Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,997.50 |
1,945.25 |
-52.25 |
-2.6% |
1,935.50 |
High |
2,002.25 |
1,955.75 |
-46.50 |
-2.3% |
2,006.75 |
Low |
1,942.50 |
1,906.75 |
-35.75 |
-1.8% |
1,906.75 |
Close |
1,945.50 |
1,929.00 |
-16.50 |
-0.8% |
1,929.00 |
Range |
59.75 |
49.00 |
-10.75 |
-18.0% |
100.00 |
ATR |
37.40 |
38.23 |
0.83 |
2.2% |
0.00 |
Volume |
459,139 |
600,458 |
141,319 |
30.8% |
2,545,658 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.50 |
2,052.25 |
1,956.00 |
|
R3 |
2,028.50 |
2,003.25 |
1,942.50 |
|
R2 |
1,979.50 |
1,979.50 |
1,938.00 |
|
R1 |
1,954.25 |
1,954.25 |
1,933.50 |
1,942.50 |
PP |
1,930.50 |
1,930.50 |
1,930.50 |
1,924.50 |
S1 |
1,905.25 |
1,905.25 |
1,924.50 |
1,893.50 |
S2 |
1,881.50 |
1,881.50 |
1,920.00 |
|
S3 |
1,832.50 |
1,856.25 |
1,915.50 |
|
S4 |
1,783.50 |
1,807.25 |
1,902.00 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,247.50 |
2,188.25 |
1,984.00 |
|
R3 |
2,147.50 |
2,088.25 |
1,956.50 |
|
R2 |
2,047.50 |
2,047.50 |
1,947.25 |
|
R1 |
1,988.25 |
1,988.25 |
1,938.25 |
1,968.00 |
PP |
1,947.50 |
1,947.50 |
1,947.50 |
1,937.25 |
S1 |
1,888.25 |
1,888.25 |
1,919.75 |
1,868.00 |
S2 |
1,847.50 |
1,847.50 |
1,910.75 |
|
S3 |
1,747.50 |
1,788.25 |
1,901.50 |
|
S4 |
1,647.50 |
1,688.25 |
1,874.00 |
|
|
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 |
1,906.75 |
100.00 |
5.2% |
46.50 |
2.4% |
22% |
False |
True |
509,131 |
10 |
2,011.50 |
1,906.75 |
104.75 |
5.4% |
46.50 |
2.4% |
21% |
False |
True |
525,016 |
20 |
2,077.75 |
1,906.75 |
171.00 |
8.9% |
39.00 |
2.0% |
13% |
False |
True |
479,001 |
40 |
2,077.75 |
1,906.75 |
171.00 |
8.9% |
31.00 |
1.6% |
13% |
False |
True |
398,769 |
60 |
2,077.75 |
1,898.00 |
179.75 |
9.3% |
28.50 |
1.5% |
17% |
False |
False |
302,553 |
80 |
2,077.75 |
1,855.50 |
222.25 |
11.5% |
26.75 |
1.4% |
33% |
False |
False |
226,931 |
100 |
2,077.75 |
1,794.00 |
283.75 |
14.7% |
25.00 |
1.3% |
48% |
False |
False |
181,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,164.00 |
2.618 |
2,084.00 |
1.618 |
2,035.00 |
1.000 |
2,004.75 |
0.618 |
1,986.00 |
HIGH |
1,955.75 |
0.618 |
1,937.00 |
0.500 |
1,931.25 |
0.382 |
1,925.50 |
LOW |
1,906.75 |
0.618 |
1,876.50 |
1.000 |
1,857.75 |
1.618 |
1,827.50 |
2.618 |
1,778.50 |
4.250 |
1,698.50 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1,931.25 |
1,956.75 |
PP |
1,930.50 |
1,947.50 |
S1 |
1,929.75 |
1,938.25 |
|