Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
5,894.0 |
5,990.0 |
96.0 |
1.6% |
5,987.0 |
High |
5,920.0 |
5,990.0 |
70.0 |
1.2% |
6,131.0 |
Low |
5,860.0 |
5,927.0 |
67.0 |
1.1% |
5,873.0 |
Close |
5,892.0 |
5,966.0 |
74.0 |
1.3% |
5,976.0 |
Range |
60.0 |
63.0 |
3.0 |
5.0% |
258.0 |
ATR |
92.2 |
92.6 |
0.4 |
0.5% |
0.0 |
Volume |
30,191 |
24,822 |
-5,369 |
-17.8% |
177,151 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,150.0 |
6,121.0 |
6,000.7 |
|
R3 |
6,087.0 |
6,058.0 |
5,983.3 |
|
R2 |
6,024.0 |
6,024.0 |
5,977.6 |
|
R1 |
5,995.0 |
5,995.0 |
5,971.8 |
5,978.0 |
PP |
5,961.0 |
5,961.0 |
5,961.0 |
5,952.5 |
S1 |
5,932.0 |
5,932.0 |
5,960.2 |
5,915.0 |
S2 |
5,898.0 |
5,898.0 |
5,954.5 |
|
S3 |
5,835.0 |
5,869.0 |
5,948.7 |
|
S4 |
5,772.0 |
5,806.0 |
5,931.4 |
|
|
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 |
6,089.0 |
5,860.0 |
229.0 |
3.8% |
108.6 |
1.8% |
46% |
False |
False |
33,390 |
10 |
6,344.0 |
5,860.0 |
484.0 |
8.1% |
91.7 |
1.5% |
22% |
False |
False |
31,688 |
20 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
66.2 |
1.1% |
18% |
False |
False |
24,229 |
40 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
59.8 |
1.0% |
18% |
False |
False |
27,086 |
60 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
53.7 |
0.9% |
18% |
False |
False |
18,219 |
80 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
44.2 |
0.7% |
18% |
False |
False |
13,684 |
100 |
6,452.0 |
5,840.0 |
612.0 |
10.3% |
40.0 |
0.7% |
21% |
False |
False |
10,963 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.2% |
35.1 |
0.6% |
38% |
False |
False |
9,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,257.8 |
2.618 |
6,154.9 |
1.618 |
6,091.9 |
1.000 |
6,053.0 |
0.618 |
6,028.9 |
HIGH |
5,990.0 |
0.618 |
5,965.9 |
0.500 |
5,958.5 |
0.382 |
5,951.1 |
LOW |
5,927.0 |
0.618 |
5,888.1 |
1.000 |
5,864.0 |
1.618 |
5,825.1 |
2.618 |
5,762.1 |
4.250 |
5,659.3 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,963.5 |
5,959.8 |
PP |
5,961.0 |
5,953.7 |
S1 |
5,958.5 |
5,947.5 |
|