Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,238.24 |
13,235.72 |
-2.52 |
0.0% |
13,183.13 |
High |
13,338.15 |
13,269.78 |
-68.37 |
-0.5% |
13,695.82 |
Low |
13,219.46 |
13,018.27 |
-201.19 |
-1.5% |
13,057.86 |
Close |
13,236.53 |
13,028.92 |
-207.61 |
-1.6% |
13,239.54 |
Range |
118.69 |
251.51 |
132.82 |
111.9% |
637.96 |
ATR |
211.94 |
214.76 |
2.83 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,860.19 |
13,696.06 |
13,167.25 |
|
R3 |
13,608.68 |
13,444.55 |
13,098.09 |
|
R2 |
13,357.17 |
13,357.17 |
13,075.03 |
|
R1 |
13,193.04 |
13,193.04 |
13,051.98 |
13,149.35 |
PP |
13,105.66 |
13,105.66 |
13,105.66 |
13,083.81 |
S1 |
12,941.53 |
12,941.53 |
13,005.86 |
12,897.84 |
S2 |
12,854.15 |
12,854.15 |
12,982.81 |
|
S3 |
12,602.64 |
12,690.02 |
12,959.75 |
|
S4 |
12,351.13 |
12,438.51 |
12,890.59 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,244.95 |
14,880.21 |
13,590.42 |
|
R3 |
14,606.99 |
14,242.25 |
13,414.98 |
|
R2 |
13,969.03 |
13,969.03 |
13,356.50 |
|
R1 |
13,604.29 |
13,604.29 |
13,298.02 |
13,786.66 |
PP |
13,331.07 |
13,331.07 |
13,331.07 |
13,422.26 |
S1 |
12,966.33 |
12,966.33 |
13,181.06 |
13,148.70 |
S2 |
12,693.11 |
12,693.11 |
13,122.58 |
|
S3 |
12,055.15 |
12,328.37 |
13,064.10 |
|
S4 |
11,417.19 |
11,690.41 |
12,888.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,695.82 |
13,018.27 |
677.55 |
5.2% |
242.31 |
1.9% |
2% |
False |
True |
|
10 |
13,695.82 |
13,018.27 |
677.55 |
5.2% |
249.39 |
1.9% |
2% |
False |
True |
|
20 |
14,015.85 |
13,018.27 |
997.58 |
7.7% |
231.74 |
1.8% |
1% |
False |
True |
|
40 |
14,021.95 |
13,018.27 |
1,003.68 |
7.7% |
182.72 |
1.4% |
1% |
False |
True |
|
60 |
14,021.95 |
13,018.27 |
1,003.68 |
7.7% |
161.66 |
1.2% |
1% |
False |
True |
|
80 |
14,021.95 |
12,901.68 |
1,120.27 |
8.6% |
144.75 |
1.1% |
11% |
False |
False |
|
100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.7% |
136.03 |
1.0% |
44% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
16.0% |
138.87 |
1.1% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,338.70 |
2.618 |
13,928.23 |
1.618 |
13,676.72 |
1.000 |
13,521.29 |
0.618 |
13,425.21 |
HIGH |
13,269.78 |
0.618 |
13,173.70 |
0.500 |
13,144.03 |
0.382 |
13,114.35 |
LOW |
13,018.27 |
0.618 |
12,862.84 |
1.000 |
12,766.76 |
1.618 |
12,611.33 |
2.618 |
12,359.82 |
4.250 |
11,949.35 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,144.03 |
13,178.21 |
PP |
13,105.66 |
13,128.45 |
S1 |
13,067.29 |
13,078.68 |
|