Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,450.0 |
7,550.5 |
100.5 |
1.3% |
7,498.5 |
High |
7,600.0 |
7,645.0 |
45.0 |
0.6% |
7,678.0 |
Low |
7,403.0 |
7,501.0 |
98.0 |
1.3% |
7,413.0 |
Close |
7,493.5 |
7,549.5 |
56.0 |
0.7% |
7,474.5 |
Range |
197.0 |
144.0 |
-53.0 |
-26.9% |
265.0 |
ATR |
167.6 |
166.5 |
-1.2 |
-0.7% |
0.0 |
Volume |
229,806 |
194,396 |
-35,410 |
-15.4% |
1,240,119 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,997.2 |
7,917.3 |
7,628.7 |
|
R3 |
7,853.2 |
7,773.3 |
7,589.1 |
|
R2 |
7,709.2 |
7,709.2 |
7,575.9 |
|
R1 |
7,629.3 |
7,629.3 |
7,562.7 |
7,597.3 |
PP |
7,565.2 |
7,565.2 |
7,565.2 |
7,549.1 |
S1 |
7,485.3 |
7,485.3 |
7,536.3 |
7,453.3 |
S2 |
7,421.2 |
7,421.2 |
7,523.1 |
|
S3 |
7,277.2 |
7,341.3 |
7,509.9 |
|
S4 |
7,133.2 |
7,197.3 |
7,470.3 |
|
|
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 |
7,674.5 |
7,403.0 |
271.5 |
3.6% |
172.0 |
2.3% |
54% |
False |
False |
230,145 |
10 |
7,837.0 |
7,403.0 |
434.0 |
5.7% |
183.3 |
2.4% |
34% |
False |
False |
275,822 |
20 |
8,215.0 |
7,403.0 |
812.0 |
10.8% |
159.6 |
2.1% |
18% |
False |
False |
234,478 |
40 |
8,217.0 |
7,403.0 |
814.0 |
10.8% |
135.8 |
1.8% |
18% |
False |
False |
201,841 |
60 |
8,217.0 |
7,403.0 |
814.0 |
10.8% |
127.9 |
1.7% |
18% |
False |
False |
138,985 |
80 |
8,217.0 |
7,284.0 |
933.0 |
12.4% |
117.7 |
1.6% |
28% |
False |
False |
104,387 |
100 |
8,217.0 |
6,638.5 |
1,578.5 |
20.9% |
108.8 |
1.4% |
58% |
False |
False |
83,866 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.0% |
106.9 |
1.4% |
60% |
False |
False |
70,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,257.0 |
2.618 |
8,022.0 |
1.618 |
7,878.0 |
1.000 |
7,789.0 |
0.618 |
7,734.0 |
HIGH |
7,645.0 |
0.618 |
7,590.0 |
0.500 |
7,573.0 |
0.382 |
7,556.0 |
LOW |
7,501.0 |
0.618 |
7,412.0 |
1.000 |
7,357.0 |
1.618 |
7,268.0 |
2.618 |
7,124.0 |
4.250 |
6,889.0 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,573.0 |
7,541.0 |
PP |
7,565.2 |
7,532.5 |
S1 |
7,557.3 |
7,524.0 |
|