| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,330.0 |
6,168.5 |
-161.5 |
-2.6% |
6,215.0 |
| High |
6,331.5 |
6,253.0 |
-78.5 |
-1.2% |
6,376.0 |
| Low |
6,215.0 |
6,164.0 |
-51.0 |
-0.8% |
6,186.5 |
| Close |
6,220.0 |
6,197.5 |
-22.5 |
-0.4% |
6,220.0 |
| Range |
116.5 |
89.0 |
-27.5 |
-23.6% |
189.5 |
| ATR |
102.7 |
101.8 |
-1.0 |
-1.0% |
0.0 |
| Volume |
116,600 |
109,144 |
-7,456 |
-6.4% |
827,242 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,472.0 |
6,423.5 |
6,246.5 |
|
| R3 |
6,383.0 |
6,334.5 |
6,222.0 |
|
| R2 |
6,294.0 |
6,294.0 |
6,214.0 |
|
| R1 |
6,245.5 |
6,245.5 |
6,205.5 |
6,270.0 |
| PP |
6,205.0 |
6,205.0 |
6,205.0 |
6,217.0 |
| S1 |
6,156.5 |
6,156.5 |
6,189.5 |
6,181.0 |
| S2 |
6,116.0 |
6,116.0 |
6,181.0 |
|
| S3 |
6,027.0 |
6,067.5 |
6,173.0 |
|
| S4 |
5,938.0 |
5,978.5 |
6,148.5 |
|
|
| 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 |
6,164.0 |
212.0 |
3.4% |
101.5 |
1.6% |
16% |
False |
True |
141,075 |
| 10 |
6,628.5 |
6,164.0 |
464.5 |
7.5% |
119.0 |
1.9% |
7% |
False |
True |
146,402 |
| 20 |
6,772.0 |
6,164.0 |
608.0 |
9.8% |
99.0 |
1.6% |
6% |
False |
True |
118,328 |
| 40 |
6,796.0 |
6,164.0 |
632.0 |
10.2% |
81.5 |
1.3% |
5% |
False |
True |
111,053 |
| 60 |
6,796.0 |
6,164.0 |
632.0 |
10.2% |
72.0 |
1.2% |
5% |
False |
True |
75,950 |
| 80 |
6,796.0 |
6,164.0 |
632.0 |
10.2% |
63.0 |
1.0% |
5% |
False |
True |
56,989 |
| 100 |
6,796.0 |
6,159.5 |
636.5 |
10.3% |
58.5 |
0.9% |
6% |
False |
False |
45,661 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.8% |
51.5 |
0.8% |
18% |
False |
False |
38,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,631.0 |
|
2.618 |
6,486.0 |
|
1.618 |
6,397.0 |
|
1.000 |
6,342.0 |
|
0.618 |
6,308.0 |
|
HIGH |
6,253.0 |
|
0.618 |
6,219.0 |
|
0.500 |
6,208.5 |
|
0.382 |
6,198.0 |
|
LOW |
6,164.0 |
|
0.618 |
6,109.0 |
|
1.000 |
6,075.0 |
|
1.618 |
6,020.0 |
|
2.618 |
5,931.0 |
|
4.250 |
5,786.0 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,208.5 |
6,248.0 |
| PP |
6,205.0 |
6,231.0 |
| S1 |
6,201.0 |
6,214.0 |
|