Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,021.93 |
12,859.52 |
-162.41 |
-1.2% |
13,183.13 |
High |
13,119.32 |
12,885.85 |
-233.47 |
-1.8% |
13,695.82 |
Low |
12,834.24 |
12,517.94 |
-316.30 |
-2.5% |
13,057.86 |
Close |
12,861.47 |
12,845.78 |
-15.69 |
-0.1% |
13,239.54 |
Range |
285.08 |
367.91 |
82.83 |
29.1% |
637.96 |
ATR |
219.79 |
230.37 |
10.58 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,853.59 |
13,717.59 |
13,048.13 |
|
R3 |
13,485.68 |
13,349.68 |
12,946.96 |
|
R2 |
13,117.77 |
13,117.77 |
12,913.23 |
|
R1 |
12,981.77 |
12,981.77 |
12,879.51 |
12,865.82 |
PP |
12,749.86 |
12,749.86 |
12,749.86 |
12,691.88 |
S1 |
12,613.86 |
12,613.86 |
12,812.05 |
12,497.91 |
S2 |
12,381.95 |
12,381.95 |
12,778.33 |
|
S3 |
12,014.04 |
12,245.95 |
12,744.60 |
|
S4 |
11,646.13 |
11,878.04 |
12,643.43 |
|
|
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 |
13,338.15 |
12,517.94 |
820.21 |
6.4% |
254.37 |
2.0% |
40% |
False |
True |
|
10 |
13,695.82 |
12,517.94 |
1,177.88 |
9.2% |
273.36 |
2.1% |
28% |
False |
True |
|
20 |
14,009.27 |
12,517.94 |
1,491.33 |
11.6% |
252.42 |
2.0% |
22% |
False |
True |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.7% |
192.40 |
1.5% |
22% |
False |
True |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.7% |
170.64 |
1.3% |
22% |
False |
True |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.7% |
150.97 |
1.2% |
22% |
False |
True |
|
100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.9% |
140.74 |
1.1% |
34% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
16.2% |
143.12 |
1.1% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,449.47 |
2.618 |
13,849.04 |
1.618 |
13,481.13 |
1.000 |
13,253.76 |
0.618 |
13,113.22 |
HIGH |
12,885.85 |
0.618 |
12,745.31 |
0.500 |
12,701.90 |
0.382 |
12,658.48 |
LOW |
12,517.94 |
0.618 |
12,290.57 |
1.000 |
12,150.03 |
1.618 |
11,922.66 |
2.618 |
11,554.75 |
4.250 |
10,954.32 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
12,797.82 |
12,893.86 |
PP |
12,749.86 |
12,877.83 |
S1 |
12,701.90 |
12,861.81 |
|