Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,484.5 |
7,594.5 |
110.0 |
1.5% |
7,528.0 |
High |
7,614.5 |
7,641.0 |
26.5 |
0.3% |
7,703.0 |
Low |
7,460.0 |
7,523.5 |
63.5 |
0.9% |
7,459.0 |
Close |
7,535.5 |
7,628.0 |
92.5 |
1.2% |
7,611.5 |
Range |
154.5 |
117.5 |
-37.0 |
-23.9% |
244.0 |
ATR |
143.0 |
141.2 |
-1.8 |
-1.3% |
0.0 |
Volume |
2,083 |
1,653 |
-430 |
-20.6% |
7,631 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,950.0 |
7,906.5 |
7,692.6 |
|
R3 |
7,832.5 |
7,789.0 |
7,660.3 |
|
R2 |
7,715.0 |
7,715.0 |
7,649.5 |
|
R1 |
7,671.5 |
7,671.5 |
7,638.8 |
7,693.3 |
PP |
7,597.5 |
7,597.5 |
7,597.5 |
7,608.4 |
S1 |
7,554.0 |
7,554.0 |
7,617.2 |
7,575.8 |
S2 |
7,480.0 |
7,480.0 |
7,606.5 |
|
S3 |
7,362.5 |
7,436.5 |
7,595.7 |
|
S4 |
7,245.0 |
7,319.0 |
7,563.4 |
|
|
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 |
7,669.0 |
7,460.0 |
209.0 |
2.7% |
111.3 |
1.5% |
80% |
False |
False |
997 |
10 |
7,703.0 |
7,307.0 |
396.0 |
5.2% |
127.8 |
1.7% |
81% |
False |
False |
1,406 |
20 |
7,750.0 |
7,307.0 |
443.0 |
5.8% |
134.2 |
1.8% |
72% |
False |
False |
1,007 |
40 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
138.7 |
1.8% |
32% |
False |
False |
774 |
60 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
129.3 |
1.7% |
32% |
False |
False |
867 |
80 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
115.8 |
1.5% |
32% |
False |
False |
751 |
100 |
8,300.0 |
7,288.5 |
1,011.5 |
13.3% |
101.7 |
1.3% |
34% |
False |
False |
623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,140.4 |
2.618 |
7,948.6 |
1.618 |
7,831.1 |
1.000 |
7,758.5 |
0.618 |
7,713.6 |
HIGH |
7,641.0 |
0.618 |
7,596.1 |
0.500 |
7,582.3 |
0.382 |
7,568.4 |
LOW |
7,523.5 |
0.618 |
7,450.9 |
1.000 |
7,406.0 |
1.618 |
7,333.4 |
2.618 |
7,215.9 |
4.250 |
7,024.1 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,612.8 |
7,602.2 |
PP |
7,597.5 |
7,576.3 |
S1 |
7,582.3 |
7,550.5 |
|