Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,705 |
13,309 |
-396 |
-2.9% |
13,243 |
High |
13,710 |
13,366 |
-344 |
-2.5% |
13,740 |
Low |
13,317 |
13,107 |
-210 |
-1.6% |
13,107 |
Close |
13,327 |
13,237 |
-90 |
-0.7% |
13,237 |
Range |
393 |
259 |
-134 |
-34.1% |
633 |
ATR |
232 |
234 |
2 |
0.8% |
0 |
Volume |
253,110 |
348,652 |
95,542 |
37.7% |
1,417,954 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,014 |
13,884 |
13,380 |
|
R3 |
13,755 |
13,625 |
13,308 |
|
R2 |
13,496 |
13,496 |
13,285 |
|
R1 |
13,366 |
13,366 |
13,261 |
13,302 |
PP |
13,237 |
13,237 |
13,237 |
13,204 |
S1 |
13,107 |
13,107 |
13,213 |
13,043 |
S2 |
12,978 |
12,978 |
13,190 |
|
S3 |
12,719 |
12,848 |
13,166 |
|
S4 |
12,460 |
12,589 |
13,095 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,260 |
14,882 |
13,585 |
|
R3 |
14,627 |
14,249 |
13,411 |
|
R2 |
13,994 |
13,994 |
13,353 |
|
R1 |
13,616 |
13,616 |
13,295 |
13,489 |
PP |
13,361 |
13,361 |
13,361 |
13,298 |
S1 |
12,983 |
12,983 |
13,179 |
12,856 |
S2 |
12,728 |
12,728 |
13,121 |
|
S3 |
12,095 |
12,350 |
13,063 |
|
S4 |
11,462 |
11,717 |
12,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,740 |
13,107 |
633 |
4.8% |
287 |
2.2% |
21% |
False |
True |
283,590 |
10 |
13,740 |
13,107 |
633 |
4.8% |
280 |
2.1% |
21% |
False |
True |
273,938 |
20 |
14,097 |
13,107 |
990 |
7.5% |
239 |
1.8% |
13% |
False |
True |
225,863 |
40 |
14,097 |
13,107 |
990 |
7.5% |
192 |
1.4% |
13% |
False |
True |
185,938 |
60 |
14,097 |
13,107 |
990 |
7.5% |
170 |
1.3% |
13% |
False |
True |
138,006 |
80 |
14,097 |
12,870 |
1,227 |
9.3% |
148 |
1.1% |
30% |
False |
False |
103,526 |
100 |
14,097 |
12,411 |
1,686 |
12.7% |
126 |
1.0% |
49% |
False |
False |
82,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,467 |
2.618 |
14,044 |
1.618 |
13,785 |
1.000 |
13,625 |
0.618 |
13,526 |
HIGH |
13,366 |
0.618 |
13,267 |
0.500 |
13,237 |
0.382 |
13,206 |
LOW |
13,107 |
0.618 |
12,947 |
1.000 |
12,848 |
1.618 |
12,688 |
2.618 |
12,429 |
4.250 |
12,006 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,237 |
13,424 |
PP |
13,237 |
13,361 |
S1 |
13,237 |
13,299 |
|