Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,413 |
13,243 |
-170 |
-1.3% |
13,944 |
High |
13,546 |
13,440 |
-106 |
-0.8% |
14,045 |
Low |
13,227 |
13,111 |
-116 |
-0.9% |
13,273 |
Close |
13,275 |
13,404 |
129 |
1.0% |
13,284 |
Range |
319 |
329 |
10 |
3.1% |
772 |
ATR |
192 |
202 |
10 |
5.1% |
0 |
Volume |
219,367 |
250,975 |
31,608 |
14.4% |
1,092,138 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,305 |
14,184 |
13,585 |
|
R3 |
13,976 |
13,855 |
13,495 |
|
R2 |
13,647 |
13,647 |
13,464 |
|
R1 |
13,526 |
13,526 |
13,434 |
13,587 |
PP |
13,318 |
13,318 |
13,318 |
13,349 |
S1 |
13,197 |
13,197 |
13,374 |
13,258 |
S2 |
12,989 |
12,989 |
13,344 |
|
S3 |
12,660 |
12,868 |
13,314 |
|
S4 |
12,331 |
12,539 |
13,223 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,850 |
15,339 |
13,709 |
|
R3 |
15,078 |
14,567 |
13,496 |
|
R2 |
14,306 |
14,306 |
13,426 |
|
R1 |
13,795 |
13,795 |
13,355 |
13,665 |
PP |
13,534 |
13,534 |
13,534 |
13,469 |
S1 |
13,023 |
13,023 |
13,213 |
12,893 |
S2 |
12,762 |
12,762 |
13,143 |
|
S3 |
11,990 |
12,251 |
13,072 |
|
S4 |
11,218 |
11,479 |
12,860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,873 |
13,111 |
762 |
5.7% |
331 |
2.5% |
38% |
False |
True |
265,180 |
10 |
14,089 |
13,111 |
978 |
7.3% |
246 |
1.8% |
30% |
False |
True |
216,939 |
20 |
14,097 |
13,111 |
986 |
7.4% |
189 |
1.4% |
30% |
False |
True |
168,611 |
40 |
14,097 |
13,111 |
986 |
7.4% |
175 |
1.3% |
30% |
False |
True |
157,006 |
60 |
14,097 |
13,111 |
986 |
7.4% |
149 |
1.1% |
30% |
False |
True |
104,838 |
80 |
14,097 |
12,650 |
1,447 |
10.8% |
128 |
1.0% |
52% |
False |
False |
78,639 |
100 |
14,097 |
12,320 |
1,777 |
13.3% |
109 |
0.8% |
61% |
False |
False |
62,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,838 |
2.618 |
14,301 |
1.618 |
13,972 |
1.000 |
13,769 |
0.618 |
13,643 |
HIGH |
13,440 |
0.618 |
13,314 |
0.500 |
13,276 |
0.382 |
13,237 |
LOW |
13,111 |
0.618 |
12,908 |
1.000 |
12,782 |
1.618 |
12,579 |
2.618 |
12,250 |
4.250 |
11,713 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,361 |
13,379 |
PP |
13,318 |
13,354 |
S1 |
13,276 |
13,329 |
|