| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
13,120.05 |
13,088.26 |
-31.79 |
-0.2% |
13,238.24 |
| High |
13,178.33 |
13,248.08 |
69.75 |
0.5% |
13,338.15 |
| Low |
13,052.17 |
13,088.26 |
36.09 |
0.3% |
12,517.94 |
| Close |
13,090.86 |
13,236.13 |
145.27 |
1.1% |
13,079.08 |
| Range |
126.16 |
159.82 |
33.66 |
26.7% |
820.21 |
| ATR |
226.47 |
221.71 |
-4.76 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,670.28 |
13,613.03 |
13,324.03 |
|
| R3 |
13,510.46 |
13,453.21 |
13,280.08 |
|
| R2 |
13,350.64 |
13,350.64 |
13,265.43 |
|
| R1 |
13,293.39 |
13,293.39 |
13,250.78 |
13,322.02 |
| PP |
13,190.82 |
13,190.82 |
13,190.82 |
13,205.14 |
| S1 |
13,133.57 |
13,133.57 |
13,221.48 |
13,162.20 |
| S2 |
13,031.00 |
13,031.00 |
13,206.83 |
|
| S3 |
12,871.18 |
12,973.75 |
13,192.18 |
|
| S4 |
12,711.36 |
12,813.93 |
13,148.23 |
|
|
| 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 |
13,248.08 |
12,517.94 |
730.14 |
5.5% |
234.53 |
1.8% |
98% |
True |
False |
|
| 10 |
13,652.33 |
12,517.94 |
1,134.39 |
8.6% |
245.83 |
1.9% |
63% |
False |
False |
|
| 20 |
13,783.45 |
12,517.94 |
1,265.51 |
9.6% |
256.62 |
1.9% |
57% |
False |
False |
|
| 40 |
14,021.95 |
12,517.94 |
1,504.01 |
11.4% |
195.43 |
1.5% |
48% |
False |
False |
|
| 60 |
14,021.95 |
12,517.94 |
1,504.01 |
11.4% |
176.04 |
1.3% |
48% |
False |
False |
|
| 80 |
14,021.95 |
12,517.94 |
1,504.01 |
11.4% |
156.08 |
1.2% |
48% |
False |
False |
|
| 100 |
14,021.95 |
12,324.28 |
1,697.67 |
12.8% |
143.60 |
1.1% |
54% |
False |
False |
|
| 120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
140.82 |
1.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,927.32 |
|
2.618 |
13,666.49 |
|
1.618 |
13,506.67 |
|
1.000 |
13,407.90 |
|
0.618 |
13,346.85 |
|
HIGH |
13,248.08 |
|
0.618 |
13,187.03 |
|
0.500 |
13,168.17 |
|
0.382 |
13,149.31 |
|
LOW |
13,088.26 |
|
0.618 |
12,989.49 |
|
1.000 |
12,928.44 |
|
1.618 |
12,829.67 |
|
2.618 |
12,669.85 |
|
4.250 |
12,409.03 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,213.48 |
13,195.89 |
| PP |
13,190.82 |
13,155.65 |
| S1 |
13,168.17 |
13,115.42 |
|