Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,652.33 |
13,270.59 |
-381.74 |
-2.8% |
13,183.13 |
High |
13,652.33 |
13,306.52 |
-345.81 |
-2.5% |
13,695.82 |
Low |
13,270.68 |
13,057.86 |
-212.82 |
-1.6% |
13,057.86 |
Close |
13,270.68 |
13,239.54 |
-31.14 |
-0.2% |
13,239.54 |
Range |
381.65 |
248.66 |
-132.99 |
-34.8% |
637.96 |
ATR |
216.84 |
219.11 |
2.27 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,947.29 |
13,842.07 |
13,376.30 |
|
R3 |
13,698.63 |
13,593.41 |
13,307.92 |
|
R2 |
13,449.97 |
13,449.97 |
13,285.13 |
|
R1 |
13,344.75 |
13,344.75 |
13,262.33 |
13,273.03 |
PP |
13,201.31 |
13,201.31 |
13,201.31 |
13,165.45 |
S1 |
13,096.09 |
13,096.09 |
13,216.75 |
13,024.37 |
S2 |
12,952.65 |
12,952.65 |
13,193.95 |
|
S3 |
12,703.99 |
12,847.43 |
13,171.16 |
|
S4 |
12,455.33 |
12,598.77 |
13,102.78 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,244.95 |
14,880.21 |
13,590.42 |
|
R3 |
14,606.99 |
14,242.25 |
13,414.98 |
|
R2 |
13,969.03 |
13,969.03 |
13,356.50 |
|
R1 |
13,604.29 |
13,604.29 |
13,298.02 |
13,786.66 |
PP |
13,331.07 |
13,331.07 |
13,331.07 |
13,422.26 |
S1 |
12,966.33 |
12,966.33 |
13,181.06 |
13,148.70 |
S2 |
12,693.11 |
12,693.11 |
13,122.58 |
|
S3 |
12,055.15 |
12,328.37 |
13,064.10 |
|
S4 |
11,417.19 |
11,690.41 |
12,888.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,695.82 |
13,057.86 |
637.96 |
4.8% |
282.77 |
2.1% |
28% |
False |
True |
|
10 |
13,695.82 |
13,057.86 |
637.96 |
4.8% |
260.10 |
2.0% |
28% |
False |
True |
|
20 |
14,021.95 |
13,057.86 |
964.09 |
7.3% |
221.89 |
1.7% |
19% |
False |
True |
|
40 |
14,021.95 |
13,057.86 |
964.09 |
7.3% |
178.25 |
1.3% |
19% |
False |
True |
|
60 |
14,021.95 |
13,057.86 |
964.09 |
7.3% |
158.01 |
1.2% |
19% |
False |
True |
|
80 |
14,021.95 |
12,734.92 |
1,287.03 |
9.7% |
143.26 |
1.1% |
39% |
False |
False |
|
100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.4% |
135.18 |
1.0% |
56% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
137.36 |
1.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,363.33 |
2.618 |
13,957.51 |
1.618 |
13,708.85 |
1.000 |
13,555.18 |
0.618 |
13,460.19 |
HIGH |
13,306.52 |
0.618 |
13,211.53 |
0.500 |
13,182.19 |
0.382 |
13,152.85 |
LOW |
13,057.86 |
0.618 |
12,904.19 |
1.000 |
12,809.20 |
1.618 |
12,655.53 |
2.618 |
12,406.87 |
4.250 |
12,001.06 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,220.42 |
13,376.84 |
PP |
13,201.31 |
13,331.07 |
S1 |
13,182.19 |
13,285.31 |
|