Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,610.0 |
7,450.0 |
-160.0 |
-2.1% |
7,498.5 |
High |
7,610.0 |
7,600.0 |
-10.0 |
-0.1% |
7,678.0 |
Low |
7,451.5 |
7,403.0 |
-48.5 |
-0.7% |
7,413.0 |
Close |
7,474.5 |
7,493.5 |
19.0 |
0.3% |
7,474.5 |
Range |
158.5 |
197.0 |
38.5 |
24.3% |
265.0 |
ATR |
165.4 |
167.6 |
2.3 |
1.4% |
0.0 |
Volume |
219,690 |
229,806 |
10,116 |
4.6% |
1,240,119 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,089.8 |
7,988.7 |
7,601.9 |
|
R3 |
7,892.8 |
7,791.7 |
7,547.7 |
|
R2 |
7,695.8 |
7,695.8 |
7,529.6 |
|
R1 |
7,594.7 |
7,594.7 |
7,511.6 |
7,645.3 |
PP |
7,498.8 |
7,498.8 |
7,498.8 |
7,524.1 |
S1 |
7,397.7 |
7,397.7 |
7,475.4 |
7,448.3 |
S2 |
7,301.8 |
7,301.8 |
7,457.4 |
|
S3 |
7,104.8 |
7,200.7 |
7,439.3 |
|
S4 |
6,907.8 |
7,003.7 |
7,385.2 |
|
|
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 |
7,403.0 |
275.0 |
3.7% |
170.9 |
2.3% |
33% |
False |
True |
241,066 |
10 |
7,986.0 |
7,403.0 |
583.0 |
7.8% |
193.9 |
2.6% |
16% |
False |
True |
280,513 |
20 |
8,215.0 |
7,403.0 |
812.0 |
10.8% |
155.6 |
2.1% |
11% |
False |
True |
224,758 |
40 |
8,217.0 |
7,403.0 |
814.0 |
10.9% |
135.1 |
1.8% |
11% |
False |
True |
200,731 |
60 |
8,217.0 |
7,403.0 |
814.0 |
10.9% |
127.3 |
1.7% |
11% |
False |
True |
135,752 |
80 |
8,217.0 |
7,281.0 |
936.0 |
12.5% |
116.7 |
1.6% |
23% |
False |
False |
101,963 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
108.7 |
1.5% |
56% |
False |
False |
82,066 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
106.2 |
1.4% |
56% |
False |
False |
68,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,437.3 |
2.618 |
8,115.7 |
1.618 |
7,918.7 |
1.000 |
7,797.0 |
0.618 |
7,721.7 |
HIGH |
7,600.0 |
0.618 |
7,524.7 |
0.500 |
7,501.5 |
0.382 |
7,478.3 |
LOW |
7,403.0 |
0.618 |
7,281.3 |
1.000 |
7,206.0 |
1.618 |
7,084.3 |
2.618 |
6,887.3 |
4.250 |
6,565.8 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,501.5 |
7,517.5 |
PP |
7,498.8 |
7,509.5 |
S1 |
7,496.2 |
7,501.5 |
|