Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,973.50 |
1,997.50 |
24.00 |
1.2% |
1,964.50 |
High |
2,006.75 |
2,002.25 |
-4.50 |
-0.2% |
2,011.50 |
Low |
1,970.50 |
1,942.50 |
-28.00 |
-1.4% |
1,923.75 |
Close |
1,999.25 |
1,945.50 |
-53.75 |
-2.7% |
1,939.50 |
Range |
36.25 |
59.75 |
23.50 |
64.8% |
87.75 |
ATR |
35.68 |
37.40 |
1.72 |
4.8% |
0.00 |
Volume |
464,816 |
459,139 |
-5,677 |
-1.2% |
2,704,503 |
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,142.75 |
2,103.75 |
1,978.25 |
|
R3 |
2,083.00 |
2,044.00 |
1,962.00 |
|
R2 |
2,023.25 |
2,023.25 |
1,956.50 |
|
R1 |
1,984.25 |
1,984.25 |
1,951.00 |
1,974.00 |
PP |
1,963.50 |
1,963.50 |
1,963.50 |
1,958.25 |
S1 |
1,924.50 |
1,924.50 |
1,940.00 |
1,914.00 |
S2 |
1,903.75 |
1,903.75 |
1,934.50 |
|
S3 |
1,844.00 |
1,864.75 |
1,929.00 |
|
S4 |
1,784.25 |
1,805.00 |
1,912.75 |
|
|
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 |
4.3% |
47.25 |
2.4% |
26% |
False |
False |
479,149 |
10 |
2,012.50 |
1,923.75 |
88.75 |
4.6% |
46.75 |
2.4% |
25% |
False |
False |
545,852 |
20 |
2,077.75 |
1,923.75 |
154.00 |
7.9% |
37.50 |
1.9% |
14% |
False |
False |
468,964 |
40 |
2,077.75 |
1,918.00 |
159.75 |
8.2% |
30.25 |
1.6% |
17% |
False |
False |
394,104 |
60 |
2,077.75 |
1,898.00 |
179.75 |
9.2% |
28.00 |
1.4% |
26% |
False |
False |
292,547 |
80 |
2,077.75 |
1,855.50 |
222.25 |
11.4% |
26.25 |
1.4% |
40% |
False |
False |
219,426 |
100 |
2,077.75 |
1,794.00 |
283.75 |
14.6% |
24.75 |
1.3% |
53% |
False |
False |
175,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,256.25 |
2.618 |
2,158.75 |
1.618 |
2,099.00 |
1.000 |
2,062.00 |
0.618 |
2,039.25 |
HIGH |
2,002.25 |
0.618 |
1,979.50 |
0.500 |
1,972.50 |
0.382 |
1,965.25 |
LOW |
1,942.50 |
0.618 |
1,905.50 |
1.000 |
1,882.75 |
1.618 |
1,845.75 |
2.618 |
1,786.00 |
4.250 |
1,688.50 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,972.50 |
1,974.50 |
PP |
1,963.50 |
1,965.00 |
S1 |
1,954.50 |
1,955.25 |
|