Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,237.27 |
13,231.78 |
-5.49 |
0.0% |
13,078.51 |
High |
13,298.64 |
13,381.47 |
82.83 |
0.6% |
13,381.47 |
Low |
13,169.15 |
13,208.65 |
39.50 |
0.3% |
12,982.75 |
Close |
13,235.88 |
13,378.87 |
142.99 |
1.1% |
13,378.87 |
Range |
129.49 |
172.82 |
43.33 |
33.5% |
398.72 |
ATR |
215.13 |
212.10 |
-3.02 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,841.46 |
13,782.98 |
13,473.92 |
|
R3 |
13,668.64 |
13,610.16 |
13,426.40 |
|
R2 |
13,495.82 |
13,495.82 |
13,410.55 |
|
R1 |
13,437.34 |
13,437.34 |
13,394.71 |
13,466.58 |
PP |
13,323.00 |
13,323.00 |
13,323.00 |
13,337.62 |
S1 |
13,264.52 |
13,264.52 |
13,363.03 |
13,293.76 |
S2 |
13,150.18 |
13,150.18 |
13,347.19 |
|
S3 |
12,977.36 |
13,091.70 |
13,331.34 |
|
S4 |
12,804.54 |
12,918.88 |
13,283.82 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,443.86 |
14,310.08 |
13,598.17 |
|
R3 |
14,045.14 |
13,911.36 |
13,488.52 |
|
R2 |
13,646.42 |
13,646.42 |
13,451.97 |
|
R1 |
13,512.64 |
13,512.64 |
13,415.42 |
13,579.53 |
PP |
13,247.70 |
13,247.70 |
13,247.70 |
13,281.14 |
S1 |
13,113.92 |
13,113.92 |
13,342.32 |
13,180.81 |
S2 |
12,848.98 |
12,848.98 |
13,305.77 |
|
S3 |
12,450.26 |
12,715.20 |
13,269.22 |
|
S4 |
12,051.54 |
12,316.48 |
13,159.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,381.47 |
12,982.75 |
398.72 |
3.0% |
157.44 |
1.2% |
99% |
True |
False |
|
10 |
13,381.47 |
12,517.94 |
863.53 |
6.5% |
213.03 |
1.6% |
100% |
True |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.8% |
236.56 |
1.8% |
73% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
195.93 |
1.5% |
57% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
177.12 |
1.3% |
57% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.2% |
157.08 |
1.2% |
57% |
False |
False |
|
100 |
14,021.95 |
12,428.22 |
1,593.73 |
11.9% |
144.37 |
1.1% |
60% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
140.64 |
1.1% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,115.96 |
2.618 |
13,833.91 |
1.618 |
13,661.09 |
1.000 |
13,554.29 |
0.618 |
13,488.27 |
HIGH |
13,381.47 |
0.618 |
13,315.45 |
0.500 |
13,295.06 |
0.382 |
13,274.67 |
LOW |
13,208.65 |
0.618 |
13,101.85 |
1.000 |
13,035.83 |
1.618 |
12,929.03 |
2.618 |
12,756.21 |
4.250 |
12,474.17 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,350.93 |
13,330.87 |
PP |
13,323.00 |
13,282.87 |
S1 |
13,295.06 |
13,234.87 |
|