Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,562 |
13,705 |
143 |
1.1% |
13,287 |
High |
13,740 |
13,710 |
-30 |
-0.2% |
13,554 |
Low |
13,532 |
13,317 |
-215 |
-1.6% |
13,111 |
Close |
13,705 |
13,327 |
-378 |
-2.8% |
13,266 |
Range |
208 |
393 |
185 |
88.9% |
443 |
ATR |
220 |
232 |
12 |
5.6% |
0 |
Volume |
275,076 |
253,110 |
-21,966 |
-8.0% |
1,321,427 |
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,630 |
14,372 |
13,543 |
|
R3 |
14,237 |
13,979 |
13,435 |
|
R2 |
13,844 |
13,844 |
13,399 |
|
R1 |
13,586 |
13,586 |
13,363 |
13,519 |
PP |
13,451 |
13,451 |
13,451 |
13,418 |
S1 |
13,193 |
13,193 |
13,291 |
13,126 |
S2 |
13,058 |
13,058 |
13,255 |
|
S3 |
12,665 |
12,800 |
13,219 |
|
S4 |
12,272 |
12,407 |
13,111 |
|
|
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 |
4.0% |
302 |
2.3% |
23% |
False |
False |
259,586 |
10 |
13,740 |
13,111 |
629 |
4.7% |
287 |
2.2% |
34% |
False |
False |
273,601 |
20 |
14,097 |
13,111 |
986 |
7.4% |
231 |
1.7% |
22% |
False |
False |
216,312 |
40 |
14,097 |
13,111 |
986 |
7.4% |
188 |
1.4% |
22% |
False |
False |
181,362 |
60 |
14,097 |
13,111 |
986 |
7.4% |
167 |
1.3% |
22% |
False |
False |
132,204 |
80 |
14,097 |
12,870 |
1,227 |
9.2% |
146 |
1.1% |
37% |
False |
False |
99,168 |
100 |
14,097 |
12,411 |
1,686 |
12.7% |
125 |
0.9% |
54% |
False |
False |
79,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,380 |
2.618 |
14,739 |
1.618 |
14,346 |
1.000 |
14,103 |
0.618 |
13,953 |
HIGH |
13,710 |
0.618 |
13,560 |
0.500 |
13,514 |
0.382 |
13,467 |
LOW |
13,317 |
0.618 |
13,074 |
1.000 |
12,924 |
1.618 |
12,681 |
2.618 |
12,288 |
4.250 |
11,647 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,514 |
13,529 |
PP |
13,451 |
13,461 |
S1 |
13,389 |
13,394 |
|