Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,235.72 |
13,021.93 |
-213.79 |
-1.6% |
13,183.13 |
High |
13,269.78 |
13,119.32 |
-150.46 |
-1.1% |
13,695.82 |
Low |
13,018.27 |
12,834.24 |
-184.03 |
-1.4% |
13,057.86 |
Close |
13,028.92 |
12,861.47 |
-167.45 |
-1.3% |
13,239.54 |
Range |
251.51 |
285.08 |
33.57 |
13.3% |
637.96 |
ATR |
214.76 |
219.79 |
5.02 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,793.58 |
13,612.61 |
13,018.26 |
|
R3 |
13,508.50 |
13,327.53 |
12,939.87 |
|
R2 |
13,223.42 |
13,223.42 |
12,913.73 |
|
R1 |
13,042.45 |
13,042.45 |
12,887.60 |
12,990.40 |
PP |
12,938.34 |
12,938.34 |
12,938.34 |
12,912.32 |
S1 |
12,757.37 |
12,757.37 |
12,835.34 |
12,705.32 |
S2 |
12,653.26 |
12,653.26 |
12,809.21 |
|
S3 |
12,368.18 |
12,472.29 |
12,783.07 |
|
S4 |
12,083.10 |
12,187.21 |
12,704.68 |
|
|
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 |
13,652.33 |
12,834.24 |
818.09 |
6.4% |
257.12 |
2.0% |
3% |
False |
True |
|
10 |
13,695.82 |
12,834.24 |
861.58 |
6.7% |
251.86 |
2.0% |
3% |
False |
True |
|
20 |
14,015.85 |
12,834.24 |
1,181.61 |
9.2% |
238.87 |
1.9% |
2% |
False |
True |
|
40 |
14,021.95 |
12,834.24 |
1,187.71 |
9.2% |
187.98 |
1.5% |
2% |
False |
True |
|
60 |
14,021.95 |
12,834.24 |
1,187.71 |
9.2% |
165.47 |
1.3% |
2% |
False |
True |
|
80 |
14,021.95 |
12,834.24 |
1,187.71 |
9.2% |
147.47 |
1.1% |
2% |
False |
True |
|
100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.8% |
138.26 |
1.1% |
35% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
16.2% |
140.79 |
1.1% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,330.91 |
2.618 |
13,865.66 |
1.618 |
13,580.58 |
1.000 |
13,404.40 |
0.618 |
13,295.50 |
HIGH |
13,119.32 |
0.618 |
13,010.42 |
0.500 |
12,976.78 |
0.382 |
12,943.14 |
LOW |
12,834.24 |
0.618 |
12,658.06 |
1.000 |
12,549.16 |
1.618 |
12,372.98 |
2.618 |
12,087.90 |
4.250 |
11,622.65 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
12,976.78 |
13,086.20 |
PP |
12,938.34 |
13,011.29 |
S1 |
12,899.91 |
12,936.38 |
|