Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,470 |
13,562 |
92 |
0.7% |
13,287 |
High |
13,650 |
13,740 |
90 |
0.7% |
13,554 |
Low |
13,386 |
13,532 |
146 |
1.1% |
13,111 |
Close |
13,548 |
13,705 |
157 |
1.2% |
13,266 |
Range |
264 |
208 |
-56 |
-21.2% |
443 |
ATR |
221 |
220 |
-1 |
-0.4% |
0 |
Volume |
273,405 |
275,076 |
1,671 |
0.6% |
1,321,427 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,283 |
14,202 |
13,820 |
|
R3 |
14,075 |
13,994 |
13,762 |
|
R2 |
13,867 |
13,867 |
13,743 |
|
R1 |
13,786 |
13,786 |
13,724 |
13,827 |
PP |
13,659 |
13,659 |
13,659 |
13,679 |
S1 |
13,578 |
13,578 |
13,686 |
13,619 |
S2 |
13,451 |
13,451 |
13,667 |
|
S3 |
13,243 |
13,370 |
13,648 |
|
S4 |
13,035 |
13,162 |
13,591 |
|
|
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 |
13,740 |
13,203 |
537 |
3.9% |
262 |
1.9% |
93% |
True |
False |
277,862 |
10 |
13,873 |
13,111 |
762 |
5.6% |
296 |
2.2% |
78% |
False |
False |
271,521 |
20 |
14,097 |
13,111 |
986 |
7.2% |
226 |
1.6% |
60% |
False |
False |
211,975 |
40 |
14,097 |
13,111 |
986 |
7.2% |
184 |
1.3% |
60% |
False |
False |
179,986 |
60 |
14,097 |
13,111 |
986 |
7.2% |
163 |
1.2% |
60% |
False |
False |
127,987 |
80 |
14,097 |
12,870 |
1,227 |
9.0% |
142 |
1.0% |
68% |
False |
False |
96,005 |
100 |
14,097 |
12,411 |
1,686 |
12.3% |
121 |
0.9% |
77% |
False |
False |
76,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,624 |
2.618 |
14,285 |
1.618 |
14,077 |
1.000 |
13,948 |
0.618 |
13,869 |
HIGH |
13,740 |
0.618 |
13,661 |
0.500 |
13,636 |
0.382 |
13,612 |
LOW |
13,532 |
0.618 |
13,404 |
1.000 |
13,324 |
1.618 |
13,196 |
2.618 |
12,988 |
4.250 |
12,648 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,682 |
13,627 |
PP |
13,659 |
13,549 |
S1 |
13,636 |
13,472 |
|