Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,368.0 |
6,380.0 |
12.0 |
0.2% |
6,215.0 |
High |
6,425.0 |
6,384.5 |
-40.5 |
-0.6% |
6,376.0 |
Low |
6,334.5 |
6,241.0 |
-93.5 |
-1.5% |
6,186.5 |
Close |
6,414.0 |
6,299.0 |
-115.0 |
-1.8% |
6,220.0 |
Range |
90.5 |
143.5 |
53.0 |
58.6% |
189.5 |
ATR |
106.4 |
111.2 |
4.8 |
4.5% |
0.0 |
Volume |
109,178 |
127,847 |
18,669 |
17.1% |
827,242 |
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,738.5 |
6,662.5 |
6,378.0 |
|
R3 |
6,595.0 |
6,519.0 |
6,338.5 |
|
R2 |
6,451.5 |
6,451.5 |
6,325.5 |
|
R1 |
6,375.5 |
6,375.5 |
6,312.0 |
6,342.0 |
PP |
6,308.0 |
6,308.0 |
6,308.0 |
6,291.5 |
S1 |
6,232.0 |
6,232.0 |
6,286.0 |
6,198.0 |
S2 |
6,164.5 |
6,164.5 |
6,272.5 |
|
S3 |
6,021.0 |
6,088.5 |
6,259.5 |
|
S4 |
5,877.5 |
5,945.0 |
6,220.0 |
|
|
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 |
6,425.0 |
6,164.0 |
261.0 |
4.1% |
114.5 |
1.8% |
52% |
False |
False |
115,951 |
10 |
6,425.0 |
6,164.0 |
261.0 |
4.1% |
109.0 |
1.7% |
52% |
False |
False |
148,714 |
20 |
6,772.0 |
6,164.0 |
608.0 |
9.7% |
103.0 |
1.6% |
22% |
False |
False |
122,424 |
40 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
85.0 |
1.4% |
21% |
False |
False |
106,769 |
60 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
76.5 |
1.2% |
21% |
False |
False |
81,756 |
80 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
66.0 |
1.0% |
21% |
False |
False |
61,400 |
100 |
6,796.0 |
6,164.0 |
632.0 |
10.0% |
60.5 |
1.0% |
21% |
False |
False |
49,199 |
120 |
6,796.0 |
6,062.5 |
733.5 |
11.6% |
54.5 |
0.9% |
32% |
False |
False |
41,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,994.5 |
2.618 |
6,760.0 |
1.618 |
6,616.5 |
1.000 |
6,528.0 |
0.618 |
6,473.0 |
HIGH |
6,384.5 |
0.618 |
6,329.5 |
0.500 |
6,313.0 |
0.382 |
6,296.0 |
LOW |
6,241.0 |
0.618 |
6,152.5 |
1.000 |
6,097.5 |
1.618 |
6,009.0 |
2.618 |
5,865.5 |
4.250 |
5,631.0 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,313.0 |
6,325.0 |
PP |
6,308.0 |
6,316.5 |
S1 |
6,303.5 |
6,307.5 |
|