Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,602.0 |
7,655.0 |
53.0 |
0.7% |
7,528.0 |
High |
7,669.0 |
7,655.0 |
-14.0 |
-0.2% |
7,703.0 |
Low |
7,580.5 |
7,580.0 |
-0.5 |
0.0% |
7,459.0 |
Close |
7,611.5 |
7,590.5 |
-21.0 |
-0.3% |
7,611.5 |
Range |
88.5 |
75.0 |
-13.5 |
-15.3% |
244.0 |
ATR |
148.5 |
143.2 |
-5.2 |
-3.5% |
0.0 |
Volume |
455 |
268 |
-187 |
-41.1% |
7,631 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,833.5 |
7,787.0 |
7,631.8 |
|
R3 |
7,758.5 |
7,712.0 |
7,611.1 |
|
R2 |
7,683.5 |
7,683.5 |
7,604.3 |
|
R1 |
7,637.0 |
7,637.0 |
7,597.4 |
7,622.8 |
PP |
7,608.5 |
7,608.5 |
7,608.5 |
7,601.4 |
S1 |
7,562.0 |
7,562.0 |
7,583.6 |
7,547.8 |
S2 |
7,533.5 |
7,533.5 |
7,576.8 |
|
S3 |
7,458.5 |
7,487.0 |
7,569.9 |
|
S4 |
7,383.5 |
7,412.0 |
7,549.3 |
|
|
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% |
101.5 |
1.3% |
54% |
False |
False |
1,069 |
10 |
7,703.0 |
7,307.0 |
396.0 |
5.2% |
133.1 |
1.8% |
72% |
False |
False |
1,171 |
20 |
7,750.0 |
7,307.0 |
443.0 |
5.8% |
135.6 |
1.8% |
64% |
False |
False |
852 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
135.5 |
1.8% |
29% |
False |
False |
703 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
131.2 |
1.7% |
29% |
False |
False |
832 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.1% |
113.0 |
1.5% |
29% |
False |
False |
705 |
100 |
8,300.0 |
7,276.0 |
1,024.0 |
13.5% |
98.7 |
1.3% |
31% |
False |
False |
585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,973.8 |
2.618 |
7,851.4 |
1.618 |
7,776.4 |
1.000 |
7,730.0 |
0.618 |
7,701.4 |
HIGH |
7,655.0 |
0.618 |
7,626.4 |
0.500 |
7,617.5 |
0.382 |
7,608.7 |
LOW |
7,580.0 |
0.618 |
7,533.7 |
1.000 |
7,505.0 |
1.618 |
7,458.7 |
2.618 |
7,383.7 |
4.250 |
7,261.3 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,617.5 |
7,641.5 |
PP |
7,608.5 |
7,624.5 |
S1 |
7,599.5 |
7,607.5 |
|