| Trading Metrics calculated at close of trading on 10-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,380.0 |
6,199.5 |
-180.5 |
-2.8% |
6,168.5 |
| High |
6,384.5 |
6,206.5 |
-178.0 |
-2.8% |
6,425.0 |
| Low |
6,241.0 |
6,045.0 |
-196.0 |
-3.1% |
6,045.0 |
| Close |
6,299.0 |
6,062.5 |
-236.5 |
-3.8% |
6,062.5 |
| Range |
143.5 |
161.5 |
18.0 |
12.5% |
380.0 |
| ATR |
111.2 |
121.4 |
10.2 |
9.2% |
0.0 |
| Volume |
127,847 |
192,919 |
65,072 |
50.9% |
656,075 |
|
| Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,589.0 |
6,487.5 |
6,151.5 |
|
| R3 |
6,427.5 |
6,326.0 |
6,107.0 |
|
| R2 |
6,266.0 |
6,266.0 |
6,092.0 |
|
| R1 |
6,164.5 |
6,164.5 |
6,077.5 |
6,134.5 |
| PP |
6,104.5 |
6,104.5 |
6,104.5 |
6,090.0 |
| S1 |
6,003.0 |
6,003.0 |
6,047.5 |
5,973.0 |
| S2 |
5,943.0 |
5,943.0 |
6,033.0 |
|
| S3 |
5,781.5 |
5,841.5 |
6,018.0 |
|
| S4 |
5,620.0 |
5,680.0 |
5,973.5 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,317.5 |
7,070.0 |
6,271.5 |
|
| R3 |
6,937.5 |
6,690.0 |
6,167.0 |
|
| R2 |
6,557.5 |
6,557.5 |
6,132.0 |
|
| R1 |
6,310.0 |
6,310.0 |
6,097.5 |
6,244.0 |
| PP |
6,177.5 |
6,177.5 |
6,177.5 |
6,144.5 |
| S1 |
5,930.0 |
5,930.0 |
6,027.5 |
5,864.0 |
| S2 |
5,797.5 |
5,797.5 |
5,993.0 |
|
| S3 |
5,417.5 |
5,550.0 |
5,958.0 |
|
| S4 |
5,037.5 |
5,170.0 |
5,853.5 |
|
|
| 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 |
6,045.0 |
380.0 |
6.3% |
123.5 |
2.0% |
5% |
False |
True |
131,215 |
| 10 |
6,425.0 |
6,045.0 |
380.0 |
6.3% |
111.0 |
1.8% |
5% |
False |
True |
148,331 |
| 20 |
6,759.5 |
6,045.0 |
714.5 |
11.8% |
109.0 |
1.8% |
2% |
False |
True |
127,256 |
| 40 |
6,796.0 |
6,045.0 |
751.0 |
12.4% |
87.0 |
1.4% |
2% |
False |
True |
108,411 |
| 60 |
6,796.0 |
6,045.0 |
751.0 |
12.4% |
79.0 |
1.3% |
2% |
False |
True |
84,971 |
| 80 |
6,796.0 |
6,045.0 |
751.0 |
12.4% |
67.5 |
1.1% |
2% |
False |
True |
63,808 |
| 100 |
6,796.0 |
6,045.0 |
751.0 |
12.4% |
61.5 |
1.0% |
2% |
False |
True |
51,118 |
| 120 |
6,796.0 |
6,045.0 |
751.0 |
12.4% |
56.0 |
0.9% |
2% |
False |
True |
42,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,893.0 |
|
2.618 |
6,629.5 |
|
1.618 |
6,468.0 |
|
1.000 |
6,368.0 |
|
0.618 |
6,306.5 |
|
HIGH |
6,206.5 |
|
0.618 |
6,145.0 |
|
0.500 |
6,126.0 |
|
0.382 |
6,106.5 |
|
LOW |
6,045.0 |
|
0.618 |
5,945.0 |
|
1.000 |
5,883.5 |
|
1.618 |
5,783.5 |
|
2.618 |
5,622.0 |
|
4.250 |
5,358.5 |
|
|
| Fisher Pivots for day following 10-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,126.0 |
6,235.0 |
| PP |
6,104.5 |
6,177.5 |
| S1 |
6,083.5 |
6,120.0 |
|