Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,138.0 |
6,004.0 |
-134.0 |
-2.2% |
5,894.0 |
High |
6,153.0 |
6,004.0 |
-149.0 |
-2.4% |
6,153.0 |
Low |
6,091.0 |
5,912.0 |
-179.0 |
-2.9% |
5,860.0 |
Close |
6,150.0 |
5,934.0 |
-216.0 |
-3.5% |
5,934.0 |
Range |
62.0 |
92.0 |
30.0 |
48.4% |
293.0 |
ATR |
93.3 |
103.7 |
10.3 |
11.1% |
0.0 |
Volume |
25,527 |
32,554 |
7,027 |
27.5% |
140,418 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.0 |
6,172.0 |
5,984.6 |
|
R3 |
6,134.0 |
6,080.0 |
5,959.3 |
|
R2 |
6,042.0 |
6,042.0 |
5,950.9 |
|
R1 |
5,988.0 |
5,988.0 |
5,942.4 |
5,969.0 |
PP |
5,950.0 |
5,950.0 |
5,950.0 |
5,940.5 |
S1 |
5,896.0 |
5,896.0 |
5,925.6 |
5,877.0 |
S2 |
5,858.0 |
5,858.0 |
5,917.1 |
|
S3 |
5,766.0 |
5,804.0 |
5,908.7 |
|
S4 |
5,674.0 |
5,712.0 |
5,883.4 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,861.3 |
6,690.7 |
6,095.2 |
|
R3 |
6,568.3 |
6,397.7 |
6,014.6 |
|
R2 |
6,275.3 |
6,275.3 |
5,987.7 |
|
R1 |
6,104.7 |
6,104.7 |
5,960.9 |
6,190.0 |
PP |
5,982.3 |
5,982.3 |
5,982.3 |
6,025.0 |
S1 |
5,811.7 |
5,811.7 |
5,907.1 |
5,897.0 |
S2 |
5,689.3 |
5,689.3 |
5,880.3 |
|
S3 |
5,396.3 |
5,518.7 |
5,853.4 |
|
S4 |
5,103.3 |
5,225.7 |
5,772.9 |
|
|
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 |
4.9% |
73.2 |
1.2% |
25% |
False |
False |
28,083 |
10 |
6,153.0 |
5,860.0 |
293.0 |
4.9% |
94.0 |
1.6% |
25% |
False |
False |
31,756 |
20 |
6,428.0 |
5,860.0 |
568.0 |
9.6% |
70.4 |
1.2% |
13% |
False |
False |
25,718 |
40 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
63.0 |
1.1% |
13% |
False |
False |
28,256 |
60 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
56.1 |
0.9% |
13% |
False |
False |
19,622 |
80 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
47.2 |
0.8% |
13% |
False |
False |
14,750 |
100 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
41.5 |
0.7% |
13% |
False |
False |
11,816 |
120 |
6,452.0 |
5,667.0 |
785.0 |
13.2% |
36.8 |
0.6% |
34% |
False |
False |
9,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,395.0 |
2.618 |
6,244.9 |
1.618 |
6,152.9 |
1.000 |
6,096.0 |
0.618 |
6,060.9 |
HIGH |
6,004.0 |
0.618 |
5,968.9 |
0.500 |
5,958.0 |
0.382 |
5,947.1 |
LOW |
5,912.0 |
0.618 |
5,855.1 |
1.000 |
5,820.0 |
1.618 |
5,763.1 |
2.618 |
5,671.1 |
4.250 |
5,521.0 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
5,958.0 |
6,032.5 |
PP |
5,950.0 |
5,999.7 |
S1 |
5,942.0 |
5,966.8 |
|