Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,270.59 |
13,238.24 |
-32.35 |
-0.2% |
13,183.13 |
High |
13,306.52 |
13,338.15 |
31.63 |
0.2% |
13,695.82 |
Low |
13,057.86 |
13,219.46 |
161.60 |
1.2% |
13,057.86 |
Close |
13,239.54 |
13,236.53 |
-3.01 |
0.0% |
13,239.54 |
Range |
248.66 |
118.69 |
-129.97 |
-52.3% |
637.96 |
ATR |
219.11 |
211.94 |
-7.17 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,620.78 |
13,547.35 |
13,301.81 |
|
R3 |
13,502.09 |
13,428.66 |
13,269.17 |
|
R2 |
13,383.40 |
13,383.40 |
13,258.29 |
|
R1 |
13,309.97 |
13,309.97 |
13,247.41 |
13,287.34 |
PP |
13,264.71 |
13,264.71 |
13,264.71 |
13,253.40 |
S1 |
13,191.28 |
13,191.28 |
13,225.65 |
13,168.65 |
S2 |
13,146.02 |
13,146.02 |
13,214.77 |
|
S3 |
13,027.33 |
13,072.59 |
13,203.89 |
|
S4 |
12,908.64 |
12,953.90 |
13,171.25 |
|
|
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% |
244.19 |
1.8% |
28% |
False |
False |
|
10 |
13,695.82 |
13,057.86 |
637.96 |
4.8% |
254.11 |
1.9% |
28% |
False |
False |
|
20 |
14,021.95 |
13,057.86 |
964.09 |
7.3% |
223.12 |
1.7% |
19% |
False |
False |
|
40 |
14,021.95 |
13,057.86 |
964.09 |
7.3% |
177.91 |
1.3% |
19% |
False |
False |
|
60 |
14,021.95 |
13,057.86 |
964.09 |
7.3% |
158.84 |
1.2% |
19% |
False |
False |
|
80 |
14,021.95 |
12,810.17 |
1,211.78 |
9.2% |
143.56 |
1.1% |
35% |
False |
False |
|
100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.4% |
134.20 |
1.0% |
56% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
137.71 |
1.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,842.58 |
2.618 |
13,648.88 |
1.618 |
13,530.19 |
1.000 |
13,456.84 |
0.618 |
13,411.50 |
HIGH |
13,338.15 |
0.618 |
13,292.81 |
0.500 |
13,278.81 |
0.382 |
13,264.80 |
LOW |
13,219.46 |
0.618 |
13,146.11 |
1.000 |
13,100.77 |
1.618 |
13,027.42 |
2.618 |
12,908.73 |
4.250 |
12,715.03 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,278.81 |
13,355.10 |
PP |
13,264.71 |
13,315.57 |
S1 |
13,250.62 |
13,276.05 |
|