Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,089.0 |
6,006.0 |
-83.0 |
-1.4% |
6,390.0 |
High |
6,089.0 |
6,034.0 |
-55.0 |
-0.9% |
6,427.0 |
Low |
5,917.0 |
5,873.0 |
-44.0 |
-0.7% |
6,050.0 |
Close |
5,927.0 |
5,970.0 |
43.0 |
0.7% |
6,064.0 |
Range |
172.0 |
161.0 |
-11.0 |
-6.4% |
377.0 |
ATR |
85.2 |
90.6 |
5.4 |
6.4% |
0.0 |
Volume |
48,900 |
37,881 |
-11,019 |
-22.5% |
117,389 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,442.0 |
6,367.0 |
6,058.6 |
|
R3 |
6,281.0 |
6,206.0 |
6,014.3 |
|
R2 |
6,120.0 |
6,120.0 |
5,999.5 |
|
R1 |
6,045.0 |
6,045.0 |
5,984.8 |
6,002.0 |
PP |
5,959.0 |
5,959.0 |
5,959.0 |
5,937.5 |
S1 |
5,884.0 |
5,884.0 |
5,955.2 |
5,841.0 |
S2 |
5,798.0 |
5,798.0 |
5,940.5 |
|
S3 |
5,637.0 |
5,723.0 |
5,925.7 |
|
S4 |
5,476.0 |
5,562.0 |
5,881.5 |
|
|
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 |
6,133.0 |
5,873.0 |
260.0 |
4.4% |
114.0 |
1.9% |
37% |
False |
True |
37,417 |
10 |
6,428.0 |
5,873.0 |
555.0 |
9.3% |
81.0 |
1.4% |
17% |
False |
True |
28,232 |
20 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
62.9 |
1.1% |
17% |
False |
True |
22,476 |
40 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
58.9 |
1.0% |
17% |
False |
True |
25,227 |
60 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
51.0 |
0.9% |
17% |
False |
True |
16,891 |
80 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
41.6 |
0.7% |
17% |
False |
True |
12,691 |
100 |
6,452.0 |
5,784.0 |
668.0 |
11.2% |
38.0 |
0.6% |
28% |
False |
False |
10,161 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.1% |
33.9 |
0.6% |
39% |
False |
False |
8,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,718.3 |
2.618 |
6,455.5 |
1.618 |
6,294.5 |
1.000 |
6,195.0 |
0.618 |
6,133.5 |
HIGH |
6,034.0 |
0.618 |
5,972.5 |
0.500 |
5,953.5 |
0.382 |
5,934.5 |
LOW |
5,873.0 |
0.618 |
5,773.5 |
1.000 |
5,712.0 |
1.618 |
5,612.5 |
2.618 |
5,451.5 |
4.250 |
5,188.8 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,964.5 |
6,002.0 |
PP |
5,959.0 |
5,991.3 |
S1 |
5,953.5 |
5,980.7 |
|