Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,400.0 |
7,390.0 |
-10.0 |
-0.1% |
7,570.0 |
High |
7,498.0 |
7,602.0 |
104.0 |
1.4% |
7,602.5 |
Low |
7,310.0 |
7,307.0 |
-3.0 |
0.0% |
7,307.0 |
Close |
7,411.0 |
7,503.0 |
92.0 |
1.2% |
7,503.0 |
Range |
188.0 |
295.0 |
107.0 |
56.9% |
295.5 |
ATR |
158.8 |
168.5 |
9.7 |
6.1% |
0.0 |
Volume |
1,164 |
1,898 |
734 |
63.1% |
4,688 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,355.7 |
8,224.3 |
7,665.3 |
|
R3 |
8,060.7 |
7,929.3 |
7,584.1 |
|
R2 |
7,765.7 |
7,765.7 |
7,557.1 |
|
R1 |
7,634.3 |
7,634.3 |
7,530.0 |
7,700.0 |
PP |
7,470.7 |
7,470.7 |
7,470.7 |
7,503.5 |
S1 |
7,339.3 |
7,339.3 |
7,476.0 |
7,405.0 |
S2 |
7,175.7 |
7,175.7 |
7,448.9 |
|
S3 |
6,880.7 |
7,044.3 |
7,421.9 |
|
S4 |
6,585.7 |
6,749.3 |
7,340.8 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,357.3 |
8,225.7 |
7,665.5 |
|
R3 |
8,061.8 |
7,930.2 |
7,584.3 |
|
R2 |
7,766.3 |
7,766.3 |
7,557.2 |
|
R1 |
7,634.7 |
7,634.7 |
7,530.1 |
7,552.8 |
PP |
7,470.8 |
7,470.8 |
7,470.8 |
7,429.9 |
S1 |
7,339.2 |
7,339.2 |
7,475.9 |
7,257.3 |
S2 |
7,175.3 |
7,175.3 |
7,448.8 |
|
S3 |
6,879.8 |
7,043.7 |
7,421.7 |
|
S4 |
6,584.3 |
6,748.2 |
7,340.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,602.5 |
7,307.0 |
295.5 |
3.9% |
165.3 |
2.2% |
66% |
False |
True |
937 |
10 |
7,750.0 |
7,307.0 |
443.0 |
5.9% |
155.5 |
2.1% |
44% |
False |
True |
754 |
20 |
8,086.0 |
7,307.0 |
779.0 |
10.4% |
161.8 |
2.2% |
25% |
False |
True |
727 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
136.1 |
1.8% |
20% |
False |
True |
556 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
127.3 |
1.7% |
20% |
False |
True |
756 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
107.8 |
1.4% |
20% |
False |
True |
609 |
100 |
8,300.0 |
6,998.0 |
1,302.0 |
17.4% |
95.8 |
1.3% |
39% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,855.8 |
2.618 |
8,374.3 |
1.618 |
8,079.3 |
1.000 |
7,897.0 |
0.618 |
7,784.3 |
HIGH |
7,602.0 |
0.618 |
7,489.3 |
0.500 |
7,454.5 |
0.382 |
7,419.7 |
LOW |
7,307.0 |
0.618 |
7,124.7 |
1.000 |
7,012.0 |
1.618 |
6,829.7 |
2.618 |
6,534.7 |
4.250 |
6,053.3 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,486.8 |
7,486.8 |
PP |
7,470.7 |
7,470.7 |
S1 |
7,454.5 |
7,454.5 |
|