| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
5,990.0 |
6,002.0 |
12.0 |
0.2% |
5,987.0 |
| High |
5,990.0 |
6,087.0 |
97.0 |
1.6% |
6,131.0 |
| Low |
5,927.0 |
5,998.0 |
71.0 |
1.2% |
5,873.0 |
| Close |
5,966.0 |
6,076.0 |
110.0 |
1.8% |
5,976.0 |
| Range |
63.0 |
89.0 |
26.0 |
41.3% |
258.0 |
| ATR |
92.6 |
94.6 |
2.0 |
2.2% |
0.0 |
| Volume |
24,822 |
27,324 |
2,502 |
10.1% |
177,151 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,320.7 |
6,287.3 |
6,125.0 |
|
| R3 |
6,231.7 |
6,198.3 |
6,100.5 |
|
| R2 |
6,142.7 |
6,142.7 |
6,092.3 |
|
| R1 |
6,109.3 |
6,109.3 |
6,084.2 |
6,126.0 |
| PP |
6,053.7 |
6,053.7 |
6,053.7 |
6,062.0 |
| S1 |
6,020.3 |
6,020.3 |
6,067.8 |
6,037.0 |
| S2 |
5,964.7 |
5,964.7 |
6,059.7 |
|
| S3 |
5,875.7 |
5,931.3 |
6,051.5 |
|
| S4 |
5,786.7 |
5,842.3 |
6,027.1 |
|
|
| 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 |
6,087.0 |
5,860.0 |
227.0 |
3.7% |
92.0 |
1.5% |
95% |
True |
False |
29,074 |
| 10 |
6,343.0 |
5,860.0 |
483.0 |
7.9% |
97.9 |
1.6% |
45% |
False |
False |
32,299 |
| 20 |
6,452.0 |
5,860.0 |
592.0 |
9.7% |
68.1 |
1.1% |
36% |
False |
False |
24,591 |
| 40 |
6,452.0 |
5,860.0 |
592.0 |
9.7% |
61.1 |
1.0% |
36% |
False |
False |
27,587 |
| 60 |
6,452.0 |
5,860.0 |
592.0 |
9.7% |
54.7 |
0.9% |
36% |
False |
False |
18,673 |
| 80 |
6,452.0 |
5,860.0 |
592.0 |
9.7% |
45.4 |
0.7% |
36% |
False |
False |
14,025 |
| 100 |
6,452.0 |
5,860.0 |
592.0 |
9.7% |
40.2 |
0.7% |
36% |
False |
False |
11,236 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.9% |
35.8 |
0.6% |
52% |
False |
False |
9,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,465.3 |
|
2.618 |
6,320.0 |
|
1.618 |
6,231.0 |
|
1.000 |
6,176.0 |
|
0.618 |
6,142.0 |
|
HIGH |
6,087.0 |
|
0.618 |
6,053.0 |
|
0.500 |
6,042.5 |
|
0.382 |
6,032.0 |
|
LOW |
5,998.0 |
|
0.618 |
5,943.0 |
|
1.000 |
5,909.0 |
|
1.618 |
5,854.0 |
|
2.618 |
5,765.0 |
|
4.250 |
5,619.8 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,064.8 |
6,041.8 |
| PP |
6,053.7 |
6,007.7 |
| S1 |
6,042.5 |
5,973.5 |
|