Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,468.25 |
1,482.00 |
13.75 |
0.9% |
1,460.00 |
High |
1,494.75 |
1,510.50 |
15.75 |
1.1% |
1,495.75 |
Low |
1,460.75 |
1,480.50 |
19.75 |
1.4% |
1,436.25 |
Close |
1,482.50 |
1,504.00 |
21.50 |
1.5% |
1,443.00 |
Range |
34.00 |
30.00 |
-4.00 |
-11.8% |
59.50 |
ATR |
27.59 |
27.76 |
0.17 |
0.6% |
0.00 |
Volume |
2,864,358 |
2,610,986 |
-253,372 |
-8.8% |
13,465,789 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.25 |
1,576.25 |
1,520.50 |
|
R3 |
1,558.25 |
1,546.25 |
1,512.25 |
|
R2 |
1,528.25 |
1,528.25 |
1,509.50 |
|
R1 |
1,516.25 |
1,516.25 |
1,506.75 |
1,522.25 |
PP |
1,498.25 |
1,498.25 |
1,498.25 |
1,501.50 |
S1 |
1,486.25 |
1,486.25 |
1,501.25 |
1,492.25 |
S2 |
1,468.25 |
1,468.25 |
1,498.50 |
|
S3 |
1,438.25 |
1,456.25 |
1,495.75 |
|
S4 |
1,408.25 |
1,426.25 |
1,487.50 |
|
|
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 |
1,510.50 |
1,432.25 |
78.25 |
5.2% |
34.25 |
2.3% |
92% |
True |
False |
2,753,841 |
10 |
1,529.50 |
1,432.25 |
97.25 |
6.5% |
37.25 |
2.5% |
74% |
False |
False |
2,764,998 |
20 |
1,566.25 |
1,432.25 |
134.00 |
8.9% |
28.00 |
1.9% |
54% |
False |
False |
2,164,343 |
40 |
1,566.25 |
1,432.25 |
134.00 |
8.9% |
23.00 |
1.5% |
54% |
False |
False |
1,819,399 |
60 |
1,566.25 |
1,432.25 |
134.00 |
8.9% |
20.25 |
1.4% |
54% |
False |
False |
1,311,277 |
80 |
1,566.25 |
1,432.25 |
134.00 |
8.9% |
18.00 |
1.2% |
54% |
False |
False |
983,719 |
100 |
1,566.25 |
1,426.25 |
140.00 |
9.3% |
16.75 |
1.1% |
56% |
False |
False |
787,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.00 |
2.618 |
1,589.00 |
1.618 |
1,559.00 |
1.000 |
1,540.50 |
0.618 |
1,529.00 |
HIGH |
1,510.50 |
0.618 |
1,499.00 |
0.500 |
1,495.50 |
0.382 |
1,492.00 |
LOW |
1,480.50 |
0.618 |
1,462.00 |
1.000 |
1,450.50 |
1.618 |
1,432.00 |
2.618 |
1,402.00 |
4.250 |
1,353.00 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,501.25 |
1,493.00 |
PP |
1,498.25 |
1,482.25 |
S1 |
1,495.50 |
1,471.50 |
|