Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,390.0 |
7,528.0 |
138.0 |
1.9% |
7,570.0 |
High |
7,602.0 |
7,574.0 |
-28.0 |
-0.4% |
7,602.5 |
Low |
7,307.0 |
7,492.0 |
185.0 |
2.5% |
7,307.0 |
Close |
7,503.0 |
7,514.5 |
11.5 |
0.2% |
7,503.0 |
Range |
295.0 |
82.0 |
-213.0 |
-72.2% |
295.5 |
ATR |
168.5 |
162.3 |
-6.2 |
-3.7% |
0.0 |
Volume |
1,898 |
2,553 |
655 |
34.5% |
4,688 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,772.8 |
7,725.7 |
7,559.6 |
|
R3 |
7,690.8 |
7,643.7 |
7,537.1 |
|
R2 |
7,608.8 |
7,608.8 |
7,529.5 |
|
R1 |
7,561.7 |
7,561.7 |
7,522.0 |
7,544.3 |
PP |
7,526.8 |
7,526.8 |
7,526.8 |
7,518.1 |
S1 |
7,479.7 |
7,479.7 |
7,507.0 |
7,462.3 |
S2 |
7,444.8 |
7,444.8 |
7,499.5 |
|
S3 |
7,362.8 |
7,397.7 |
7,492.0 |
|
S4 |
7,280.8 |
7,315.7 |
7,469.4 |
|
|
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% |
164.7 |
2.2% |
70% |
False |
False |
1,274 |
10 |
7,750.0 |
7,307.0 |
443.0 |
5.9% |
145.8 |
1.9% |
47% |
False |
False |
971 |
20 |
8,071.0 |
7,307.0 |
764.0 |
10.2% |
160.3 |
2.1% |
27% |
False |
False |
832 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
134.7 |
1.8% |
21% |
False |
False |
600 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
127.4 |
1.7% |
21% |
False |
False |
798 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
108.2 |
1.4% |
21% |
False |
False |
640 |
100 |
8,300.0 |
7,061.0 |
1,239.0 |
16.5% |
96.0 |
1.3% |
37% |
False |
False |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,922.5 |
2.618 |
7,788.7 |
1.618 |
7,706.7 |
1.000 |
7,656.0 |
0.618 |
7,624.7 |
HIGH |
7,574.0 |
0.618 |
7,542.7 |
0.500 |
7,533.0 |
0.382 |
7,523.3 |
LOW |
7,492.0 |
0.618 |
7,441.3 |
1.000 |
7,410.0 |
1.618 |
7,359.3 |
2.618 |
7,277.3 |
4.250 |
7,143.5 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,533.0 |
7,494.5 |
PP |
7,526.8 |
7,474.5 |
S1 |
7,520.7 |
7,454.5 |
|