| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
5,880.0 |
5,700.0 |
-180.0 |
-3.1% |
5,894.0 |
| High |
5,885.0 |
5,750.0 |
-135.0 |
-2.3% |
6,153.0 |
| Low |
5,754.0 |
5,535.0 |
-219.0 |
-3.8% |
5,860.0 |
| Close |
5,780.0 |
5,700.0 |
-80.0 |
-1.4% |
5,934.0 |
| Range |
131.0 |
215.0 |
84.0 |
64.1% |
293.0 |
| ATR |
111.1 |
120.6 |
9.6 |
8.6% |
0.0 |
| Volume |
40,085 |
56,569 |
16,484 |
41.1% |
140,418 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,306.7 |
6,218.3 |
5,818.3 |
|
| R3 |
6,091.7 |
6,003.3 |
5,759.1 |
|
| R2 |
5,876.7 |
5,876.7 |
5,739.4 |
|
| R1 |
5,788.3 |
5,788.3 |
5,719.7 |
5,807.5 |
| PP |
5,661.7 |
5,661.7 |
5,661.7 |
5,671.3 |
| S1 |
5,573.3 |
5,573.3 |
5,680.3 |
5,592.5 |
| S2 |
5,446.7 |
5,446.7 |
5,660.6 |
|
| S3 |
5,231.7 |
5,358.3 |
5,640.9 |
|
| S4 |
5,016.7 |
5,143.3 |
5,581.8 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,861.3 |
6,690.7 |
6,095.2 |
|
| R3 |
6,568.3 |
6,397.7 |
6,014.6 |
|
| R2 |
6,275.3 |
6,275.3 |
5,987.7 |
|
| R1 |
6,104.7 |
6,104.7 |
5,960.9 |
6,190.0 |
| PP |
5,982.3 |
5,982.3 |
5,982.3 |
6,025.0 |
| S1 |
5,811.7 |
5,811.7 |
5,907.1 |
5,897.0 |
| S2 |
5,689.3 |
5,689.3 |
5,880.3 |
|
| S3 |
5,396.3 |
5,518.7 |
5,853.4 |
|
| S4 |
5,103.3 |
5,225.7 |
5,772.9 |
|
|
| 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 |
8.6% |
123.2 |
2.2% |
34% |
False |
True |
36,930 |
| 10 |
6,153.0 |
5,535.0 |
618.0 |
10.8% |
97.7 |
1.7% |
27% |
False |
True |
31,767 |
| 20 |
6,428.0 |
5,535.0 |
893.0 |
15.7% |
89.4 |
1.6% |
18% |
False |
True |
29,999 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
16.1% |
70.6 |
1.2% |
18% |
False |
True |
24,447 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
16.1% |
62.5 |
1.1% |
18% |
False |
True |
22,153 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
16.1% |
52.8 |
0.9% |
18% |
False |
True |
16,650 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
16.1% |
46.2 |
0.8% |
18% |
False |
True |
13,335 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
16.1% |
41.1 |
0.7% |
18% |
False |
True |
11,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,663.8 |
|
2.618 |
6,312.9 |
|
1.618 |
6,097.9 |
|
1.000 |
5,965.0 |
|
0.618 |
5,882.9 |
|
HIGH |
5,750.0 |
|
0.618 |
5,667.9 |
|
0.500 |
5,642.5 |
|
0.382 |
5,617.1 |
|
LOW |
5,535.0 |
|
0.618 |
5,402.1 |
|
1.000 |
5,320.0 |
|
1.618 |
5,187.1 |
|
2.618 |
4,972.1 |
|
4.250 |
4,621.3 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
5,680.8 |
5,780.0 |
| PP |
5,661.7 |
5,753.3 |
| S1 |
5,642.5 |
5,726.7 |
|