Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,250.0 |
6,294.0 |
44.0 |
0.7% |
6,608.5 |
High |
6,322.5 |
6,328.5 |
6.0 |
0.1% |
6,643.5 |
Low |
6,193.5 |
6,276.5 |
83.0 |
1.3% |
6,181.5 |
Close |
6,258.5 |
6,306.0 |
47.5 |
0.8% |
6,215.0 |
Range |
129.0 |
52.0 |
-77.0 |
-59.7% |
462.0 |
ATR |
104.1 |
101.7 |
-2.4 |
-2.3% |
0.0 |
Volume |
157,433 |
178,806 |
21,373 |
13.6% |
633,842 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,459.5 |
6,435.0 |
6,334.5 |
|
R3 |
6,407.5 |
6,383.0 |
6,320.5 |
|
R2 |
6,355.5 |
6,355.5 |
6,315.5 |
|
R1 |
6,331.0 |
6,331.0 |
6,311.0 |
6,343.0 |
PP |
6,303.5 |
6,303.5 |
6,303.5 |
6,310.0 |
S1 |
6,279.0 |
6,279.0 |
6,301.0 |
6,291.0 |
S2 |
6,251.5 |
6,251.5 |
6,296.5 |
|
S3 |
6,199.5 |
6,227.0 |
6,291.5 |
|
S4 |
6,147.5 |
6,175.0 |
6,277.5 |
|
|
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 |
6,376.0 |
6,181.5 |
194.5 |
3.1% |
103.5 |
1.6% |
64% |
False |
False |
181,477 |
10 |
6,691.0 |
6,181.5 |
509.5 |
8.1% |
116.0 |
1.8% |
24% |
False |
False |
143,987 |
20 |
6,772.0 |
6,181.5 |
590.5 |
9.4% |
93.5 |
1.5% |
21% |
False |
False |
115,156 |
40 |
6,796.0 |
6,181.5 |
614.5 |
9.7% |
80.0 |
1.3% |
20% |
False |
False |
106,850 |
60 |
6,796.0 |
6,181.5 |
614.5 |
9.7% |
71.5 |
1.1% |
20% |
False |
False |
72,188 |
80 |
6,796.0 |
6,181.5 |
614.5 |
9.7% |
61.0 |
1.0% |
20% |
False |
False |
54,174 |
100 |
6,796.0 |
6,062.5 |
733.5 |
11.6% |
57.5 |
0.9% |
33% |
False |
False |
43,406 |
120 |
6,796.0 |
6,062.5 |
733.5 |
11.6% |
50.0 |
0.8% |
33% |
False |
False |
36,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,549.5 |
2.618 |
6,464.5 |
1.618 |
6,412.5 |
1.000 |
6,380.5 |
0.618 |
6,360.5 |
HIGH |
6,328.5 |
0.618 |
6,308.5 |
0.500 |
6,302.5 |
0.382 |
6,296.5 |
LOW |
6,276.5 |
0.618 |
6,244.5 |
1.000 |
6,224.5 |
1.618 |
6,192.5 |
2.618 |
6,140.5 |
4.250 |
6,055.5 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,305.0 |
6,299.0 |
PP |
6,303.5 |
6,292.0 |
S1 |
6,302.5 |
6,285.0 |
|