Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,425 |
13,526 |
101 |
0.8% |
13,287 |
High |
13,554 |
13,543 |
-11 |
-0.1% |
13,554 |
Low |
13,362 |
13,209 |
-153 |
-1.1% |
13,111 |
Close |
13,527 |
13,266 |
-261 |
-1.9% |
13,266 |
Range |
192 |
334 |
142 |
74.0% |
443 |
ATR |
201 |
211 |
9 |
4.7% |
0 |
Volume |
344,494 |
228,628 |
-115,866 |
-33.6% |
1,321,427 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,341 |
14,138 |
13,450 |
|
R3 |
14,007 |
13,804 |
13,358 |
|
R2 |
13,673 |
13,673 |
13,327 |
|
R1 |
13,470 |
13,470 |
13,297 |
13,405 |
PP |
13,339 |
13,339 |
13,339 |
13,307 |
S1 |
13,136 |
13,136 |
13,236 |
13,071 |
S2 |
13,005 |
13,005 |
13,205 |
|
S3 |
12,671 |
12,802 |
13,174 |
|
S4 |
12,337 |
12,468 |
13,082 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,639 |
14,396 |
13,510 |
|
R3 |
14,196 |
13,953 |
13,388 |
|
R2 |
13,753 |
13,753 |
13,347 |
|
R1 |
13,510 |
13,510 |
13,307 |
13,410 |
PP |
13,310 |
13,310 |
13,310 |
13,261 |
S1 |
13,067 |
13,067 |
13,226 |
12,967 |
S2 |
12,867 |
12,867 |
13,185 |
|
S3 |
12,424 |
12,624 |
13,144 |
|
S4 |
11,981 |
12,181 |
13,022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,554 |
13,111 |
443 |
3.3% |
274 |
2.1% |
35% |
False |
False |
264,285 |
10 |
14,045 |
13,111 |
934 |
7.0% |
271 |
2.0% |
17% |
False |
False |
241,356 |
20 |
14,097 |
13,111 |
986 |
7.4% |
206 |
1.5% |
16% |
False |
False |
189,923 |
40 |
14,097 |
13,111 |
986 |
7.4% |
177 |
1.3% |
16% |
False |
False |
171,047 |
60 |
14,097 |
13,111 |
986 |
7.4% |
155 |
1.2% |
16% |
False |
False |
114,389 |
80 |
14,097 |
12,694 |
1,403 |
10.6% |
134 |
1.0% |
41% |
False |
False |
85,803 |
100 |
14,097 |
12,320 |
1,777 |
13.4% |
114 |
0.9% |
53% |
False |
False |
68,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,963 |
2.618 |
14,418 |
1.618 |
14,084 |
1.000 |
13,877 |
0.618 |
13,750 |
HIGH |
13,543 |
0.618 |
13,416 |
0.500 |
13,376 |
0.382 |
13,337 |
LOW |
13,209 |
0.618 |
13,003 |
1.000 |
12,875 |
1.618 |
12,669 |
2.618 |
12,335 |
4.250 |
11,790 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,376 |
13,333 |
PP |
13,339 |
13,310 |
S1 |
13,303 |
13,288 |
|