Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,287.91 |
13,240.84 |
-47.07 |
-0.4% |
13,377.16 |
High |
13,315.14 |
13,428.95 |
113.81 |
0.9% |
13,428.95 |
Low |
13,184.59 |
13,240.84 |
56.25 |
0.4% |
13,034.78 |
Close |
13,238.73 |
13,357.74 |
119.01 |
0.9% |
13,357.74 |
Range |
130.55 |
188.11 |
57.56 |
44.1% |
394.17 |
ATR |
206.08 |
204.95 |
-1.13 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,906.84 |
13,820.40 |
13,461.20 |
|
R3 |
13,718.73 |
13,632.29 |
13,409.47 |
|
R2 |
13,530.62 |
13,530.62 |
13,392.23 |
|
R1 |
13,444.18 |
13,444.18 |
13,374.98 |
13,487.40 |
PP |
13,342.51 |
13,342.51 |
13,342.51 |
13,364.12 |
S1 |
13,256.07 |
13,256.07 |
13,340.50 |
13,299.29 |
S2 |
13,154.40 |
13,154.40 |
13,323.25 |
|
S3 |
12,966.29 |
13,067.96 |
13,306.01 |
|
S4 |
12,778.18 |
12,879.85 |
13,254.28 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,456.33 |
14,301.21 |
13,574.53 |
|
R3 |
14,062.16 |
13,907.04 |
13,466.14 |
|
R2 |
13,667.99 |
13,667.99 |
13,430.00 |
|
R1 |
13,512.87 |
13,512.87 |
13,393.87 |
13,393.35 |
PP |
13,273.82 |
13,273.82 |
13,273.82 |
13,214.06 |
S1 |
13,118.70 |
13,118.70 |
13,321.61 |
12,999.18 |
S2 |
12,879.65 |
12,879.65 |
13,285.48 |
|
S3 |
12,485.48 |
12,724.53 |
13,249.34 |
|
S4 |
12,091.31 |
12,330.36 |
13,140.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,428.95 |
13,034.78 |
394.17 |
3.0% |
186.93 |
1.4% |
82% |
True |
False |
|
10 |
13,428.95 |
12,982.75 |
446.20 |
3.3% |
172.18 |
1.3% |
84% |
True |
False |
|
20 |
13,695.82 |
12,517.94 |
1,177.88 |
8.8% |
223.94 |
1.7% |
71% |
False |
False |
|
40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
205.26 |
1.5% |
56% |
False |
False |
|
60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
182.10 |
1.4% |
56% |
False |
False |
|
80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.3% |
164.62 |
1.2% |
56% |
False |
False |
|
100 |
14,021.95 |
12,428.22 |
1,593.73 |
11.9% |
150.52 |
1.1% |
58% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
143.18 |
1.1% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,228.42 |
2.618 |
13,921.42 |
1.618 |
13,733.31 |
1.000 |
13,617.06 |
0.618 |
13,545.20 |
HIGH |
13,428.95 |
0.618 |
13,357.09 |
0.500 |
13,334.90 |
0.382 |
13,312.70 |
LOW |
13,240.84 |
0.618 |
13,124.59 |
1.000 |
13,052.73 |
1.618 |
12,936.48 |
2.618 |
12,748.37 |
4.250 |
12,441.37 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,350.13 |
13,317.16 |
PP |
13,342.51 |
13,276.59 |
S1 |
13,334.90 |
13,236.01 |
|