| 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 |
1,962.00 |
1,973.50 |
11.50 |
0.6% |
1,964.50 |
| High |
1,989.00 |
2,006.75 |
17.75 |
0.9% |
2,011.50 |
| Low |
1,942.50 |
1,970.50 |
28.00 |
1.4% |
1,923.75 |
| Close |
1,974.00 |
1,999.25 |
25.25 |
1.3% |
1,939.50 |
| Range |
46.50 |
36.25 |
-10.25 |
-22.0% |
87.75 |
| ATR |
35.63 |
35.68 |
0.04 |
0.1% |
0.00 |
| Volume |
540,160 |
464,816 |
-75,344 |
-13.9% |
2,704,503 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.00 |
2,086.25 |
2,019.25 |
|
| R3 |
2,064.75 |
2,050.00 |
2,009.25 |
|
| R2 |
2,028.50 |
2,028.50 |
2,006.00 |
|
| R1 |
2,013.75 |
2,013.75 |
2,002.50 |
2,021.00 |
| PP |
1,992.25 |
1,992.25 |
1,992.25 |
1,995.75 |
| S1 |
1,977.50 |
1,977.50 |
1,996.00 |
1,985.00 |
| S2 |
1,956.00 |
1,956.00 |
1,992.50 |
|
| S3 |
1,919.75 |
1,941.25 |
1,989.25 |
|
| S4 |
1,883.50 |
1,905.00 |
1,979.25 |
|
|
| 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 |
2,006.75 |
1,924.00 |
82.75 |
4.1% |
41.50 |
2.1% |
91% |
True |
False |
527,430 |
| 10 |
2,039.50 |
1,923.75 |
115.75 |
5.8% |
47.75 |
2.4% |
65% |
False |
False |
548,600 |
| 20 |
2,077.75 |
1,923.75 |
154.00 |
7.7% |
36.00 |
1.8% |
49% |
False |
False |
463,626 |
| 40 |
2,077.75 |
1,912.50 |
165.25 |
8.3% |
29.50 |
1.5% |
52% |
False |
False |
393,898 |
| 60 |
2,077.75 |
1,898.00 |
179.75 |
9.0% |
27.50 |
1.4% |
56% |
False |
False |
284,897 |
| 80 |
2,077.75 |
1,855.50 |
222.25 |
11.1% |
25.75 |
1.3% |
65% |
False |
False |
213,687 |
| 100 |
2,077.75 |
1,794.00 |
283.75 |
14.2% |
24.50 |
1.2% |
72% |
False |
False |
170,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.75 |
|
2.618 |
2,101.75 |
|
1.618 |
2,065.50 |
|
1.000 |
2,043.00 |
|
0.618 |
2,029.25 |
|
HIGH |
2,006.75 |
|
0.618 |
1,993.00 |
|
0.500 |
1,988.50 |
|
0.382 |
1,984.25 |
|
LOW |
1,970.50 |
|
0.618 |
1,948.00 |
|
1.000 |
1,934.25 |
|
1.618 |
1,911.75 |
|
2.618 |
1,875.50 |
|
4.250 |
1,816.50 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.75 |
1,988.00 |
| PP |
1,992.25 |
1,976.75 |
| S1 |
1,988.50 |
1,965.50 |
|