Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,231.78 |
13,377.16 |
145.38 |
1.1% |
13,078.51 |
High |
13,381.47 |
13,387.33 |
5.86 |
0.0% |
13,381.47 |
Low |
13,208.65 |
13,305.55 |
96.90 |
0.7% |
12,982.75 |
Close |
13,378.87 |
13,322.13 |
-56.74 |
-0.4% |
13,378.87 |
Range |
172.82 |
81.78 |
-91.04 |
-52.7% |
398.72 |
ATR |
212.10 |
202.80 |
-9.31 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,583.68 |
13,534.68 |
13,367.11 |
|
R3 |
13,501.90 |
13,452.90 |
13,344.62 |
|
R2 |
13,420.12 |
13,420.12 |
13,337.12 |
|
R1 |
13,371.12 |
13,371.12 |
13,329.63 |
13,354.73 |
PP |
13,338.34 |
13,338.34 |
13,338.34 |
13,330.14 |
S1 |
13,289.34 |
13,289.34 |
13,314.63 |
13,272.95 |
S2 |
13,256.56 |
13,256.56 |
13,307.14 |
|
S3 |
13,174.78 |
13,207.56 |
13,299.64 |
|
S4 |
13,093.00 |
13,125.78 |
13,277.15 |
|
|
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 |
13,387.33 |
13,052.17 |
335.16 |
2.5% |
134.01 |
1.0% |
81% |
True |
False |
|
10 |
13,387.33 |
12,517.94 |
869.39 |
6.5% |
209.34 |
1.6% |
93% |
True |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.8% |
231.72 |
1.7% |
68% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
192.71 |
1.4% |
53% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
177.35 |
1.3% |
53% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
157.47 |
1.2% |
53% |
False |
False |
|
100 |
14,021.95 |
12,428.22 |
1,593.73 |
12.0% |
144.73 |
1.1% |
56% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
140.68 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,734.90 |
2.618 |
13,601.43 |
1.618 |
13,519.65 |
1.000 |
13,469.11 |
0.618 |
13,437.87 |
HIGH |
13,387.33 |
0.618 |
13,356.09 |
0.500 |
13,346.44 |
0.382 |
13,336.79 |
LOW |
13,305.55 |
0.618 |
13,255.01 |
1.000 |
13,223.77 |
1.618 |
13,173.23 |
2.618 |
13,091.45 |
4.250 |
12,957.99 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,346.44 |
13,307.50 |
PP |
13,338.34 |
13,292.87 |
S1 |
13,330.23 |
13,278.24 |
|