Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,469.50 |
1,481.25 |
11.75 |
0.8% |
1,460.00 |
High |
1,483.00 |
1,484.25 |
1.25 |
0.1% |
1,495.75 |
Low |
1,464.50 |
1,436.25 |
-28.25 |
-1.9% |
1,436.25 |
Close |
1,481.75 |
1,443.00 |
-38.75 |
-2.6% |
1,443.00 |
Range |
18.50 |
48.00 |
29.50 |
159.5% |
59.50 |
ATR |
24.32 |
26.01 |
1.69 |
7.0% |
0.00 |
Volume |
3,411,368 |
2,209,158 |
-1,202,210 |
-35.2% |
13,465,789 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.50 |
1,568.75 |
1,469.50 |
|
R3 |
1,550.50 |
1,520.75 |
1,456.25 |
|
R2 |
1,502.50 |
1,502.50 |
1,451.75 |
|
R1 |
1,472.75 |
1,472.75 |
1,447.50 |
1,463.50 |
PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,450.00 |
S1 |
1,424.75 |
1,424.75 |
1,438.50 |
1,415.50 |
S2 |
1,406.50 |
1,406.50 |
1,434.25 |
|
S3 |
1,358.50 |
1,376.75 |
1,429.75 |
|
S4 |
1,310.50 |
1,328.75 |
1,416.50 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.75 |
1,599.50 |
1,475.75 |
|
R3 |
1,577.25 |
1,540.00 |
1,459.25 |
|
R2 |
1,517.75 |
1,517.75 |
1,454.00 |
|
R1 |
1,480.50 |
1,480.50 |
1,448.50 |
1,469.50 |
PP |
1,458.25 |
1,458.25 |
1,458.25 |
1,452.75 |
S1 |
1,421.00 |
1,421.00 |
1,437.50 |
1,410.00 |
S2 |
1,398.75 |
1,398.75 |
1,432.00 |
|
S3 |
1,339.25 |
1,361.50 |
1,426.75 |
|
S4 |
1,279.75 |
1,302.00 |
1,410.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,495.75 |
1,436.25 |
59.50 |
4.1% |
33.75 |
2.3% |
11% |
False |
True |
2,693,157 |
10 |
1,556.25 |
1,436.25 |
120.00 |
8.3% |
33.50 |
2.3% |
6% |
False |
True |
2,494,358 |
20 |
1,566.25 |
1,436.25 |
130.00 |
9.0% |
25.25 |
1.7% |
5% |
False |
True |
1,927,716 |
40 |
1,566.25 |
1,436.25 |
130.00 |
9.0% |
22.00 |
1.5% |
5% |
False |
True |
1,750,623 |
60 |
1,566.25 |
1,436.25 |
130.00 |
9.0% |
19.50 |
1.3% |
5% |
False |
True |
1,175,586 |
80 |
1,566.25 |
1,436.25 |
130.00 |
9.0% |
17.25 |
1.2% |
5% |
False |
True |
881,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,688.25 |
2.618 |
1,610.00 |
1.618 |
1,562.00 |
1.000 |
1,532.25 |
0.618 |
1,514.00 |
HIGH |
1,484.25 |
0.618 |
1,466.00 |
0.500 |
1,460.25 |
0.382 |
1,454.50 |
LOW |
1,436.25 |
0.618 |
1,406.50 |
1.000 |
1,388.25 |
1.618 |
1,358.50 |
2.618 |
1,310.50 |
4.250 |
1,232.25 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,460.25 |
1,460.25 |
PP |
1,454.50 |
1,454.50 |
S1 |
1,448.75 |
1,448.75 |
|