Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,550.5 |
7,618.5 |
68.0 |
0.9% |
7,498.5 |
High |
7,645.0 |
7,670.0 |
25.0 |
0.3% |
7,678.0 |
Low |
7,501.0 |
7,555.5 |
54.5 |
0.7% |
7,413.0 |
Close |
7,549.5 |
7,645.0 |
95.5 |
1.3% |
7,474.5 |
Range |
144.0 |
114.5 |
-29.5 |
-20.5% |
265.0 |
ATR |
166.5 |
163.2 |
-3.3 |
-2.0% |
0.0 |
Volume |
194,396 |
191,049 |
-3,347 |
-1.7% |
1,240,119 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,967.0 |
7,920.5 |
7,708.0 |
|
R3 |
7,852.5 |
7,806.0 |
7,676.5 |
|
R2 |
7,738.0 |
7,738.0 |
7,666.0 |
|
R1 |
7,691.5 |
7,691.5 |
7,655.5 |
7,714.8 |
PP |
7,623.5 |
7,623.5 |
7,623.5 |
7,635.1 |
S1 |
7,577.0 |
7,577.0 |
7,634.5 |
7,600.3 |
S2 |
7,509.0 |
7,509.0 |
7,624.0 |
|
S3 |
7,394.5 |
7,462.5 |
7,613.5 |
|
S4 |
7,280.0 |
7,348.0 |
7,582.0 |
|
|
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 |
7,670.0 |
7,403.0 |
267.0 |
3.5% |
142.6 |
1.9% |
91% |
True |
False |
204,300 |
10 |
7,797.0 |
7,403.0 |
394.0 |
5.2% |
182.0 |
2.4% |
61% |
False |
False |
265,249 |
20 |
8,215.0 |
7,403.0 |
812.0 |
10.6% |
159.1 |
2.1% |
30% |
False |
False |
232,091 |
40 |
8,217.0 |
7,403.0 |
814.0 |
10.6% |
135.2 |
1.8% |
30% |
False |
False |
202,559 |
60 |
8,217.0 |
7,403.0 |
814.0 |
10.6% |
128.1 |
1.7% |
30% |
False |
False |
142,163 |
80 |
8,217.0 |
7,284.0 |
933.0 |
12.2% |
117.8 |
1.5% |
39% |
False |
False |
106,767 |
100 |
8,217.0 |
6,662.0 |
1,555.0 |
20.3% |
109.1 |
1.4% |
63% |
False |
False |
85,582 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.8% |
107.7 |
1.4% |
66% |
False |
False |
71,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,156.6 |
2.618 |
7,969.8 |
1.618 |
7,855.3 |
1.000 |
7,784.5 |
0.618 |
7,740.8 |
HIGH |
7,670.0 |
0.618 |
7,626.3 |
0.500 |
7,612.8 |
0.382 |
7,599.2 |
LOW |
7,555.5 |
0.618 |
7,484.7 |
1.000 |
7,441.0 |
1.618 |
7,370.2 |
2.618 |
7,255.7 |
4.250 |
7,068.9 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,634.3 |
7,608.8 |
PP |
7,623.5 |
7,572.7 |
S1 |
7,612.8 |
7,536.5 |
|