Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,088.26 |
13,237.27 |
149.01 |
1.1% |
13,238.24 |
High |
13,248.08 |
13,298.64 |
50.56 |
0.4% |
13,338.15 |
Low |
13,088.26 |
13,169.15 |
80.89 |
0.6% |
12,517.94 |
Close |
13,236.13 |
13,235.88 |
-0.25 |
0.0% |
13,079.08 |
Range |
159.82 |
129.49 |
-30.33 |
-19.0% |
820.21 |
ATR |
221.71 |
215.13 |
-6.59 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,623.03 |
13,558.94 |
13,307.10 |
|
R3 |
13,493.54 |
13,429.45 |
13,271.49 |
|
R2 |
13,364.05 |
13,364.05 |
13,259.62 |
|
R1 |
13,299.96 |
13,299.96 |
13,247.75 |
13,267.26 |
PP |
13,234.56 |
13,234.56 |
13,234.56 |
13,218.21 |
S1 |
13,170.47 |
13,170.47 |
13,224.01 |
13,137.77 |
S2 |
13,105.07 |
13,105.07 |
13,212.14 |
|
S3 |
12,975.58 |
13,040.98 |
13,200.27 |
|
S4 |
12,846.09 |
12,911.49 |
13,164.66 |
|
|
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 |
13,298.64 |
12,847.81 |
450.83 |
3.4% |
186.85 |
1.4% |
86% |
True |
False |
|
10 |
13,338.15 |
12,517.94 |
820.21 |
6.2% |
220.61 |
1.7% |
88% |
False |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.9% |
240.69 |
1.8% |
61% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.4% |
194.33 |
1.5% |
48% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.4% |
175.21 |
1.3% |
48% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.4% |
156.49 |
1.2% |
48% |
False |
False |
|
100 |
14,021.95 |
12,379.05 |
1,642.90 |
12.4% |
144.19 |
1.1% |
52% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
140.65 |
1.1% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,848.97 |
2.618 |
13,637.64 |
1.618 |
13,508.15 |
1.000 |
13,428.13 |
0.618 |
13,378.66 |
HIGH |
13,298.64 |
0.618 |
13,249.17 |
0.500 |
13,233.90 |
0.382 |
13,218.62 |
LOW |
13,169.15 |
0.618 |
13,089.13 |
1.000 |
13,039.66 |
1.618 |
12,959.64 |
2.618 |
12,830.15 |
4.250 |
12,618.82 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,235.22 |
13,215.72 |
PP |
13,234.56 |
13,195.56 |
S1 |
13,233.90 |
13,175.41 |
|