Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,439.50 |
1,468.25 |
28.75 |
2.0% |
1,460.00 |
High |
1,473.50 |
1,494.75 |
21.25 |
1.4% |
1,495.75 |
Low |
1,432.25 |
1,460.75 |
28.50 |
2.0% |
1,436.25 |
Close |
1,467.75 |
1,482.50 |
14.75 |
1.0% |
1,443.00 |
Range |
41.25 |
34.00 |
-7.25 |
-17.6% |
59.50 |
ATR |
27.10 |
27.59 |
0.49 |
1.8% |
0.00 |
Volume |
2,673,337 |
2,864,358 |
191,021 |
7.1% |
13,465,789 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.25 |
1,566.00 |
1,501.25 |
|
R3 |
1,547.25 |
1,532.00 |
1,491.75 |
|
R2 |
1,513.25 |
1,513.25 |
1,488.75 |
|
R1 |
1,498.00 |
1,498.00 |
1,485.50 |
1,505.50 |
PP |
1,479.25 |
1,479.25 |
1,479.25 |
1,483.25 |
S1 |
1,464.00 |
1,464.00 |
1,479.50 |
1,471.50 |
S2 |
1,445.25 |
1,445.25 |
1,476.25 |
|
S3 |
1,411.25 |
1,430.00 |
1,473.25 |
|
S4 |
1,377.25 |
1,396.00 |
1,463.75 |
|
|
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 |
1,494.75 |
1,432.25 |
62.50 |
4.2% |
35.00 |
2.4% |
80% |
True |
False |
2,749,511 |
10 |
1,532.25 |
1,432.25 |
100.00 |
6.7% |
36.25 |
2.5% |
50% |
False |
False |
2,714,076 |
20 |
1,566.25 |
1,432.25 |
134.00 |
9.0% |
27.25 |
1.8% |
38% |
False |
False |
2,120,593 |
40 |
1,566.25 |
1,432.25 |
134.00 |
9.0% |
22.75 |
1.5% |
38% |
False |
False |
1,792,239 |
60 |
1,566.25 |
1,432.25 |
134.00 |
9.0% |
20.00 |
1.4% |
38% |
False |
False |
1,267,821 |
80 |
1,566.25 |
1,432.25 |
134.00 |
9.0% |
18.00 |
1.2% |
38% |
False |
False |
951,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,639.25 |
2.618 |
1,583.75 |
1.618 |
1,549.75 |
1.000 |
1,528.75 |
0.618 |
1,515.75 |
HIGH |
1,494.75 |
0.618 |
1,481.75 |
0.500 |
1,477.75 |
0.382 |
1,473.75 |
LOW |
1,460.75 |
0.618 |
1,439.75 |
1.000 |
1,426.75 |
1.618 |
1,405.75 |
2.618 |
1,371.75 |
4.250 |
1,316.25 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,481.00 |
1,476.25 |
PP |
1,479.25 |
1,469.75 |
S1 |
1,477.75 |
1,463.50 |
|