Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,243 |
13,470 |
227 |
1.7% |
13,287 |
High |
13,513 |
13,650 |
137 |
1.0% |
13,554 |
Low |
13,203 |
13,386 |
183 |
1.4% |
13,111 |
Close |
13,471 |
13,548 |
77 |
0.6% |
13,266 |
Range |
310 |
264 |
-46 |
-14.8% |
443 |
ATR |
218 |
221 |
3 |
1.5% |
0 |
Volume |
267,711 |
273,405 |
5,694 |
2.1% |
1,321,427 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,320 |
14,198 |
13,693 |
|
R3 |
14,056 |
13,934 |
13,621 |
|
R2 |
13,792 |
13,792 |
13,597 |
|
R1 |
13,670 |
13,670 |
13,572 |
13,731 |
PP |
13,528 |
13,528 |
13,528 |
13,559 |
S1 |
13,406 |
13,406 |
13,524 |
13,467 |
S2 |
13,264 |
13,264 |
13,500 |
|
S3 |
13,000 |
13,142 |
13,476 |
|
S4 |
12,736 |
12,878 |
13,403 |
|
|
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 |
13,650 |
13,111 |
539 |
4.0% |
286 |
2.1% |
81% |
True |
False |
273,042 |
10 |
13,886 |
13,111 |
775 |
5.7% |
291 |
2.1% |
56% |
False |
False |
264,158 |
20 |
14,097 |
13,111 |
986 |
7.3% |
223 |
1.6% |
44% |
False |
False |
206,691 |
40 |
14,097 |
13,111 |
986 |
7.3% |
183 |
1.3% |
44% |
False |
False |
176,435 |
60 |
14,097 |
13,111 |
986 |
7.3% |
161 |
1.2% |
44% |
False |
False |
123,405 |
80 |
14,097 |
12,782 |
1,315 |
9.7% |
140 |
1.0% |
58% |
False |
False |
92,567 |
100 |
14,097 |
12,320 |
1,777 |
13.1% |
120 |
0.9% |
69% |
False |
False |
74,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,772 |
2.618 |
14,341 |
1.618 |
14,077 |
1.000 |
13,914 |
0.618 |
13,813 |
HIGH |
13,650 |
0.618 |
13,549 |
0.500 |
13,518 |
0.382 |
13,487 |
LOW |
13,386 |
0.618 |
13,223 |
1.000 |
13,122 |
1.618 |
12,959 |
2.618 |
12,695 |
4.250 |
12,264 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,538 |
13,508 |
PP |
13,528 |
13,467 |
S1 |
13,518 |
13,427 |
|