Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,575.5 |
7,610.0 |
34.5 |
0.5% |
7,498.5 |
High |
7,632.0 |
7,610.0 |
-22.0 |
-0.3% |
7,678.0 |
Low |
7,533.0 |
7,451.5 |
-81.5 |
-1.1% |
7,413.0 |
Close |
7,570.0 |
7,474.5 |
-95.5 |
-1.3% |
7,474.5 |
Range |
99.0 |
158.5 |
59.5 |
60.1% |
265.0 |
ATR |
165.9 |
165.4 |
-0.5 |
-0.3% |
0.0 |
Volume |
186,561 |
219,690 |
33,129 |
17.8% |
1,240,119 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,987.5 |
7,889.5 |
7,561.7 |
|
R3 |
7,829.0 |
7,731.0 |
7,518.1 |
|
R2 |
7,670.5 |
7,670.5 |
7,503.6 |
|
R1 |
7,572.5 |
7,572.5 |
7,489.0 |
7,542.3 |
PP |
7,512.0 |
7,512.0 |
7,512.0 |
7,496.9 |
S1 |
7,414.0 |
7,414.0 |
7,460.0 |
7,383.8 |
S2 |
7,353.5 |
7,353.5 |
7,445.4 |
|
S3 |
7,195.0 |
7,255.5 |
7,430.9 |
|
S4 |
7,036.5 |
7,097.0 |
7,387.3 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,316.8 |
8,160.7 |
7,620.3 |
|
R3 |
8,051.8 |
7,895.7 |
7,547.4 |
|
R2 |
7,786.8 |
7,786.8 |
7,523.1 |
|
R1 |
7,630.7 |
7,630.7 |
7,498.8 |
7,576.3 |
PP |
7,521.8 |
7,521.8 |
7,521.8 |
7,494.6 |
S1 |
7,365.7 |
7,365.7 |
7,450.2 |
7,311.3 |
S2 |
7,256.8 |
7,256.8 |
7,425.9 |
|
S3 |
6,991.8 |
7,100.7 |
7,401.6 |
|
S4 |
6,726.8 |
6,835.7 |
7,328.8 |
|
|
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% |
166.9 |
2.2% |
23% |
False |
False |
248,023 |
10 |
7,999.5 |
7,413.0 |
586.5 |
7.8% |
185.6 |
2.5% |
10% |
False |
False |
273,775 |
20 |
8,215.0 |
7,413.0 |
802.0 |
10.7% |
148.8 |
2.0% |
8% |
False |
False |
218,394 |
40 |
8,217.0 |
7,413.0 |
804.0 |
10.8% |
133.3 |
1.8% |
8% |
False |
False |
196,160 |
60 |
8,217.0 |
7,413.0 |
804.0 |
10.8% |
127.0 |
1.7% |
8% |
False |
False |
131,948 |
80 |
8,217.0 |
7,213.5 |
1,003.5 |
13.4% |
115.5 |
1.5% |
26% |
False |
False |
99,100 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
108.6 |
1.5% |
55% |
False |
False |
79,862 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
104.9 |
1.4% |
55% |
False |
False |
66,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,283.6 |
2.618 |
8,025.0 |
1.618 |
7,866.5 |
1.000 |
7,768.5 |
0.618 |
7,708.0 |
HIGH |
7,610.0 |
0.618 |
7,549.5 |
0.500 |
7,530.8 |
0.382 |
7,512.0 |
LOW |
7,451.5 |
0.618 |
7,353.5 |
1.000 |
7,293.0 |
1.618 |
7,195.0 |
2.618 |
7,036.5 |
4.250 |
6,777.9 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,530.8 |
7,543.8 |
PP |
7,512.0 |
7,520.7 |
S1 |
7,493.3 |
7,497.6 |
|