Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,566.0 |
7,425.5 |
-140.5 |
-1.9% |
7,943.0 |
High |
7,678.0 |
7,674.5 |
-3.5 |
0.0% |
7,999.5 |
Low |
7,539.5 |
7,413.0 |
-126.5 |
-1.7% |
7,416.5 |
Close |
7,614.0 |
7,504.5 |
-109.5 |
-1.4% |
7,488.0 |
Range |
138.5 |
261.5 |
123.0 |
88.8% |
583.0 |
ATR |
161.7 |
168.9 |
7.1 |
4.4% |
0.0 |
Volume |
249,003 |
320,272 |
71,269 |
28.6% |
1,497,635 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,315.2 |
8,171.3 |
7,648.3 |
|
R3 |
8,053.7 |
7,909.8 |
7,576.4 |
|
R2 |
7,792.2 |
7,792.2 |
7,552.4 |
|
R1 |
7,648.3 |
7,648.3 |
7,528.5 |
7,720.3 |
PP |
7,530.7 |
7,530.7 |
7,530.7 |
7,566.6 |
S1 |
7,386.8 |
7,386.8 |
7,480.5 |
7,458.8 |
S2 |
7,269.2 |
7,269.2 |
7,456.6 |
|
S3 |
7,007.7 |
7,125.3 |
7,432.6 |
|
S4 |
6,746.2 |
6,863.8 |
7,360.7 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,383.7 |
9,018.8 |
7,808.7 |
|
R3 |
8,800.7 |
8,435.8 |
7,648.3 |
|
R2 |
8,217.7 |
8,217.7 |
7,594.9 |
|
R1 |
7,852.8 |
7,852.8 |
7,541.4 |
7,743.8 |
PP |
7,634.7 |
7,634.7 |
7,634.7 |
7,580.1 |
S1 |
7,269.8 |
7,269.8 |
7,434.6 |
7,160.8 |
S2 |
7,051.7 |
7,051.7 |
7,381.1 |
|
S3 |
6,468.7 |
6,686.8 |
7,327.7 |
|
S4 |
5,885.7 |
6,103.8 |
7,167.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,797.0 |
7,413.0 |
384.0 |
5.1% |
221.4 |
3.0% |
24% |
False |
True |
326,197 |
10 |
8,064.0 |
7,413.0 |
651.0 |
8.7% |
185.2 |
2.5% |
14% |
False |
True |
271,135 |
20 |
8,215.0 |
7,413.0 |
802.0 |
10.7% |
150.2 |
2.0% |
11% |
False |
True |
216,934 |
40 |
8,217.0 |
7,413.0 |
804.0 |
10.7% |
137.1 |
1.8% |
11% |
False |
True |
186,627 |
60 |
8,217.0 |
7,413.0 |
804.0 |
10.7% |
126.6 |
1.7% |
11% |
False |
True |
125,198 |
80 |
8,217.0 |
7,213.5 |
1,003.5 |
13.4% |
113.9 |
1.5% |
29% |
False |
False |
94,037 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
107.6 |
1.4% |
57% |
False |
False |
75,888 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
103.5 |
1.4% |
57% |
False |
False |
63,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,785.9 |
2.618 |
8,359.1 |
1.618 |
8,097.6 |
1.000 |
7,936.0 |
0.618 |
7,836.1 |
HIGH |
7,674.5 |
0.618 |
7,574.6 |
0.500 |
7,543.8 |
0.382 |
7,512.9 |
LOW |
7,413.0 |
0.618 |
7,251.4 |
1.000 |
7,151.5 |
1.618 |
6,989.9 |
2.618 |
6,728.4 |
4.250 |
6,301.6 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,543.8 |
7,545.5 |
PP |
7,530.7 |
7,531.8 |
S1 |
7,517.6 |
7,518.2 |
|