Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,294.0 |
6,330.0 |
36.0 |
0.6% |
6,215.0 |
High |
6,328.5 |
6,331.5 |
3.0 |
0.0% |
6,376.0 |
Low |
6,276.5 |
6,215.0 |
-61.5 |
-1.0% |
6,186.5 |
Close |
6,306.0 |
6,220.0 |
-86.0 |
-1.4% |
6,220.0 |
Range |
52.0 |
116.5 |
64.5 |
124.0% |
189.5 |
ATR |
101.7 |
102.7 |
1.1 |
1.0% |
0.0 |
Volume |
178,806 |
116,600 |
-62,206 |
-34.8% |
827,242 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,605.0 |
6,529.0 |
6,284.0 |
|
R3 |
6,488.5 |
6,412.5 |
6,252.0 |
|
R2 |
6,372.0 |
6,372.0 |
6,241.5 |
|
R1 |
6,296.0 |
6,296.0 |
6,230.5 |
6,276.0 |
PP |
6,255.5 |
6,255.5 |
6,255.5 |
6,245.5 |
S1 |
6,179.5 |
6,179.5 |
6,209.5 |
6,159.0 |
S2 |
6,139.0 |
6,139.0 |
6,198.5 |
|
S3 |
6,022.5 |
6,063.0 |
6,188.0 |
|
S4 |
5,906.0 |
5,946.5 |
6,156.0 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,829.5 |
6,714.0 |
6,324.0 |
|
R3 |
6,640.0 |
6,524.5 |
6,272.0 |
|
R2 |
6,450.5 |
6,450.5 |
6,254.5 |
|
R1 |
6,335.0 |
6,335.0 |
6,237.5 |
6,393.0 |
PP |
6,261.0 |
6,261.0 |
6,261.0 |
6,289.5 |
S1 |
6,145.5 |
6,145.5 |
6,202.5 |
6,203.0 |
S2 |
6,071.5 |
6,071.5 |
6,185.5 |
|
S3 |
5,882.0 |
5,956.0 |
6,168.0 |
|
S4 |
5,692.5 |
5,766.5 |
6,116.0 |
|
|
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 |
6,186.5 |
189.5 |
3.0% |
99.0 |
1.6% |
18% |
False |
False |
165,448 |
10 |
6,643.5 |
6,181.5 |
462.0 |
7.4% |
115.0 |
1.8% |
8% |
False |
False |
146,108 |
20 |
6,772.0 |
6,181.5 |
590.5 |
9.5% |
96.0 |
1.5% |
7% |
False |
False |
116,694 |
40 |
6,796.0 |
6,181.5 |
614.5 |
9.9% |
81.0 |
1.3% |
6% |
False |
False |
109,126 |
60 |
6,796.0 |
6,181.5 |
614.5 |
9.9% |
73.0 |
1.2% |
6% |
False |
False |
74,132 |
80 |
6,796.0 |
6,181.5 |
614.5 |
9.9% |
62.0 |
1.0% |
6% |
False |
False |
55,626 |
100 |
6,796.0 |
6,142.0 |
654.0 |
10.5% |
58.0 |
0.9% |
12% |
False |
False |
44,572 |
120 |
6,796.0 |
6,062.5 |
733.5 |
11.8% |
51.0 |
0.8% |
21% |
False |
False |
37,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,826.5 |
2.618 |
6,636.5 |
1.618 |
6,520.0 |
1.000 |
6,448.0 |
0.618 |
6,403.5 |
HIGH |
6,331.5 |
0.618 |
6,287.0 |
0.500 |
6,273.0 |
0.382 |
6,259.5 |
LOW |
6,215.0 |
0.618 |
6,143.0 |
1.000 |
6,098.5 |
1.618 |
6,026.5 |
2.618 |
5,910.0 |
4.250 |
5,720.0 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,273.0 |
6,262.5 |
PP |
6,255.5 |
6,248.5 |
S1 |
6,238.0 |
6,234.0 |
|