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 |
7,528.0 |
7,563.0 |
35.0 |
0.5% |
7,570.0 |
High |
7,574.0 |
7,571.0 |
-3.0 |
0.0% |
7,602.5 |
Low |
7,492.0 |
7,459.0 |
-33.0 |
-0.4% |
7,307.0 |
Close |
7,514.5 |
7,521.0 |
6.5 |
0.1% |
7,503.0 |
Range |
82.0 |
112.0 |
30.0 |
36.6% |
295.5 |
ATR |
162.3 |
158.7 |
-3.6 |
-2.2% |
0.0 |
Volume |
2,553 |
1,154 |
-1,399 |
-54.8% |
4,688 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,853.0 |
7,799.0 |
7,582.6 |
|
R3 |
7,741.0 |
7,687.0 |
7,551.8 |
|
R2 |
7,629.0 |
7,629.0 |
7,541.5 |
|
R1 |
7,575.0 |
7,575.0 |
7,531.3 |
7,546.0 |
PP |
7,517.0 |
7,517.0 |
7,517.0 |
7,502.5 |
S1 |
7,463.0 |
7,463.0 |
7,510.7 |
7,434.0 |
S2 |
7,405.0 |
7,405.0 |
7,500.5 |
|
S3 |
7,293.0 |
7,351.0 |
7,490.2 |
|
S4 |
7,181.0 |
7,239.0 |
7,459.4 |
|
|
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 |
7,602.0 |
7,307.0 |
295.0 |
3.9% |
166.8 |
2.2% |
73% |
False |
False |
1,409 |
10 |
7,750.0 |
7,307.0 |
443.0 |
5.9% |
143.9 |
1.9% |
48% |
False |
False |
1,028 |
20 |
7,915.0 |
7,307.0 |
608.0 |
8.1% |
153.8 |
2.0% |
35% |
False |
False |
851 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
135.4 |
1.8% |
22% |
False |
False |
620 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
129.1 |
1.7% |
22% |
False |
False |
817 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
109.2 |
1.5% |
22% |
False |
False |
654 |
100 |
8,300.0 |
7,089.0 |
1,211.0 |
16.1% |
96.7 |
1.3% |
36% |
False |
False |
546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,047.0 |
2.618 |
7,864.2 |
1.618 |
7,752.2 |
1.000 |
7,683.0 |
0.618 |
7,640.2 |
HIGH |
7,571.0 |
0.618 |
7,528.2 |
0.500 |
7,515.0 |
0.382 |
7,501.8 |
LOW |
7,459.0 |
0.618 |
7,389.8 |
1.000 |
7,347.0 |
1.618 |
7,277.8 |
2.618 |
7,165.8 |
4.250 |
6,983.0 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,519.0 |
7,498.8 |
PP |
7,517.0 |
7,476.7 |
S1 |
7,515.0 |
7,454.5 |
|