| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,130.0 |
6,138.0 |
8.0 |
0.1% |
5,780.0 |
| High |
6,184.0 |
6,141.0 |
-43.0 |
-0.7% |
6,184.0 |
| Low |
6,110.0 |
6,071.0 |
-39.0 |
-0.6% |
5,751.0 |
| Close |
6,184.0 |
6,092.0 |
-92.0 |
-1.5% |
6,092.0 |
| Range |
74.0 |
70.0 |
-4.0 |
-5.4% |
433.0 |
| ATR |
140.7 |
138.7 |
-2.0 |
-1.4% |
0.0 |
| Volume |
35,563 |
30,567 |
-4,996 |
-14.0% |
169,646 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,311.3 |
6,271.7 |
6,130.5 |
|
| R3 |
6,241.3 |
6,201.7 |
6,111.3 |
|
| R2 |
6,171.3 |
6,171.3 |
6,104.8 |
|
| R1 |
6,131.7 |
6,131.7 |
6,098.4 |
6,116.5 |
| PP |
6,101.3 |
6,101.3 |
6,101.3 |
6,093.8 |
| S1 |
6,061.7 |
6,061.7 |
6,085.6 |
6,046.5 |
| S2 |
6,031.3 |
6,031.3 |
6,079.2 |
|
| S3 |
5,961.3 |
5,991.7 |
6,072.8 |
|
| S4 |
5,891.3 |
5,921.7 |
6,053.5 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,308.0 |
7,133.0 |
6,330.2 |
|
| R3 |
6,875.0 |
6,700.0 |
6,211.1 |
|
| R2 |
6,442.0 |
6,442.0 |
6,171.4 |
|
| R1 |
6,267.0 |
6,267.0 |
6,131.7 |
6,354.5 |
| PP |
6,009.0 |
6,009.0 |
6,009.0 |
6,052.8 |
| S1 |
5,834.0 |
5,834.0 |
6,052.3 |
5,921.5 |
| S2 |
5,576.0 |
5,576.0 |
6,012.6 |
|
| S3 |
5,143.0 |
5,401.0 |
5,972.9 |
|
| S4 |
4,710.0 |
4,968.0 |
5,853.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,184.0 |
5,751.0 |
433.0 |
7.1% |
113.4 |
1.9% |
79% |
False |
False |
33,929 |
| 10 |
6,184.0 |
5,535.0 |
649.0 |
10.7% |
128.7 |
2.1% |
86% |
False |
False |
37,077 |
| 20 |
6,184.0 |
5,535.0 |
649.0 |
10.7% |
111.4 |
1.8% |
86% |
False |
False |
34,417 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
15.1% |
80.4 |
1.3% |
61% |
False |
False |
26,479 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
15.1% |
70.2 |
1.2% |
61% |
False |
False |
25,776 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
15.1% |
61.0 |
1.0% |
61% |
False |
False |
19,382 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
15.1% |
51.7 |
0.8% |
61% |
False |
False |
15,521 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
15.1% |
46.1 |
0.8% |
61% |
False |
False |
12,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,438.5 |
|
2.618 |
6,324.3 |
|
1.618 |
6,254.3 |
|
1.000 |
6,211.0 |
|
0.618 |
6,184.3 |
|
HIGH |
6,141.0 |
|
0.618 |
6,114.3 |
|
0.500 |
6,106.0 |
|
0.382 |
6,097.7 |
|
LOW |
6,071.0 |
|
0.618 |
6,027.7 |
|
1.000 |
6,001.0 |
|
1.618 |
5,957.7 |
|
2.618 |
5,887.7 |
|
4.250 |
5,773.5 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,106.0 |
6,080.7 |
| PP |
6,101.3 |
6,069.3 |
| S1 |
6,096.7 |
6,058.0 |
|