Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,565.0 |
7,484.5 |
-80.5 |
-1.1% |
7,528.0 |
High |
7,584.0 |
7,614.5 |
30.5 |
0.4% |
7,703.0 |
Low |
7,463.0 |
7,460.0 |
-3.0 |
0.0% |
7,459.0 |
Close |
7,535.5 |
7,535.5 |
0.0 |
0.0% |
7,611.5 |
Range |
121.0 |
154.5 |
33.5 |
27.7% |
244.0 |
ATR |
142.1 |
143.0 |
0.9 |
0.6% |
0.0 |
Volume |
527 |
2,083 |
1,556 |
295.3% |
7,631 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,000.2 |
7,922.3 |
7,620.5 |
|
R3 |
7,845.7 |
7,767.8 |
7,578.0 |
|
R2 |
7,691.2 |
7,691.2 |
7,563.8 |
|
R1 |
7,613.3 |
7,613.3 |
7,549.7 |
7,652.3 |
PP |
7,536.7 |
7,536.7 |
7,536.7 |
7,556.1 |
S1 |
7,458.8 |
7,458.8 |
7,521.3 |
7,497.8 |
S2 |
7,382.2 |
7,382.2 |
7,507.2 |
|
S3 |
7,227.7 |
7,304.3 |
7,493.0 |
|
S4 |
7,073.2 |
7,149.8 |
7,450.5 |
|
|
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 |
7,460.0 |
243.0 |
3.2% |
112.2 |
1.5% |
31% |
False |
True |
908 |
10 |
7,703.0 |
7,307.0 |
396.0 |
5.3% |
134.8 |
1.8% |
58% |
False |
False |
1,357 |
20 |
7,750.0 |
7,307.0 |
443.0 |
5.9% |
131.2 |
1.7% |
52% |
False |
False |
938 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
140.0 |
1.9% |
23% |
False |
False |
749 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
130.7 |
1.7% |
23% |
False |
False |
846 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
114.8 |
1.5% |
23% |
False |
False |
731 |
100 |
8,300.0 |
7,288.5 |
1,011.5 |
13.4% |
100.6 |
1.3% |
24% |
False |
False |
607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,271.1 |
2.618 |
8,019.0 |
1.618 |
7,864.5 |
1.000 |
7,769.0 |
0.618 |
7,710.0 |
HIGH |
7,614.5 |
0.618 |
7,555.5 |
0.500 |
7,537.3 |
0.382 |
7,519.0 |
LOW |
7,460.0 |
0.618 |
7,364.5 |
1.000 |
7,305.5 |
1.618 |
7,210.0 |
2.618 |
7,055.5 |
4.250 |
6,803.4 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,537.3 |
7,557.5 |
PP |
7,536.7 |
7,550.2 |
S1 |
7,536.1 |
7,542.8 |
|