Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
5,780.0 |
5,922.0 |
142.0 |
2.5% |
5,960.0 |
High |
5,927.0 |
5,997.0 |
70.0 |
1.2% |
6,025.0 |
Low |
5,751.0 |
5,864.0 |
113.0 |
2.0% |
5,535.0 |
Close |
5,902.0 |
5,968.0 |
66.0 |
1.1% |
5,585.0 |
Range |
176.0 |
133.0 |
-43.0 |
-24.4% |
490.0 |
ATR |
141.4 |
140.8 |
-0.6 |
-0.4% |
0.0 |
Volume |
44,316 |
33,442 |
-10,874 |
-24.5% |
201,133 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,342.0 |
6,288.0 |
6,041.2 |
|
R3 |
6,209.0 |
6,155.0 |
6,004.6 |
|
R2 |
6,076.0 |
6,076.0 |
5,992.4 |
|
R1 |
6,022.0 |
6,022.0 |
5,980.2 |
6,049.0 |
PP |
5,943.0 |
5,943.0 |
5,943.0 |
5,956.5 |
S1 |
5,889.0 |
5,889.0 |
5,955.8 |
5,916.0 |
S2 |
5,810.0 |
5,810.0 |
5,943.6 |
|
S3 |
5,677.0 |
5,756.0 |
5,931.4 |
|
S4 |
5,544.0 |
5,623.0 |
5,894.9 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,185.0 |
6,875.0 |
5,854.5 |
|
R3 |
6,695.0 |
6,385.0 |
5,719.8 |
|
R2 |
6,205.0 |
6,205.0 |
5,674.8 |
|
R1 |
5,895.0 |
5,895.0 |
5,629.9 |
5,805.0 |
PP |
5,715.0 |
5,715.0 |
5,715.0 |
5,670.0 |
S1 |
5,405.0 |
5,405.0 |
5,540.1 |
5,315.0 |
S2 |
5,225.0 |
5,225.0 |
5,495.2 |
|
S3 |
4,735.0 |
4,915.0 |
5,450.3 |
|
S4 |
4,245.0 |
4,425.0 |
5,315.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,997.0 |
5,535.0 |
462.0 |
7.7% |
170.2 |
2.9% |
94% |
True |
False |
44,689 |
10 |
6,153.0 |
5,535.0 |
618.0 |
10.4% |
127.2 |
2.1% |
70% |
False |
False |
36,429 |
20 |
6,344.0 |
5,535.0 |
809.0 |
13.6% |
109.5 |
1.8% |
54% |
False |
False |
34,059 |
40 |
6,452.0 |
5,535.0 |
917.0 |
15.4% |
79.7 |
1.3% |
47% |
False |
False |
26,222 |
60 |
6,452.0 |
5,535.0 |
917.0 |
15.4% |
68.9 |
1.2% |
47% |
False |
False |
24,252 |
80 |
6,452.0 |
5,535.0 |
917.0 |
15.4% |
58.6 |
1.0% |
47% |
False |
False |
18,234 |
100 |
6,452.0 |
5,535.0 |
917.0 |
15.4% |
50.1 |
0.8% |
47% |
False |
False |
14,602 |
120 |
6,452.0 |
5,535.0 |
917.0 |
15.4% |
45.2 |
0.8% |
47% |
False |
False |
12,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,562.3 |
2.618 |
6,345.2 |
1.618 |
6,212.2 |
1.000 |
6,130.0 |
0.618 |
6,079.2 |
HIGH |
5,997.0 |
0.618 |
5,946.2 |
0.500 |
5,930.5 |
0.382 |
5,914.8 |
LOW |
5,864.0 |
0.618 |
5,781.8 |
1.000 |
5,731.0 |
1.618 |
5,648.8 |
2.618 |
5,515.8 |
4.250 |
5,298.8 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,955.5 |
5,908.8 |
PP |
5,943.0 |
5,849.7 |
S1 |
5,930.5 |
5,790.5 |
|