Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,962.25 |
1,979.25 |
17.00 |
0.9% |
1,964.50 |
High |
1,982.00 |
1,981.50 |
-0.50 |
0.0% |
2,011.50 |
Low |
1,951.50 |
1,928.50 |
-23.00 |
-1.2% |
1,923.75 |
Close |
1,980.00 |
1,939.50 |
-40.50 |
-2.0% |
1,939.50 |
Range |
30.50 |
53.00 |
22.50 |
73.8% |
87.75 |
ATR |
32.90 |
34.34 |
1.44 |
4.4% |
0.00 |
Volume |
700,548 |
450,545 |
-250,003 |
-35.7% |
2,704,503 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,108.75 |
2,077.25 |
1,968.75 |
|
R3 |
2,055.75 |
2,024.25 |
1,954.00 |
|
R2 |
2,002.75 |
2,002.75 |
1,949.25 |
|
R1 |
1,971.25 |
1,971.25 |
1,944.25 |
1,960.50 |
PP |
1,949.75 |
1,949.75 |
1,949.75 |
1,944.50 |
S1 |
1,918.25 |
1,918.25 |
1,934.75 |
1,907.50 |
S2 |
1,896.75 |
1,896.75 |
1,929.75 |
|
S3 |
1,843.75 |
1,865.25 |
1,925.00 |
|
S4 |
1,790.75 |
1,812.25 |
1,910.25 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,221.50 |
2,168.25 |
1,987.75 |
|
R3 |
2,133.75 |
2,080.50 |
1,963.75 |
|
R2 |
2,046.00 |
2,046.00 |
1,955.50 |
|
R1 |
1,992.75 |
1,992.75 |
1,947.50 |
1,975.50 |
PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,949.50 |
S1 |
1,905.00 |
1,905.00 |
1,931.50 |
1,887.75 |
S2 |
1,870.50 |
1,870.50 |
1,923.50 |
|
S3 |
1,782.75 |
1,817.25 |
1,915.25 |
|
S4 |
1,695.00 |
1,729.50 |
1,891.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,011.50 |
1,923.75 |
87.75 |
4.5% |
46.25 |
2.4% |
18% |
False |
False |
540,900 |
10 |
2,063.00 |
1,923.75 |
139.25 |
7.2% |
43.75 |
2.3% |
11% |
False |
False |
530,932 |
20 |
2,077.75 |
1,923.75 |
154.00 |
7.9% |
33.00 |
1.7% |
10% |
False |
False |
429,621 |
40 |
2,077.75 |
1,898.00 |
179.75 |
9.3% |
28.50 |
1.5% |
23% |
False |
False |
389,483 |
60 |
2,077.75 |
1,898.00 |
179.75 |
9.3% |
27.25 |
1.4% |
23% |
False |
False |
260,136 |
80 |
2,077.75 |
1,826.00 |
251.75 |
13.0% |
25.00 |
1.3% |
45% |
False |
False |
195,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,206.75 |
2.618 |
2,120.25 |
1.618 |
2,067.25 |
1.000 |
2,034.50 |
0.618 |
2,014.25 |
HIGH |
1,981.50 |
0.618 |
1,961.25 |
0.500 |
1,955.00 |
0.382 |
1,948.75 |
LOW |
1,928.50 |
0.618 |
1,895.75 |
1.000 |
1,875.50 |
1.618 |
1,842.75 |
2.618 |
1,789.75 |
4.250 |
1,703.25 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,955.00 |
1,953.00 |
PP |
1,949.75 |
1,948.50 |
S1 |
1,944.75 |
1,944.00 |
|