| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
5,700.0 |
5,729.0 |
29.0 |
0.5% |
5,960.0 |
| High |
5,750.0 |
5,780.0 |
30.0 |
0.5% |
6,025.0 |
| Low |
5,535.0 |
5,584.0 |
49.0 |
0.9% |
5,535.0 |
| Close |
5,700.0 |
5,585.0 |
-115.0 |
-2.0% |
5,585.0 |
| Range |
215.0 |
196.0 |
-19.0 |
-8.8% |
490.0 |
| ATR |
120.6 |
126.0 |
5.4 |
4.5% |
0.0 |
| Volume |
56,569 |
49,037 |
-7,532 |
-13.3% |
201,133 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,237.7 |
6,107.3 |
5,692.8 |
|
| R3 |
6,041.7 |
5,911.3 |
5,638.9 |
|
| R2 |
5,845.7 |
5,845.7 |
5,620.9 |
|
| R1 |
5,715.3 |
5,715.3 |
5,603.0 |
5,682.5 |
| PP |
5,649.7 |
5,649.7 |
5,649.7 |
5,633.3 |
| S1 |
5,519.3 |
5,519.3 |
5,567.0 |
5,486.5 |
| S2 |
5,453.7 |
5,453.7 |
5,549.1 |
|
| S3 |
5,257.7 |
5,323.3 |
5,531.1 |
|
| S4 |
5,061.7 |
5,127.3 |
5,477.2 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,185.0 |
6,875.0 |
5,854.5 |
|
| R3 |
6,695.0 |
6,385.0 |
5,719.8 |
|
| R2 |
6,205.0 |
6,205.0 |
5,674.8 |
|
| R1 |
5,895.0 |
5,895.0 |
5,629.9 |
5,805.0 |
| PP |
5,715.0 |
5,715.0 |
5,715.0 |
5,670.0 |
| S1 |
5,405.0 |
5,405.0 |
5,540.1 |
5,315.0 |
| S2 |
5,225.0 |
5,225.0 |
5,495.2 |
|
| S3 |
4,735.0 |
4,915.0 |
5,450.3 |
|
| S4 |
4,245.0 |
4,425.0 |
5,315.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,025.0 |
5,535.0 |
490.0 |
8.8% |
144.0 |
2.6% |
10% |
False |
False |
40,226 |
| 10 |
6,153.0 |
5,535.0 |
618.0 |
11.1% |
108.6 |
1.9% |
8% |
False |
False |
34,155 |
| 20 |
6,427.0 |
5,535.0 |
892.0 |
16.0% |
97.4 |
1.7% |
6% |
False |
False |
31,804 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
16.4% |
74.3 |
1.3% |
5% |
False |
False |
25,258 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
16.4% |
64.9 |
1.2% |
5% |
False |
False |
22,967 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
16.4% |
55.1 |
1.0% |
5% |
False |
False |
17,262 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
16.4% |
48.0 |
0.9% |
5% |
False |
False |
13,825 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
16.4% |
42.6 |
0.8% |
5% |
False |
False |
11,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,613.0 |
|
2.618 |
6,293.1 |
|
1.618 |
6,097.1 |
|
1.000 |
5,976.0 |
|
0.618 |
5,901.1 |
|
HIGH |
5,780.0 |
|
0.618 |
5,705.1 |
|
0.500 |
5,682.0 |
|
0.382 |
5,658.9 |
|
LOW |
5,584.0 |
|
0.618 |
5,462.9 |
|
1.000 |
5,388.0 |
|
1.618 |
5,266.9 |
|
2.618 |
5,070.9 |
|
4.250 |
4,751.0 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
5,682.0 |
5,710.0 |
| PP |
5,649.7 |
5,668.3 |
| S1 |
5,617.3 |
5,626.7 |
|