Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,006.0 |
6,015.0 |
9.0 |
0.1% |
5,987.0 |
High |
6,034.0 |
6,035.0 |
1.0 |
0.0% |
6,131.0 |
Low |
5,873.0 |
5,948.0 |
75.0 |
1.3% |
5,873.0 |
Close |
5,970.0 |
5,976.0 |
6.0 |
0.1% |
5,976.0 |
Range |
161.0 |
87.0 |
-74.0 |
-46.0% |
258.0 |
ATR |
90.6 |
90.3 |
-0.3 |
-0.3% |
0.0 |
Volume |
37,881 |
25,156 |
-12,725 |
-33.6% |
177,151 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,247.3 |
6,198.7 |
6,023.9 |
|
R3 |
6,160.3 |
6,111.7 |
5,999.9 |
|
R2 |
6,073.3 |
6,073.3 |
5,992.0 |
|
R1 |
6,024.7 |
6,024.7 |
5,984.0 |
6,005.5 |
PP |
5,986.3 |
5,986.3 |
5,986.3 |
5,976.8 |
S1 |
5,937.7 |
5,937.7 |
5,968.0 |
5,918.5 |
S2 |
5,899.3 |
5,899.3 |
5,960.1 |
|
S3 |
5,812.3 |
5,850.7 |
5,952.1 |
|
S4 |
5,725.3 |
5,763.7 |
5,928.2 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,767.3 |
6,629.7 |
6,117.9 |
|
R3 |
6,509.3 |
6,371.7 |
6,047.0 |
|
R2 |
6,251.3 |
6,251.3 |
6,023.3 |
|
R1 |
6,113.7 |
6,113.7 |
5,999.7 |
6,053.5 |
PP |
5,993.3 |
5,993.3 |
5,993.3 |
5,963.3 |
S1 |
5,855.7 |
5,855.7 |
5,952.4 |
5,795.5 |
S2 |
5,735.3 |
5,735.3 |
5,928.7 |
|
S3 |
5,477.3 |
5,597.7 |
5,905.1 |
|
S4 |
5,219.3 |
5,339.7 |
5,834.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,131.0 |
5,873.0 |
258.0 |
4.3% |
114.8 |
1.9% |
40% |
False |
False |
35,430 |
10 |
6,427.0 |
5,873.0 |
554.0 |
9.3% |
86.2 |
1.4% |
19% |
False |
False |
29,454 |
20 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
64.7 |
1.1% |
18% |
False |
False |
23,042 |
40 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
59.5 |
1.0% |
18% |
False |
False |
25,844 |
60 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
51.9 |
0.9% |
18% |
False |
False |
17,302 |
80 |
6,452.0 |
5,873.0 |
579.0 |
9.7% |
42.7 |
0.7% |
18% |
False |
False |
13,006 |
100 |
6,452.0 |
5,784.0 |
668.0 |
11.2% |
38.8 |
0.6% |
29% |
False |
False |
10,413 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.1% |
34.4 |
0.6% |
39% |
False |
False |
8,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,404.8 |
2.618 |
6,262.8 |
1.618 |
6,175.8 |
1.000 |
6,122.0 |
0.618 |
6,088.8 |
HIGH |
6,035.0 |
0.618 |
6,001.8 |
0.500 |
5,991.5 |
0.382 |
5,981.2 |
LOW |
5,948.0 |
0.618 |
5,894.2 |
1.000 |
5,861.0 |
1.618 |
5,807.2 |
2.618 |
5,720.2 |
4.250 |
5,578.3 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,991.5 |
5,981.0 |
PP |
5,986.3 |
5,979.3 |
S1 |
5,981.2 |
5,977.7 |
|