| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7,618.5 |
7,638.0 |
19.5 |
0.3% |
7,498.5 |
| High |
7,670.0 |
7,638.0 |
-32.0 |
-0.4% |
7,678.0 |
| Low |
7,555.5 |
7,453.5 |
-102.0 |
-1.4% |
7,413.0 |
| Close |
7,645.0 |
7,488.5 |
-156.5 |
-2.0% |
7,474.5 |
| Range |
114.5 |
184.5 |
70.0 |
61.1% |
265.0 |
| ATR |
163.2 |
165.2 |
2.0 |
1.2% |
0.0 |
| Volume |
191,049 |
324,344 |
133,295 |
69.8% |
1,240,119 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,080.2 |
7,968.8 |
7,590.0 |
|
| R3 |
7,895.7 |
7,784.3 |
7,539.2 |
|
| R2 |
7,711.2 |
7,711.2 |
7,522.3 |
|
| R1 |
7,599.8 |
7,599.8 |
7,505.4 |
7,563.3 |
| PP |
7,526.7 |
7,526.7 |
7,526.7 |
7,508.4 |
| S1 |
7,415.3 |
7,415.3 |
7,471.6 |
7,378.8 |
| S2 |
7,342.2 |
7,342.2 |
7,454.7 |
|
| S3 |
7,157.7 |
7,230.8 |
7,437.8 |
|
| S4 |
6,973.2 |
7,046.3 |
7,387.0 |
|
|
| 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 |
3.6% |
159.7 |
2.1% |
32% |
False |
False |
231,857 |
| 10 |
7,678.0 |
7,403.0 |
275.0 |
3.7% |
163.8 |
2.2% |
31% |
False |
False |
256,922 |
| 20 |
8,215.0 |
7,403.0 |
812.0 |
10.8% |
156.2 |
2.1% |
11% |
False |
False |
238,291 |
| 40 |
8,217.0 |
7,403.0 |
814.0 |
10.9% |
136.8 |
1.8% |
11% |
False |
False |
206,846 |
| 60 |
8,217.0 |
7,403.0 |
814.0 |
10.9% |
130.1 |
1.7% |
11% |
False |
False |
147,563 |
| 80 |
8,217.0 |
7,284.0 |
933.0 |
12.5% |
119.2 |
1.6% |
22% |
False |
False |
110,791 |
| 100 |
8,217.0 |
6,762.5 |
1,454.5 |
19.4% |
110.1 |
1.5% |
50% |
False |
False |
88,751 |
| 120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
109.0 |
1.5% |
56% |
False |
False |
74,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,422.1 |
|
2.618 |
8,121.0 |
|
1.618 |
7,936.5 |
|
1.000 |
7,822.5 |
|
0.618 |
7,752.0 |
|
HIGH |
7,638.0 |
|
0.618 |
7,567.5 |
|
0.500 |
7,545.8 |
|
0.382 |
7,524.0 |
|
LOW |
7,453.5 |
|
0.618 |
7,339.5 |
|
1.000 |
7,269.0 |
|
1.618 |
7,155.0 |
|
2.618 |
6,970.5 |
|
4.250 |
6,669.4 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,545.8 |
7,561.8 |
| PP |
7,526.7 |
7,537.3 |
| S1 |
7,507.6 |
7,512.9 |
|