Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,265.0 |
6,250.0 |
-15.0 |
-0.2% |
6,608.5 |
High |
6,376.0 |
6,322.5 |
-53.5 |
-0.8% |
6,643.5 |
Low |
6,255.0 |
6,193.5 |
-61.5 |
-1.0% |
6,181.5 |
Close |
6,353.5 |
6,258.5 |
-95.0 |
-1.5% |
6,215.0 |
Range |
121.0 |
129.0 |
8.0 |
6.6% |
462.0 |
ATR |
99.8 |
104.1 |
4.3 |
4.3% |
0.0 |
Volume |
143,393 |
157,433 |
14,040 |
9.8% |
633,842 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,645.0 |
6,581.0 |
6,329.5 |
|
R3 |
6,516.0 |
6,452.0 |
6,294.0 |
|
R2 |
6,387.0 |
6,387.0 |
6,282.0 |
|
R1 |
6,323.0 |
6,323.0 |
6,270.5 |
6,355.0 |
PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,274.0 |
S1 |
6,194.0 |
6,194.0 |
6,246.5 |
6,226.0 |
S2 |
6,129.0 |
6,129.0 |
6,235.0 |
|
S3 |
6,000.0 |
6,065.0 |
6,223.0 |
|
S4 |
5,871.0 |
5,936.0 |
6,187.5 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,732.5 |
7,436.0 |
6,469.0 |
|
R3 |
7,270.5 |
6,974.0 |
6,342.0 |
|
R2 |
6,808.5 |
6,808.5 |
6,299.5 |
|
R1 |
6,512.0 |
6,512.0 |
6,257.5 |
6,429.0 |
PP |
6,346.5 |
6,346.5 |
6,346.5 |
6,305.5 |
S1 |
6,050.0 |
6,050.0 |
6,172.5 |
5,967.0 |
S2 |
5,884.5 |
5,884.5 |
6,130.5 |
|
S3 |
5,422.5 |
5,588.0 |
6,088.0 |
|
S4 |
4,960.5 |
5,126.0 |
5,961.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,479.0 |
6,181.5 |
297.5 |
4.8% |
142.0 |
2.3% |
26% |
False |
False |
172,166 |
10 |
6,691.0 |
6,181.5 |
509.5 |
8.1% |
117.5 |
1.9% |
15% |
False |
False |
137,812 |
20 |
6,772.0 |
6,181.5 |
590.5 |
9.4% |
94.5 |
1.5% |
13% |
False |
False |
108,089 |
40 |
6,796.0 |
6,181.5 |
614.5 |
9.8% |
81.0 |
1.3% |
13% |
False |
False |
102,963 |
60 |
6,796.0 |
6,181.5 |
614.5 |
9.8% |
71.5 |
1.1% |
13% |
False |
False |
69,210 |
80 |
6,796.0 |
6,181.5 |
614.5 |
9.8% |
61.0 |
1.0% |
13% |
False |
False |
51,940 |
100 |
6,796.0 |
6,062.5 |
733.5 |
11.7% |
57.0 |
0.9% |
27% |
False |
False |
41,618 |
120 |
6,796.0 |
6,062.5 |
733.5 |
11.7% |
49.5 |
0.8% |
27% |
False |
False |
34,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,871.0 |
2.618 |
6,660.0 |
1.618 |
6,531.0 |
1.000 |
6,451.5 |
0.618 |
6,402.0 |
HIGH |
6,322.5 |
0.618 |
6,273.0 |
0.500 |
6,258.0 |
0.382 |
6,243.0 |
LOW |
6,193.5 |
0.618 |
6,114.0 |
1.000 |
6,064.5 |
1.618 |
5,985.0 |
2.618 |
5,856.0 |
4.250 |
5,645.0 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,258.5 |
6,281.0 |
PP |
6,258.0 |
6,273.5 |
S1 |
6,258.0 |
6,266.0 |
|