| Trading Metrics calculated at close of trading on 07-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,168.5 |
6,240.0 |
71.5 |
1.2% |
6,215.0 |
| High |
6,253.0 |
6,358.5 |
105.5 |
1.7% |
6,376.0 |
| Low |
6,164.0 |
6,225.0 |
61.0 |
1.0% |
6,186.5 |
| Close |
6,197.5 |
6,313.0 |
115.5 |
1.9% |
6,220.0 |
| Range |
89.0 |
133.5 |
44.5 |
50.0% |
189.5 |
| ATR |
101.8 |
106.0 |
4.2 |
4.2% |
0.0 |
| Volume |
109,144 |
116,987 |
7,843 |
7.2% |
827,242 |
|
| Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,699.5 |
6,639.5 |
6,386.5 |
|
| R3 |
6,566.0 |
6,506.0 |
6,349.5 |
|
| R2 |
6,432.5 |
6,432.5 |
6,337.5 |
|
| R1 |
6,372.5 |
6,372.5 |
6,325.0 |
6,402.5 |
| PP |
6,299.0 |
6,299.0 |
6,299.0 |
6,314.0 |
| S1 |
6,239.0 |
6,239.0 |
6,301.0 |
6,269.0 |
| S2 |
6,165.5 |
6,165.5 |
6,288.5 |
|
| S3 |
6,032.0 |
6,105.5 |
6,276.5 |
|
| S4 |
5,898.5 |
5,972.0 |
6,239.5 |
|
|
| 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 |
6,358.5 |
6,164.0 |
194.5 |
3.1% |
104.0 |
1.6% |
77% |
True |
False |
135,794 |
| 10 |
6,541.0 |
6,164.0 |
377.0 |
6.0% |
120.0 |
1.9% |
40% |
False |
False |
150,690 |
| 20 |
6,772.0 |
6,164.0 |
608.0 |
9.6% |
100.0 |
1.6% |
25% |
False |
False |
121,680 |
| 40 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
83.0 |
1.3% |
24% |
False |
False |
110,458 |
| 60 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
73.5 |
1.2% |
24% |
False |
False |
77,897 |
| 80 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
64.0 |
1.0% |
24% |
False |
False |
58,450 |
| 100 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
59.5 |
0.9% |
24% |
False |
False |
46,831 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.6% |
53.0 |
0.8% |
34% |
False |
False |
39,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,926.0 |
|
2.618 |
6,708.0 |
|
1.618 |
6,574.5 |
|
1.000 |
6,492.0 |
|
0.618 |
6,441.0 |
|
HIGH |
6,358.5 |
|
0.618 |
6,307.5 |
|
0.500 |
6,292.0 |
|
0.382 |
6,276.0 |
|
LOW |
6,225.0 |
|
0.618 |
6,142.5 |
|
1.000 |
6,091.5 |
|
1.618 |
6,009.0 |
|
2.618 |
5,875.5 |
|
4.250 |
5,657.5 |
|
|
| Fisher Pivots for day following 07-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,306.0 |
6,296.0 |
| PP |
6,299.0 |
6,278.5 |
| S1 |
6,292.0 |
6,261.0 |
|