| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
5,950.0 |
6,130.0 |
180.0 |
3.0% |
5,960.0 |
| High |
6,046.0 |
6,184.0 |
138.0 |
2.3% |
6,025.0 |
| Low |
5,932.0 |
6,110.0 |
178.0 |
3.0% |
5,535.0 |
| Close |
6,020.0 |
6,184.0 |
164.0 |
2.7% |
5,585.0 |
| Range |
114.0 |
74.0 |
-40.0 |
-35.1% |
490.0 |
| ATR |
138.9 |
140.7 |
1.8 |
1.3% |
0.0 |
| Volume |
25,758 |
35,563 |
9,805 |
38.1% |
201,133 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,381.3 |
6,356.7 |
6,224.7 |
|
| R3 |
6,307.3 |
6,282.7 |
6,204.4 |
|
| R2 |
6,233.3 |
6,233.3 |
6,197.6 |
|
| R1 |
6,208.7 |
6,208.7 |
6,190.8 |
6,221.0 |
| PP |
6,159.3 |
6,159.3 |
6,159.3 |
6,165.5 |
| S1 |
6,134.7 |
6,134.7 |
6,177.2 |
6,147.0 |
| S2 |
6,085.3 |
6,085.3 |
6,170.4 |
|
| S3 |
6,011.3 |
6,060.7 |
6,163.7 |
|
| S4 |
5,937.3 |
5,986.7 |
6,143.3 |
|
|
| 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 |
6,184.0 |
5,584.0 |
600.0 |
9.7% |
138.6 |
2.2% |
100% |
True |
False |
37,623 |
| 10 |
6,184.0 |
5,535.0 |
649.0 |
10.5% |
130.9 |
2.1% |
100% |
True |
False |
37,276 |
| 20 |
6,184.0 |
5,535.0 |
649.0 |
10.5% |
112.0 |
1.8% |
100% |
True |
False |
34,643 |
| 40 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
80.4 |
1.3% |
71% |
False |
False |
26,376 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
69.6 |
1.1% |
71% |
False |
False |
25,272 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
60.6 |
1.0% |
71% |
False |
False |
19,001 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
51.6 |
0.8% |
71% |
False |
False |
15,215 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
46.2 |
0.7% |
71% |
False |
False |
12,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,498.5 |
|
2.618 |
6,377.7 |
|
1.618 |
6,303.7 |
|
1.000 |
6,258.0 |
|
0.618 |
6,229.7 |
|
HIGH |
6,184.0 |
|
0.618 |
6,155.7 |
|
0.500 |
6,147.0 |
|
0.382 |
6,138.3 |
|
LOW |
6,110.0 |
|
0.618 |
6,064.3 |
|
1.000 |
6,036.0 |
|
1.618 |
5,990.3 |
|
2.618 |
5,916.3 |
|
4.250 |
5,795.5 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,171.7 |
6,130.7 |
| PP |
6,159.3 |
6,077.3 |
| S1 |
6,147.0 |
6,024.0 |
|