Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
12,859.52 |
12,848.05 |
-11.47 |
-0.1% |
13,238.24 |
High |
12,885.85 |
13,167.68 |
281.83 |
2.2% |
13,338.15 |
Low |
12,517.94 |
12,847.81 |
329.87 |
2.6% |
12,517.94 |
Close |
12,845.78 |
13,079.08 |
233.30 |
1.8% |
13,079.08 |
Range |
367.91 |
319.87 |
-48.04 |
-13.1% |
820.21 |
ATR |
230.37 |
236.90 |
6.54 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,991.13 |
13,854.98 |
13,255.01 |
|
R3 |
13,671.26 |
13,535.11 |
13,167.04 |
|
R2 |
13,351.39 |
13,351.39 |
13,137.72 |
|
R1 |
13,215.24 |
13,215.24 |
13,108.40 |
13,283.32 |
PP |
13,031.52 |
13,031.52 |
13,031.52 |
13,065.56 |
S1 |
12,895.37 |
12,895.37 |
13,049.76 |
12,963.45 |
S2 |
12,711.65 |
12,711.65 |
13,020.44 |
|
S3 |
12,391.78 |
12,575.50 |
12,991.12 |
|
S4 |
12,071.91 |
12,255.63 |
12,903.15 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,439.02 |
15,079.26 |
13,530.20 |
|
R3 |
14,618.81 |
14,259.05 |
13,304.64 |
|
R2 |
13,798.60 |
13,798.60 |
13,229.45 |
|
R1 |
13,438.84 |
13,438.84 |
13,154.27 |
13,208.62 |
PP |
12,978.39 |
12,978.39 |
12,978.39 |
12,863.28 |
S1 |
12,618.63 |
12,618.63 |
13,003.89 |
12,388.41 |
S2 |
12,158.18 |
12,158.18 |
12,928.71 |
|
S3 |
11,337.97 |
11,798.42 |
12,853.52 |
|
S4 |
10,517.76 |
10,978.21 |
12,627.96 |
|
|
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 |
6.3% |
268.61 |
2.1% |
68% |
False |
False |
|
10 |
13,695.82 |
12,517.94 |
1,177.88 |
9.0% |
275.69 |
2.1% |
48% |
False |
False |
|
20 |
13,973.99 |
12,517.94 |
1,456.05 |
11.1% |
257.83 |
2.0% |
39% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
196.26 |
1.5% |
37% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
174.23 |
1.3% |
37% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
153.01 |
1.2% |
37% |
False |
False |
|
100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.6% |
143.03 |
1.1% |
47% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.9% |
141.26 |
1.1% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,527.13 |
2.618 |
14,005.10 |
1.618 |
13,685.23 |
1.000 |
13,487.55 |
0.618 |
13,365.36 |
HIGH |
13,167.68 |
0.618 |
13,045.49 |
0.500 |
13,007.75 |
0.382 |
12,970.00 |
LOW |
12,847.81 |
0.618 |
12,650.13 |
1.000 |
12,527.94 |
1.618 |
12,330.26 |
2.618 |
12,010.39 |
4.250 |
11,488.36 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,055.30 |
13,000.32 |
PP |
13,031.52 |
12,921.57 |
S1 |
13,007.75 |
12,842.81 |
|