Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,526 |
13,243 |
-283 |
-2.1% |
13,287 |
High |
13,543 |
13,513 |
-30 |
-0.2% |
13,554 |
Low |
13,209 |
13,203 |
-6 |
0.0% |
13,111 |
Close |
13,266 |
13,471 |
205 |
1.5% |
13,266 |
Range |
334 |
310 |
-24 |
-7.2% |
443 |
ATR |
211 |
218 |
7 |
3.4% |
0 |
Volume |
228,628 |
267,711 |
39,083 |
17.1% |
1,321,427 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,326 |
14,208 |
13,642 |
|
R3 |
14,016 |
13,898 |
13,556 |
|
R2 |
13,706 |
13,706 |
13,528 |
|
R1 |
13,588 |
13,588 |
13,500 |
13,647 |
PP |
13,396 |
13,396 |
13,396 |
13,425 |
S1 |
13,278 |
13,278 |
13,443 |
13,337 |
S2 |
13,086 |
13,086 |
13,414 |
|
S3 |
12,776 |
12,968 |
13,386 |
|
S4 |
12,466 |
12,658 |
13,301 |
|
|
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% |
297 |
2.2% |
81% |
False |
False |
262,235 |
10 |
14,028 |
13,111 |
917 |
6.8% |
291 |
2.2% |
39% |
False |
False |
248,502 |
20 |
14,097 |
13,111 |
986 |
7.3% |
218 |
1.6% |
37% |
False |
False |
198,191 |
40 |
14,097 |
13,111 |
986 |
7.3% |
179 |
1.3% |
37% |
False |
False |
173,750 |
60 |
14,097 |
13,111 |
986 |
7.3% |
158 |
1.2% |
37% |
False |
False |
118,849 |
80 |
14,097 |
12,711 |
1,386 |
10.3% |
138 |
1.0% |
55% |
False |
False |
89,149 |
100 |
14,097 |
12,320 |
1,777 |
13.2% |
117 |
0.9% |
65% |
False |
False |
71,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,831 |
2.618 |
14,325 |
1.618 |
14,015 |
1.000 |
13,823 |
0.618 |
13,705 |
HIGH |
13,513 |
0.618 |
13,395 |
0.500 |
13,358 |
0.382 |
13,322 |
LOW |
13,203 |
0.618 |
13,012 |
1.000 |
12,893 |
1.618 |
12,702 |
2.618 |
12,392 |
4.250 |
11,886 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,433 |
13,440 |
PP |
13,396 |
13,409 |
S1 |
13,358 |
13,379 |
|