Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,532.0 |
7,697.5 |
165.5 |
2.2% |
7,570.0 |
High |
7,634.0 |
7,703.0 |
69.0 |
0.9% |
7,602.5 |
Low |
7,524.0 |
7,581.0 |
57.0 |
0.8% |
7,307.0 |
Close |
7,614.0 |
7,636.0 |
22.0 |
0.3% |
7,503.0 |
Range |
110.0 |
122.0 |
12.0 |
10.9% |
295.5 |
ATR |
155.5 |
153.1 |
-2.4 |
-1.5% |
0.0 |
Volume |
2,262 |
1,207 |
-1,055 |
-46.6% |
4,688 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,006.0 |
7,943.0 |
7,703.1 |
|
R3 |
7,884.0 |
7,821.0 |
7,669.6 |
|
R2 |
7,762.0 |
7,762.0 |
7,658.4 |
|
R1 |
7,699.0 |
7,699.0 |
7,647.2 |
7,669.5 |
PP |
7,640.0 |
7,640.0 |
7,640.0 |
7,625.3 |
S1 |
7,577.0 |
7,577.0 |
7,624.8 |
7,547.5 |
S2 |
7,518.0 |
7,518.0 |
7,613.6 |
|
S3 |
7,396.0 |
7,455.0 |
7,602.5 |
|
S4 |
7,274.0 |
7,333.0 |
7,568.9 |
|
|
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 |
7,703.0 |
7,307.0 |
396.0 |
5.2% |
144.2 |
1.9% |
83% |
True |
False |
1,814 |
10 |
7,703.0 |
7,307.0 |
396.0 |
5.2% |
138.8 |
1.8% |
83% |
True |
False |
1,251 |
20 |
7,750.0 |
7,307.0 |
443.0 |
5.8% |
142.0 |
1.9% |
74% |
False |
False |
907 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
136.0 |
1.8% |
33% |
False |
False |
693 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
130.7 |
1.7% |
33% |
False |
False |
864 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
112.1 |
1.5% |
33% |
False |
False |
697 |
100 |
8,300.0 |
7,200.0 |
1,100.0 |
14.4% |
97.9 |
1.3% |
40% |
False |
False |
579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,221.5 |
2.618 |
8,022.4 |
1.618 |
7,900.4 |
1.000 |
7,825.0 |
0.618 |
7,778.4 |
HIGH |
7,703.0 |
0.618 |
7,656.4 |
0.500 |
7,642.0 |
0.382 |
7,627.6 |
LOW |
7,581.0 |
0.618 |
7,505.6 |
1.000 |
7,459.0 |
1.618 |
7,383.6 |
2.618 |
7,261.6 |
4.250 |
7,062.5 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,642.0 |
7,617.7 |
PP |
7,640.0 |
7,599.3 |
S1 |
7,638.0 |
7,581.0 |
|