| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
13,078.51 |
13,120.05 |
41.54 |
0.3% |
13,238.24 |
| High |
13,181.66 |
13,178.33 |
-3.33 |
0.0% |
13,338.15 |
| Low |
12,982.75 |
13,052.17 |
69.42 |
0.5% |
12,517.94 |
| Close |
13,121.35 |
13,090.86 |
-30.49 |
-0.2% |
13,079.08 |
| Range |
198.91 |
126.16 |
-72.75 |
-36.6% |
820.21 |
| ATR |
234.19 |
226.47 |
-7.72 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,485.60 |
13,414.39 |
13,160.25 |
|
| R3 |
13,359.44 |
13,288.23 |
13,125.55 |
|
| R2 |
13,233.28 |
13,233.28 |
13,113.99 |
|
| R1 |
13,162.07 |
13,162.07 |
13,102.42 |
13,134.60 |
| PP |
13,107.12 |
13,107.12 |
13,107.12 |
13,093.38 |
| S1 |
13,035.91 |
13,035.91 |
13,079.30 |
13,008.44 |
| S2 |
12,980.96 |
12,980.96 |
13,067.73 |
|
| S3 |
12,854.80 |
12,909.75 |
13,056.17 |
|
| S4 |
12,728.64 |
12,783.59 |
13,021.47 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,439.02 |
15,079.26 |
13,530.20 |
|
| R3 |
14,618.81 |
14,259.05 |
13,304.64 |
|
| R2 |
13,798.60 |
13,798.60 |
13,229.45 |
|
| R1 |
13,438.84 |
13,438.84 |
13,154.27 |
13,208.62 |
| PP |
12,978.39 |
12,978.39 |
12,978.39 |
12,863.28 |
| S1 |
12,618.63 |
12,618.63 |
13,003.89 |
12,388.41 |
| S2 |
12,158.18 |
12,158.18 |
12,928.71 |
|
| S3 |
11,337.97 |
11,798.42 |
12,853.52 |
|
| S4 |
10,517.76 |
10,978.21 |
12,627.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,181.66 |
12,517.94 |
663.72 |
5.1% |
259.59 |
2.0% |
86% |
False |
False |
|
| 10 |
13,695.82 |
12,517.94 |
1,177.88 |
9.0% |
250.95 |
1.9% |
49% |
False |
False |
|
| 20 |
13,822.22 |
12,517.94 |
1,304.28 |
10.0% |
256.00 |
2.0% |
44% |
False |
False |
|
| 40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
195.03 |
1.5% |
38% |
False |
False |
|
| 60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
175.03 |
1.3% |
38% |
False |
False |
|
| 80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.5% |
155.34 |
1.2% |
38% |
False |
False |
|
| 100 |
14,021.95 |
12,242.60 |
1,779.35 |
13.6% |
143.75 |
1.1% |
48% |
False |
False |
|
| 120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.9% |
140.66 |
1.1% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,714.51 |
|
2.618 |
13,508.62 |
|
1.618 |
13,382.46 |
|
1.000 |
13,304.49 |
|
0.618 |
13,256.30 |
|
HIGH |
13,178.33 |
|
0.618 |
13,130.14 |
|
0.500 |
13,115.25 |
|
0.382 |
13,100.36 |
|
LOW |
13,052.17 |
|
0.618 |
12,974.20 |
|
1.000 |
12,926.01 |
|
1.618 |
12,848.04 |
|
2.618 |
12,721.88 |
|
4.250 |
12,515.99 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,115.25 |
13,065.49 |
| PP |
13,107.12 |
13,040.11 |
| S1 |
13,098.99 |
13,014.74 |
|