Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,638.0 |
7,386.0 |
-252.0 |
-3.3% |
7,450.0 |
High |
7,638.0 |
7,478.5 |
-159.5 |
-2.1% |
7,670.0 |
Low |
7,453.5 |
7,330.5 |
-123.0 |
-1.7% |
7,330.5 |
Close |
7,488.5 |
7,392.5 |
-96.0 |
-1.3% |
7,392.5 |
Range |
184.5 |
148.0 |
-36.5 |
-19.8% |
339.5 |
ATR |
165.2 |
164.7 |
-0.5 |
-0.3% |
0.0 |
Volume |
324,344 |
368,510 |
44,166 |
13.6% |
1,308,105 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,844.5 |
7,766.5 |
7,473.9 |
|
R3 |
7,696.5 |
7,618.5 |
7,433.2 |
|
R2 |
7,548.5 |
7,548.5 |
7,419.6 |
|
R1 |
7,470.5 |
7,470.5 |
7,406.1 |
7,509.5 |
PP |
7,400.5 |
7,400.5 |
7,400.5 |
7,420.0 |
S1 |
7,322.5 |
7,322.5 |
7,378.9 |
7,361.5 |
S2 |
7,252.5 |
7,252.5 |
7,365.4 |
|
S3 |
7,104.5 |
7,174.5 |
7,351.8 |
|
S4 |
6,956.5 |
7,026.5 |
7,311.1 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,482.8 |
8,277.2 |
7,579.2 |
|
R3 |
8,143.3 |
7,937.7 |
7,485.9 |
|
R2 |
7,803.8 |
7,803.8 |
7,454.7 |
|
R1 |
7,598.2 |
7,598.2 |
7,423.6 |
7,531.3 |
PP |
7,464.3 |
7,464.3 |
7,464.3 |
7,430.9 |
S1 |
7,258.7 |
7,258.7 |
7,361.4 |
7,191.8 |
S2 |
7,124.8 |
7,124.8 |
7,330.3 |
|
S3 |
6,785.3 |
6,919.2 |
7,299.1 |
|
S4 |
6,445.8 |
6,579.7 |
7,205.8 |
|
|
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 |
7,330.5 |
339.5 |
4.6% |
157.6 |
2.1% |
18% |
False |
True |
261,621 |
10 |
7,678.0 |
7,330.5 |
347.5 |
4.7% |
162.3 |
2.2% |
18% |
False |
True |
254,822 |
20 |
8,191.5 |
7,330.5 |
861.0 |
11.6% |
159.1 |
2.2% |
7% |
False |
True |
248,006 |
40 |
8,217.0 |
7,330.5 |
886.5 |
12.0% |
135.9 |
1.8% |
7% |
False |
True |
210,210 |
60 |
8,217.0 |
7,330.5 |
886.5 |
12.0% |
131.9 |
1.8% |
7% |
False |
True |
153,702 |
80 |
8,217.0 |
7,284.0 |
933.0 |
12.6% |
120.0 |
1.6% |
12% |
False |
False |
115,395 |
100 |
8,217.0 |
6,766.0 |
1,451.0 |
19.6% |
111.1 |
1.5% |
43% |
False |
False |
92,429 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.5% |
110.1 |
1.5% |
50% |
False |
False |
77,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,107.5 |
2.618 |
7,866.0 |
1.618 |
7,718.0 |
1.000 |
7,626.5 |
0.618 |
7,570.0 |
HIGH |
7,478.5 |
0.618 |
7,422.0 |
0.500 |
7,404.5 |
0.382 |
7,387.0 |
LOW |
7,330.5 |
0.618 |
7,239.0 |
1.000 |
7,182.5 |
1.618 |
7,091.0 |
2.618 |
6,943.0 |
4.250 |
6,701.5 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7,404.5 |
7,500.3 |
PP |
7,400.5 |
7,464.3 |
S1 |
7,396.5 |
7,428.4 |
|