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 |
1,502.25 |
1,458.00 |
-44.25 |
-2.9% |
1,439.50 |
High |
1,504.50 |
1,468.50 |
-36.00 |
-2.4% |
1,510.50 |
Low |
1,456.50 |
1,433.00 |
-23.50 |
-1.6% |
1,432.25 |
Close |
1,458.00 |
1,451.00 |
-7.00 |
-0.5% |
1,451.00 |
Range |
48.00 |
35.50 |
-12.50 |
-26.0% |
78.25 |
ATR |
29.21 |
29.66 |
0.45 |
1.5% |
0.00 |
Volume |
2,713,939 |
3,208,674 |
494,735 |
18.2% |
14,071,294 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.25 |
1,539.75 |
1,470.50 |
|
R3 |
1,521.75 |
1,504.25 |
1,460.75 |
|
R2 |
1,486.25 |
1,486.25 |
1,457.50 |
|
R1 |
1,468.75 |
1,468.75 |
1,454.25 |
1,459.75 |
PP |
1,450.75 |
1,450.75 |
1,450.75 |
1,446.50 |
S1 |
1,433.25 |
1,433.25 |
1,447.75 |
1,424.25 |
S2 |
1,415.25 |
1,415.25 |
1,444.50 |
|
S3 |
1,379.75 |
1,397.75 |
1,441.25 |
|
S4 |
1,344.25 |
1,362.25 |
1,431.50 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.25 |
1,653.50 |
1,494.00 |
|
R3 |
1,621.00 |
1,575.25 |
1,472.50 |
|
R2 |
1,542.75 |
1,542.75 |
1,465.25 |
|
R1 |
1,497.00 |
1,497.00 |
1,458.25 |
1,520.00 |
PP |
1,464.50 |
1,464.50 |
1,464.50 |
1,476.00 |
S1 |
1,418.75 |
1,418.75 |
1,443.75 |
1,441.50 |
S2 |
1,386.25 |
1,386.25 |
1,436.75 |
|
S3 |
1,308.00 |
1,340.50 |
1,429.50 |
|
S4 |
1,229.75 |
1,262.25 |
1,408.00 |
|
|
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 |
5.4% |
37.75 |
2.6% |
24% |
False |
False |
2,814,258 |
10 |
1,510.50 |
1,432.25 |
78.25 |
5.4% |
35.75 |
2.5% |
24% |
False |
False |
2,753,708 |
20 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
30.00 |
2.1% |
14% |
False |
False |
2,297,491 |
40 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
24.00 |
1.7% |
14% |
False |
False |
1,853,594 |
60 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
21.25 |
1.5% |
14% |
False |
False |
1,409,843 |
80 |
1,566.25 |
1,432.25 |
134.00 |
9.2% |
19.00 |
1.3% |
14% |
False |
False |
1,057,741 |
100 |
1,566.25 |
1,431.75 |
134.50 |
9.3% |
17.25 |
1.2% |
14% |
False |
False |
846,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,619.50 |
2.618 |
1,561.50 |
1.618 |
1,526.00 |
1.000 |
1,504.00 |
0.618 |
1,490.50 |
HIGH |
1,468.50 |
0.618 |
1,455.00 |
0.500 |
1,450.75 |
0.382 |
1,446.50 |
LOW |
1,433.00 |
0.618 |
1,411.00 |
1.000 |
1,397.50 |
1.618 |
1,375.50 |
2.618 |
1,340.00 |
4.250 |
1,282.00 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,451.00 |
1,471.75 |
PP |
1,450.75 |
1,464.75 |
S1 |
1,450.75 |
1,458.00 |
|