Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,951.50 |
1,962.25 |
10.75 |
0.6% |
2,053.50 |
High |
1,963.50 |
1,982.00 |
18.50 |
0.9% |
2,063.00 |
Low |
1,923.75 |
1,951.50 |
27.75 |
1.4% |
1,960.75 |
Close |
1,960.50 |
1,980.00 |
19.50 |
1.0% |
1,963.50 |
Range |
39.75 |
30.50 |
-9.25 |
-23.3% |
102.25 |
ATR |
33.09 |
32.90 |
-0.18 |
-0.6% |
0.00 |
Volume |
549,970 |
700,548 |
150,578 |
27.4% |
2,604,818 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.75 |
2,051.75 |
1,996.75 |
|
R3 |
2,032.25 |
2,021.25 |
1,988.50 |
|
R2 |
2,001.75 |
2,001.75 |
1,985.50 |
|
R1 |
1,990.75 |
1,990.75 |
1,982.75 |
1,996.25 |
PP |
1,971.25 |
1,971.25 |
1,971.25 |
1,974.00 |
S1 |
1,960.25 |
1,960.25 |
1,977.25 |
1,965.75 |
S2 |
1,940.75 |
1,940.75 |
1,974.50 |
|
S3 |
1,910.25 |
1,929.75 |
1,971.50 |
|
S4 |
1,879.75 |
1,899.25 |
1,963.25 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,302.50 |
2,235.25 |
2,019.75 |
|
R3 |
2,200.25 |
2,133.00 |
1,991.50 |
|
R2 |
2,098.00 |
2,098.00 |
1,982.25 |
|
R1 |
2,030.75 |
2,030.75 |
1,972.75 |
2,013.25 |
PP |
1,995.75 |
1,995.75 |
1,995.75 |
1,987.00 |
S1 |
1,928.50 |
1,928.50 |
1,954.25 |
1,911.00 |
S2 |
1,893.50 |
1,893.50 |
1,944.75 |
|
S3 |
1,791.25 |
1,826.25 |
1,935.50 |
|
S4 |
1,689.00 |
1,724.00 |
1,907.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,012.50 |
1,923.75 |
88.75 |
4.5% |
46.00 |
2.3% |
63% |
False |
False |
612,556 |
10 |
2,065.50 |
1,923.75 |
141.75 |
7.2% |
41.00 |
2.1% |
40% |
False |
False |
526,021 |
20 |
2,077.75 |
1,923.75 |
154.00 |
7.8% |
31.25 |
1.6% |
37% |
False |
False |
421,073 |
40 |
2,077.75 |
1,898.00 |
179.75 |
9.1% |
28.25 |
1.4% |
46% |
False |
False |
378,668 |
60 |
2,077.75 |
1,898.00 |
179.75 |
9.1% |
26.75 |
1.4% |
46% |
False |
False |
252,628 |
80 |
2,077.75 |
1,826.00 |
251.75 |
12.7% |
24.50 |
1.2% |
61% |
False |
False |
189,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,111.50 |
2.618 |
2,061.75 |
1.618 |
2,031.25 |
1.000 |
2,012.50 |
0.618 |
2,000.75 |
HIGH |
1,982.00 |
0.618 |
1,970.25 |
0.500 |
1,966.75 |
0.382 |
1,963.25 |
LOW |
1,951.50 |
0.618 |
1,932.75 |
1.000 |
1,921.00 |
1.618 |
1,902.25 |
2.618 |
1,871.75 |
4.250 |
1,822.00 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,975.50 |
1,976.00 |
PP |
1,971.25 |
1,971.75 |
S1 |
1,966.75 |
1,967.50 |
|