| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,002.0 |
6,138.0 |
136.0 |
2.3% |
5,987.0 |
| High |
6,087.0 |
6,153.0 |
66.0 |
1.1% |
6,131.0 |
| Low |
5,998.0 |
6,091.0 |
93.0 |
1.6% |
5,873.0 |
| Close |
6,076.0 |
6,150.0 |
74.0 |
1.2% |
5,976.0 |
| Range |
89.0 |
62.0 |
-27.0 |
-30.3% |
258.0 |
| ATR |
94.6 |
93.3 |
-1.3 |
-1.3% |
0.0 |
| Volume |
27,324 |
25,527 |
-1,797 |
-6.6% |
177,151 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,317.3 |
6,295.7 |
6,184.1 |
|
| R3 |
6,255.3 |
6,233.7 |
6,167.1 |
|
| R2 |
6,193.3 |
6,193.3 |
6,161.4 |
|
| R1 |
6,171.7 |
6,171.7 |
6,155.7 |
6,182.5 |
| PP |
6,131.3 |
6,131.3 |
6,131.3 |
6,136.8 |
| S1 |
6,109.7 |
6,109.7 |
6,144.3 |
6,120.5 |
| S2 |
6,069.3 |
6,069.3 |
6,138.6 |
|
| S3 |
6,007.3 |
6,047.7 |
6,133.0 |
|
| S4 |
5,945.3 |
5,985.7 |
6,115.9 |
|
|
| 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 |
6,153.0 |
5,860.0 |
293.0 |
4.8% |
72.2 |
1.2% |
99% |
True |
False |
26,604 |
| 10 |
6,153.0 |
5,860.0 |
293.0 |
4.8% |
93.1 |
1.5% |
99% |
True |
False |
32,010 |
| 20 |
6,452.0 |
5,860.0 |
592.0 |
9.6% |
68.9 |
1.1% |
49% |
False |
False |
25,034 |
| 40 |
6,452.0 |
5,860.0 |
592.0 |
9.6% |
61.8 |
1.0% |
49% |
False |
False |
27,934 |
| 60 |
6,452.0 |
5,860.0 |
592.0 |
9.6% |
54.9 |
0.9% |
49% |
False |
False |
19,091 |
| 80 |
6,452.0 |
5,860.0 |
592.0 |
9.6% |
46.0 |
0.7% |
49% |
False |
False |
14,343 |
| 100 |
6,452.0 |
5,860.0 |
592.0 |
9.6% |
40.6 |
0.7% |
49% |
False |
False |
11,490 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
12.8% |
36.3 |
0.6% |
62% |
False |
False |
9,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,416.5 |
|
2.618 |
6,315.3 |
|
1.618 |
6,253.3 |
|
1.000 |
6,215.0 |
|
0.618 |
6,191.3 |
|
HIGH |
6,153.0 |
|
0.618 |
6,129.3 |
|
0.500 |
6,122.0 |
|
0.382 |
6,114.7 |
|
LOW |
6,091.0 |
|
0.618 |
6,052.7 |
|
1.000 |
6,029.0 |
|
1.618 |
5,990.7 |
|
2.618 |
5,928.7 |
|
4.250 |
5,827.5 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,140.7 |
6,113.3 |
| PP |
6,131.3 |
6,076.7 |
| S1 |
6,122.0 |
6,040.0 |
|