Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,096.0 |
6,089.0 |
-7.0 |
-0.1% |
6,390.0 |
High |
6,131.0 |
6,089.0 |
-42.0 |
-0.7% |
6,427.0 |
Low |
6,077.0 |
5,917.0 |
-160.0 |
-2.6% |
6,050.0 |
Close |
6,123.0 |
5,927.0 |
-196.0 |
-3.2% |
6,064.0 |
Range |
54.0 |
172.0 |
118.0 |
218.5% |
377.0 |
ATR |
75.9 |
85.2 |
9.3 |
12.3% |
0.0 |
Volume |
31,186 |
48,900 |
17,714 |
56.8% |
117,389 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,493.7 |
6,382.3 |
6,021.6 |
|
R3 |
6,321.7 |
6,210.3 |
5,974.3 |
|
R2 |
6,149.7 |
6,149.7 |
5,958.5 |
|
R1 |
6,038.3 |
6,038.3 |
5,942.8 |
6,008.0 |
PP |
5,977.7 |
5,977.7 |
5,977.7 |
5,962.5 |
S1 |
5,866.3 |
5,866.3 |
5,911.2 |
5,836.0 |
S2 |
5,805.7 |
5,805.7 |
5,895.5 |
|
S3 |
5,633.7 |
5,694.3 |
5,879.7 |
|
S4 |
5,461.7 |
5,522.3 |
5,832.4 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,311.3 |
7,064.7 |
6,271.4 |
|
R3 |
6,934.3 |
6,687.7 |
6,167.7 |
|
R2 |
6,557.3 |
6,557.3 |
6,133.1 |
|
R1 |
6,310.7 |
6,310.7 |
6,098.6 |
6,245.5 |
PP |
6,180.3 |
6,180.3 |
6,180.3 |
6,147.8 |
S1 |
5,933.7 |
5,933.7 |
6,029.4 |
5,868.5 |
S2 |
5,803.3 |
5,803.3 |
5,994.9 |
|
S3 |
5,426.3 |
5,556.7 |
5,960.3 |
|
S4 |
5,049.3 |
5,179.7 |
5,856.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,343.0 |
5,917.0 |
426.0 |
7.2% |
103.8 |
1.8% |
2% |
False |
True |
35,523 |
10 |
6,428.0 |
5,917.0 |
511.0 |
8.6% |
68.6 |
1.2% |
2% |
False |
True |
25,985 |
20 |
6,452.0 |
5,917.0 |
535.0 |
9.0% |
58.8 |
1.0% |
2% |
False |
True |
21,361 |
40 |
6,452.0 |
5,917.0 |
535.0 |
9.0% |
55.8 |
0.9% |
2% |
False |
True |
24,293 |
60 |
6,452.0 |
5,917.0 |
535.0 |
9.0% |
48.8 |
0.8% |
2% |
False |
True |
16,261 |
80 |
6,452.0 |
5,917.0 |
535.0 |
9.0% |
39.6 |
0.7% |
2% |
False |
True |
12,218 |
100 |
6,452.0 |
5,784.0 |
668.0 |
11.3% |
36.3 |
0.6% |
21% |
False |
False |
9,783 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.2% |
32.5 |
0.5% |
33% |
False |
False |
8,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,820.0 |
2.618 |
6,539.3 |
1.618 |
6,367.3 |
1.000 |
6,261.0 |
0.618 |
6,195.3 |
HIGH |
6,089.0 |
0.618 |
6,023.3 |
0.500 |
6,003.0 |
0.382 |
5,982.7 |
LOW |
5,917.0 |
0.618 |
5,810.7 |
1.000 |
5,745.0 |
1.618 |
5,638.7 |
2.618 |
5,466.7 |
4.250 |
5,186.0 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,003.0 |
6,024.0 |
PP |
5,977.7 |
5,991.7 |
S1 |
5,952.3 |
5,959.3 |
|