Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,377.16 |
13,318.43 |
-58.73 |
-0.4% |
13,078.51 |
High |
13,387.33 |
13,318.60 |
-68.73 |
-0.5% |
13,381.47 |
Low |
13,305.55 |
13,034.78 |
-270.77 |
-2.0% |
12,982.75 |
Close |
13,322.13 |
13,041.85 |
-280.28 |
-2.1% |
13,378.87 |
Range |
81.78 |
283.82 |
202.04 |
247.1% |
398.72 |
ATR |
202.80 |
208.83 |
6.04 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,983.20 |
13,796.35 |
13,197.95 |
|
R3 |
13,699.38 |
13,512.53 |
13,119.90 |
|
R2 |
13,415.56 |
13,415.56 |
13,093.88 |
|
R1 |
13,228.71 |
13,228.71 |
13,067.87 |
13,180.23 |
PP |
13,131.74 |
13,131.74 |
13,131.74 |
13,107.50 |
S1 |
12,944.89 |
12,944.89 |
13,015.83 |
12,896.41 |
S2 |
12,847.92 |
12,847.92 |
12,989.82 |
|
S3 |
12,564.10 |
12,661.07 |
12,963.80 |
|
S4 |
12,280.28 |
12,377.25 |
12,885.75 |
|
|
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% |
165.55 |
1.3% |
2% |
False |
True |
|
10 |
13,387.33 |
12,517.94 |
869.39 |
6.7% |
212.57 |
1.6% |
60% |
False |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
9.0% |
230.98 |
1.8% |
44% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
196.60 |
1.5% |
35% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
180.89 |
1.4% |
35% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
160.32 |
1.2% |
35% |
False |
False |
|
100 |
14,021.95 |
12,428.22 |
1,593.73 |
12.2% |
146.85 |
1.1% |
39% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
16.0% |
142.12 |
1.1% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,524.84 |
2.618 |
14,061.64 |
1.618 |
13,777.82 |
1.000 |
13,602.42 |
0.618 |
13,494.00 |
HIGH |
13,318.60 |
0.618 |
13,210.18 |
0.500 |
13,176.69 |
0.382 |
13,143.20 |
LOW |
13,034.78 |
0.618 |
12,859.38 |
1.000 |
12,750.96 |
1.618 |
12,575.56 |
2.618 |
12,291.74 |
4.250 |
11,828.55 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,176.69 |
13,211.06 |
PP |
13,131.74 |
13,154.65 |
S1 |
13,086.80 |
13,098.25 |
|