Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,318.43 |
13,043.07 |
-275.36 |
-2.1% |
13,078.51 |
High |
13,318.60 |
13,293.44 |
-25.16 |
-0.2% |
13,381.47 |
Low |
13,034.78 |
13,043.07 |
8.29 |
0.1% |
12,982.75 |
Close |
13,041.85 |
13,289.29 |
247.44 |
1.9% |
13,378.87 |
Range |
283.82 |
250.37 |
-33.45 |
-11.8% |
398.72 |
ATR |
208.83 |
211.89 |
3.05 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,959.71 |
13,874.87 |
13,426.99 |
|
R3 |
13,709.34 |
13,624.50 |
13,358.14 |
|
R2 |
13,458.97 |
13,458.97 |
13,335.19 |
|
R1 |
13,374.13 |
13,374.13 |
13,312.24 |
13,416.55 |
PP |
13,208.60 |
13,208.60 |
13,208.60 |
13,229.81 |
S1 |
13,123.76 |
13,123.76 |
13,266.34 |
13,166.18 |
S2 |
12,958.23 |
12,958.23 |
13,243.39 |
|
S3 |
12,707.86 |
12,873.39 |
13,220.44 |
|
S4 |
12,457.49 |
12,623.02 |
13,151.59 |
|
|
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 |
13,034.78 |
352.55 |
2.7% |
183.66 |
1.4% |
72% |
False |
False |
|
10 |
13,387.33 |
12,517.94 |
869.39 |
6.5% |
209.10 |
1.6% |
89% |
False |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.9% |
230.48 |
1.7% |
65% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
201.35 |
1.5% |
51% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
183.02 |
1.4% |
51% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
162.74 |
1.2% |
51% |
False |
False |
|
100 |
14,021.95 |
12,428.22 |
1,593.73 |
12.0% |
148.97 |
1.1% |
54% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
143.36 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,357.51 |
2.618 |
13,948.91 |
1.618 |
13,698.54 |
1.000 |
13,543.81 |
0.618 |
13,448.17 |
HIGH |
13,293.44 |
0.618 |
13,197.80 |
0.500 |
13,168.26 |
0.382 |
13,138.71 |
LOW |
13,043.07 |
0.618 |
12,888.34 |
1.000 |
12,792.70 |
1.618 |
12,637.97 |
2.618 |
12,387.60 |
4.250 |
11,979.00 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,248.95 |
13,263.21 |
PP |
13,208.60 |
13,237.13 |
S1 |
13,168.26 |
13,211.06 |
|