Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
5,922.0 |
5,950.0 |
28.0 |
0.5% |
5,960.0 |
High |
5,997.0 |
6,046.0 |
49.0 |
0.8% |
6,025.0 |
Low |
5,864.0 |
5,932.0 |
68.0 |
1.2% |
5,535.0 |
Close |
5,968.0 |
6,020.0 |
52.0 |
0.9% |
5,585.0 |
Range |
133.0 |
114.0 |
-19.0 |
-14.3% |
490.0 |
ATR |
140.8 |
138.9 |
-1.9 |
-1.4% |
0.0 |
Volume |
33,442 |
25,758 |
-7,684 |
-23.0% |
201,133 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,341.3 |
6,294.7 |
6,082.7 |
|
R3 |
6,227.3 |
6,180.7 |
6,051.4 |
|
R2 |
6,113.3 |
6,113.3 |
6,040.9 |
|
R1 |
6,066.7 |
6,066.7 |
6,030.5 |
6,090.0 |
PP |
5,999.3 |
5,999.3 |
5,999.3 |
6,011.0 |
S1 |
5,952.7 |
5,952.7 |
6,009.6 |
5,976.0 |
S2 |
5,885.3 |
5,885.3 |
5,999.1 |
|
S3 |
5,771.3 |
5,838.7 |
5,988.7 |
|
S4 |
5,657.3 |
5,724.7 |
5,957.3 |
|
|
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 |
6,046.0 |
5,535.0 |
511.0 |
8.5% |
166.8 |
2.8% |
95% |
True |
False |
41,824 |
10 |
6,153.0 |
5,535.0 |
618.0 |
10.3% |
129.7 |
2.2% |
78% |
False |
False |
36,273 |
20 |
6,343.0 |
5,535.0 |
808.0 |
13.4% |
113.8 |
1.9% |
60% |
False |
False |
34,286 |
40 |
6,452.0 |
5,535.0 |
917.0 |
15.2% |
79.6 |
1.3% |
53% |
False |
False |
26,062 |
60 |
6,452.0 |
5,535.0 |
917.0 |
15.2% |
69.6 |
1.2% |
53% |
False |
False |
24,680 |
80 |
6,452.0 |
5,535.0 |
917.0 |
15.2% |
60.0 |
1.0% |
53% |
False |
False |
18,556 |
100 |
6,452.0 |
5,535.0 |
917.0 |
15.2% |
51.1 |
0.8% |
53% |
False |
False |
14,860 |
120 |
6,452.0 |
5,535.0 |
917.0 |
15.2% |
45.8 |
0.8% |
53% |
False |
False |
12,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,530.5 |
2.618 |
6,344.5 |
1.618 |
6,230.5 |
1.000 |
6,160.0 |
0.618 |
6,116.5 |
HIGH |
6,046.0 |
0.618 |
6,002.5 |
0.500 |
5,989.0 |
0.382 |
5,975.5 |
LOW |
5,932.0 |
0.618 |
5,861.5 |
1.000 |
5,818.0 |
1.618 |
5,747.5 |
2.618 |
5,633.5 |
4.250 |
5,447.5 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,009.7 |
5,979.5 |
PP |
5,999.3 |
5,939.0 |
S1 |
5,989.0 |
5,898.5 |
|