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 |
7,563.0 |
7,532.0 |
-31.0 |
-0.4% |
7,570.0 |
High |
7,571.0 |
7,634.0 |
63.0 |
0.8% |
7,602.5 |
Low |
7,459.0 |
7,524.0 |
65.0 |
0.9% |
7,307.0 |
Close |
7,521.0 |
7,614.0 |
93.0 |
1.2% |
7,503.0 |
Range |
112.0 |
110.0 |
-2.0 |
-1.8% |
295.5 |
ATR |
158.7 |
155.5 |
-3.3 |
-2.1% |
0.0 |
Volume |
1,154 |
2,262 |
1,108 |
96.0% |
4,688 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,920.7 |
7,877.3 |
7,674.5 |
|
R3 |
7,810.7 |
7,767.3 |
7,644.3 |
|
R2 |
7,700.7 |
7,700.7 |
7,634.2 |
|
R1 |
7,657.3 |
7,657.3 |
7,624.1 |
7,679.0 |
PP |
7,590.7 |
7,590.7 |
7,590.7 |
7,601.5 |
S1 |
7,547.3 |
7,547.3 |
7,603.9 |
7,569.0 |
S2 |
7,480.7 |
7,480.7 |
7,593.8 |
|
S3 |
7,370.7 |
7,437.3 |
7,583.8 |
|
S4 |
7,260.7 |
7,327.3 |
7,553.5 |
|
|
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 |
7,634.0 |
7,307.0 |
327.0 |
4.3% |
157.4 |
2.1% |
94% |
True |
False |
1,806 |
10 |
7,716.5 |
7,307.0 |
409.5 |
5.4% |
144.2 |
1.9% |
75% |
False |
False |
1,202 |
20 |
7,868.0 |
7,307.0 |
561.0 |
7.4% |
153.3 |
2.0% |
55% |
False |
False |
941 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
135.4 |
1.8% |
31% |
False |
False |
670 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
129.6 |
1.7% |
31% |
False |
False |
853 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
110.5 |
1.5% |
31% |
False |
False |
682 |
100 |
8,300.0 |
7,108.0 |
1,192.0 |
15.7% |
97.1 |
1.3% |
42% |
False |
False |
568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,101.5 |
2.618 |
7,922.0 |
1.618 |
7,812.0 |
1.000 |
7,744.0 |
0.618 |
7,702.0 |
HIGH |
7,634.0 |
0.618 |
7,592.0 |
0.500 |
7,579.0 |
0.382 |
7,566.0 |
LOW |
7,524.0 |
0.618 |
7,456.0 |
1.000 |
7,414.0 |
1.618 |
7,346.0 |
2.618 |
7,236.0 |
4.250 |
7,056.5 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,602.3 |
7,591.5 |
PP |
7,590.7 |
7,569.0 |
S1 |
7,579.0 |
7,546.5 |
|