Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,243 |
13,425 |
182 |
1.4% |
13,944 |
High |
13,440 |
13,554 |
114 |
0.8% |
14,045 |
Low |
13,111 |
13,362 |
251 |
1.9% |
13,273 |
Close |
13,404 |
13,527 |
123 |
0.9% |
13,284 |
Range |
329 |
192 |
-137 |
-41.6% |
772 |
ATR |
202 |
201 |
-1 |
-0.3% |
0 |
Volume |
250,975 |
344,494 |
93,519 |
37.3% |
1,092,138 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,057 |
13,984 |
13,633 |
|
R3 |
13,865 |
13,792 |
13,580 |
|
R2 |
13,673 |
13,673 |
13,562 |
|
R1 |
13,600 |
13,600 |
13,545 |
13,637 |
PP |
13,481 |
13,481 |
13,481 |
13,499 |
S1 |
13,408 |
13,408 |
13,510 |
13,445 |
S2 |
13,289 |
13,289 |
13,492 |
|
S3 |
13,097 |
13,216 |
13,474 |
|
S4 |
12,905 |
13,024 |
13,422 |
|
|
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 |
13,595 |
13,111 |
484 |
3.6% |
272 |
2.0% |
86% |
False |
False |
287,617 |
10 |
14,077 |
13,111 |
966 |
7.1% |
258 |
1.9% |
43% |
False |
False |
231,100 |
20 |
14,097 |
13,111 |
986 |
7.3% |
194 |
1.4% |
42% |
False |
False |
183,228 |
40 |
14,097 |
13,111 |
986 |
7.3% |
176 |
1.3% |
42% |
False |
False |
165,559 |
60 |
14,097 |
13,111 |
986 |
7.3% |
151 |
1.1% |
42% |
False |
False |
110,579 |
80 |
14,097 |
12,650 |
1,447 |
10.7% |
131 |
1.0% |
61% |
False |
False |
82,945 |
100 |
14,097 |
12,320 |
1,777 |
13.1% |
111 |
0.8% |
68% |
False |
False |
66,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,370 |
2.618 |
14,057 |
1.618 |
13,865 |
1.000 |
13,746 |
0.618 |
13,673 |
HIGH |
13,554 |
0.618 |
13,481 |
0.500 |
13,458 |
0.382 |
13,435 |
LOW |
13,362 |
0.618 |
13,243 |
1.000 |
13,170 |
1.618 |
13,051 |
2.618 |
12,859 |
4.250 |
12,546 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,504 |
13,462 |
PP |
13,481 |
13,397 |
S1 |
13,458 |
13,333 |
|