Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,481.25 |
1,439.50 |
-41.75 |
-2.8% |
1,460.00 |
High |
1,484.25 |
1,473.50 |
-10.75 |
-0.7% |
1,495.75 |
Low |
1,436.25 |
1,432.25 |
-4.00 |
-0.3% |
1,436.25 |
Close |
1,443.00 |
1,467.75 |
24.75 |
1.7% |
1,443.00 |
Range |
48.00 |
41.25 |
-6.75 |
-14.1% |
59.50 |
ATR |
26.01 |
27.10 |
1.09 |
4.2% |
0.00 |
Volume |
2,209,158 |
2,673,337 |
464,179 |
21.0% |
13,465,789 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.50 |
1,566.00 |
1,490.50 |
|
R3 |
1,540.25 |
1,524.75 |
1,479.00 |
|
R2 |
1,499.00 |
1,499.00 |
1,475.25 |
|
R1 |
1,483.50 |
1,483.50 |
1,471.50 |
1,491.25 |
PP |
1,457.75 |
1,457.75 |
1,457.75 |
1,461.75 |
S1 |
1,442.25 |
1,442.25 |
1,464.00 |
1,450.00 |
S2 |
1,416.50 |
1,416.50 |
1,460.25 |
|
S3 |
1,375.25 |
1,401.00 |
1,456.50 |
|
S4 |
1,334.00 |
1,359.75 |
1,445.00 |
|
|
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 |
1,432.25 |
63.50 |
4.3% |
36.00 |
2.5% |
56% |
False |
True |
2,619,216 |
10 |
1,551.75 |
1,432.25 |
119.50 |
8.1% |
36.50 |
2.5% |
30% |
False |
True |
2,542,450 |
20 |
1,566.25 |
1,432.25 |
134.00 |
9.1% |
26.75 |
1.8% |
26% |
False |
True |
2,017,234 |
40 |
1,566.25 |
1,432.25 |
134.00 |
9.1% |
22.25 |
1.5% |
26% |
False |
True |
1,770,969 |
60 |
1,566.25 |
1,432.25 |
134.00 |
9.1% |
19.75 |
1.3% |
26% |
False |
True |
1,220,121 |
80 |
1,566.25 |
1,432.25 |
134.00 |
9.1% |
17.50 |
1.2% |
26% |
False |
True |
915,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.75 |
2.618 |
1,581.50 |
1.618 |
1,540.25 |
1.000 |
1,514.75 |
0.618 |
1,499.00 |
HIGH |
1,473.50 |
0.618 |
1,457.75 |
0.500 |
1,453.00 |
0.382 |
1,448.00 |
LOW |
1,432.25 |
0.618 |
1,406.75 |
1.000 |
1,391.00 |
1.618 |
1,365.50 |
2.618 |
1,324.25 |
4.250 |
1,257.00 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,462.75 |
1,464.50 |
PP |
1,457.75 |
1,461.50 |
S1 |
1,453.00 |
1,458.25 |
|