Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,425.5 |
7,575.5 |
150.0 |
2.0% |
7,943.0 |
High |
7,674.5 |
7,632.0 |
-42.5 |
-0.6% |
7,999.5 |
Low |
7,413.0 |
7,533.0 |
120.0 |
1.6% |
7,416.5 |
Close |
7,504.5 |
7,570.0 |
65.5 |
0.9% |
7,488.0 |
Range |
261.5 |
99.0 |
-162.5 |
-62.1% |
583.0 |
ATR |
168.9 |
165.9 |
-3.0 |
-1.7% |
0.0 |
Volume |
320,272 |
186,561 |
-133,711 |
-41.7% |
1,497,635 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,875.3 |
7,821.7 |
7,624.5 |
|
R3 |
7,776.3 |
7,722.7 |
7,597.2 |
|
R2 |
7,677.3 |
7,677.3 |
7,588.2 |
|
R1 |
7,623.7 |
7,623.7 |
7,579.1 |
7,601.0 |
PP |
7,578.3 |
7,578.3 |
7,578.3 |
7,567.0 |
S1 |
7,524.7 |
7,524.7 |
7,560.9 |
7,502.0 |
S2 |
7,479.3 |
7,479.3 |
7,551.9 |
|
S3 |
7,380.3 |
7,425.7 |
7,542.8 |
|
S4 |
7,281.3 |
7,326.7 |
7,515.6 |
|
|
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 |
7,678.0 |
7,413.0 |
265.0 |
3.5% |
167.8 |
2.2% |
59% |
False |
False |
281,987 |
10 |
8,059.5 |
7,413.0 |
646.5 |
8.5% |
188.0 |
2.5% |
24% |
False |
False |
273,413 |
20 |
8,215.0 |
7,413.0 |
802.0 |
10.6% |
146.4 |
1.9% |
20% |
False |
False |
215,157 |
40 |
8,217.0 |
7,413.0 |
804.0 |
10.6% |
133.7 |
1.8% |
20% |
False |
False |
191,093 |
60 |
8,217.0 |
7,413.0 |
804.0 |
10.6% |
126.9 |
1.7% |
20% |
False |
False |
128,300 |
80 |
8,217.0 |
7,213.5 |
1,003.5 |
13.3% |
114.3 |
1.5% |
36% |
False |
False |
96,359 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
107.8 |
1.4% |
61% |
False |
False |
77,719 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
103.8 |
1.4% |
61% |
False |
False |
64,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,052.8 |
2.618 |
7,891.2 |
1.618 |
7,792.2 |
1.000 |
7,731.0 |
0.618 |
7,693.2 |
HIGH |
7,632.0 |
0.618 |
7,594.2 |
0.500 |
7,582.5 |
0.382 |
7,570.8 |
LOW |
7,533.0 |
0.618 |
7,471.8 |
1.000 |
7,434.0 |
1.618 |
7,372.8 |
2.618 |
7,273.8 |
4.250 |
7,112.3 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,582.5 |
7,561.8 |
PP |
7,578.3 |
7,553.7 |
S1 |
7,574.2 |
7,545.5 |
|