Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,697.5 |
7,602.0 |
-95.5 |
-1.2% |
7,528.0 |
High |
7,703.0 |
7,669.0 |
-34.0 |
-0.4% |
7,703.0 |
Low |
7,581.0 |
7,580.5 |
-0.5 |
0.0% |
7,459.0 |
Close |
7,636.0 |
7,611.5 |
-24.5 |
-0.3% |
7,611.5 |
Range |
122.0 |
88.5 |
-33.5 |
-27.5% |
244.0 |
ATR |
153.1 |
148.5 |
-4.6 |
-3.0% |
0.0 |
Volume |
1,207 |
455 |
-752 |
-62.3% |
7,631 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,885.8 |
7,837.2 |
7,660.2 |
|
R3 |
7,797.3 |
7,748.7 |
7,635.8 |
|
R2 |
7,708.8 |
7,708.8 |
7,627.7 |
|
R1 |
7,660.2 |
7,660.2 |
7,619.6 |
7,684.5 |
PP |
7,620.3 |
7,620.3 |
7,620.3 |
7,632.5 |
S1 |
7,571.7 |
7,571.7 |
7,603.4 |
7,596.0 |
S2 |
7,531.8 |
7,531.8 |
7,595.3 |
|
S3 |
7,443.3 |
7,483.2 |
7,587.2 |
|
S4 |
7,354.8 |
7,394.7 |
7,562.8 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,323.2 |
8,211.3 |
7,745.7 |
|
R3 |
8,079.2 |
7,967.3 |
7,678.6 |
|
R2 |
7,835.2 |
7,835.2 |
7,656.2 |
|
R1 |
7,723.3 |
7,723.3 |
7,633.9 |
7,779.3 |
PP |
7,591.2 |
7,591.2 |
7,591.2 |
7,619.1 |
S1 |
7,479.3 |
7,479.3 |
7,589.1 |
7,535.3 |
S2 |
7,347.2 |
7,347.2 |
7,566.8 |
|
S3 |
7,103.2 |
7,235.3 |
7,544.4 |
|
S4 |
6,859.2 |
6,991.3 |
7,477.3 |
|
|
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 |
7,459.0 |
244.0 |
3.2% |
102.9 |
1.4% |
63% |
False |
False |
1,526 |
10 |
7,703.0 |
7,307.0 |
396.0 |
5.2% |
134.1 |
1.8% |
77% |
False |
False |
1,231 |
20 |
7,750.0 |
7,307.0 |
443.0 |
5.8% |
139.3 |
1.8% |
69% |
False |
False |
890 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
135.1 |
1.8% |
31% |
False |
False |
700 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
131.0 |
1.7% |
31% |
False |
False |
854 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
112.5 |
1.5% |
31% |
False |
False |
702 |
100 |
8,300.0 |
7,260.5 |
1,039.5 |
13.7% |
98.1 |
1.3% |
34% |
False |
False |
582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,045.1 |
2.618 |
7,900.7 |
1.618 |
7,812.2 |
1.000 |
7,757.5 |
0.618 |
7,723.7 |
HIGH |
7,669.0 |
0.618 |
7,635.2 |
0.500 |
7,624.8 |
0.382 |
7,614.3 |
LOW |
7,580.5 |
0.618 |
7,525.8 |
1.000 |
7,492.0 |
1.618 |
7,437.3 |
2.618 |
7,348.8 |
4.250 |
7,204.4 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,624.8 |
7,613.5 |
PP |
7,620.3 |
7,612.8 |
S1 |
7,615.9 |
7,612.2 |
|