20,545 |
80 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
48.5 |
0.8% |
17% |
False |
False |
15,442 |
100 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
43.0 |
0.7% |
17% |
False |
False |
12,369 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.2% |
38.3 |
0.6% |
38% |
False |
False |
10,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,522.3 |
2.618 |
6,331.3 |
1.618 |
6,214.3 |
1.000 |
6,142.0 |
0.618 |
6,097.3 |
HIGH |
6,025.0 |
0.618 |
5,980.3 |
0.500 |
5,966.5 |
0.382 |
5,952.7 |
LOW |
5,908.0 |
0.618 |
5,835.7 |
1.000 |
5,791.0 |
1.618 |
5,718.7 |
2.618 |
5,601.7 |
4.250 |
5,410.8 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,966.5 |
5,966.5 |
PP |
5,965.3 |
5,965.3 |
S1 |
5,964.2 |
5,964.2 |
|