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 |
1,935.50 |
1,962.00 |
26.50 |
1.4% |
1,964.50 |
High |
1,964.75 |
1,989.00 |
24.25 |
1.2% |
2,011.50 |
Low |
1,924.00 |
1,942.50 |
18.50 |
1.0% |
1,923.75 |
Close |
1,962.50 |
1,974.00 |
11.50 |
0.6% |
1,939.50 |
Range |
40.75 |
46.50 |
5.75 |
14.1% |
87.75 |
ATR |
34.80 |
35.63 |
0.84 |
2.4% |
0.00 |
Volume |
481,085 |
540,160 |
59,075 |
12.3% |
2,704,503 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,108.00 |
2,087.50 |
1,999.50 |
|
R3 |
2,061.50 |
2,041.00 |
1,986.75 |
|
R2 |
2,015.00 |
2,015.00 |
1,982.50 |
|
R1 |
1,994.50 |
1,994.50 |
1,978.25 |
2,004.75 |
PP |
1,968.50 |
1,968.50 |
1,968.50 |
1,973.50 |
S1 |
1,948.00 |
1,948.00 |
1,969.75 |
1,958.25 |
S2 |
1,922.00 |
1,922.00 |
1,965.50 |
|
S3 |
1,875.50 |
1,901.50 |
1,961.25 |
|
S4 |
1,829.00 |
1,855.00 |
1,948.50 |
|
|
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 |
1,989.00 |
1,923.75 |
65.25 |
3.3% |
42.00 |
2.1% |
77% |
True |
False |
544,461 |
10 |
2,039.50 |
1,923.75 |
115.75 |
5.9% |
46.50 |
2.4% |
43% |
False |
False |
555,080 |
20 |
2,077.75 |
1,923.75 |
154.00 |
7.8% |
35.75 |
1.8% |
33% |
False |
False |
459,382 |
40 |
2,077.75 |
1,912.50 |
165.25 |
8.4% |
29.25 |
1.5% |
37% |
False |
False |
390,633 |
60 |
2,077.75 |
1,898.00 |
179.75 |
9.1% |
27.75 |
1.4% |
42% |
False |
False |
277,151 |
80 |
2,077.75 |
1,855.50 |
222.25 |
11.3% |
25.50 |
1.3% |
53% |
False |
False |
207,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,186.50 |
2.618 |
2,110.75 |
1.618 |
2,064.25 |
1.000 |
2,035.50 |
0.618 |
2,017.75 |
HIGH |
1,989.00 |
0.618 |
1,971.25 |
0.500 |
1,965.75 |
0.382 |
1,960.25 |
LOW |
1,942.50 |
0.618 |
1,913.75 |
1.000 |
1,896.00 |
1.618 |
1,867.25 |
2.618 |
1,820.75 |
4.250 |
1,745.00 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,971.25 |
1,968.25 |
PP |
1,968.50 |
1,962.25 |
S1 |
1,965.75 |
1,956.50 |
|