Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,360.66 |
13,211.09 |
-149.57 |
-1.1% |
13,851.73 |
High |
13,498.53 |
13,393.02 |
-105.51 |
-0.8% |
13,973.99 |
Low |
13,199.79 |
13,132.65 |
-67.14 |
-0.5% |
13,265.47 |
Close |
13,211.99 |
13,362.37 |
150.38 |
1.1% |
13,265.47 |
Range |
298.74 |
260.37 |
-38.37 |
-12.8% |
708.52 |
ATR |
178.21 |
184.08 |
5.87 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,077.12 |
13,980.12 |
13,505.57 |
|
R3 |
13,816.75 |
13,719.75 |
13,433.97 |
|
R2 |
13,556.38 |
13,556.38 |
13,410.10 |
|
R1 |
13,459.38 |
13,459.38 |
13,386.24 |
13,507.88 |
PP |
13,296.01 |
13,296.01 |
13,296.01 |
13,320.27 |
S1 |
13,199.01 |
13,199.01 |
13,338.50 |
13,247.51 |
S2 |
13,035.64 |
13,035.64 |
13,314.64 |
|
S3 |
12,775.27 |
12,938.64 |
13,290.77 |
|
S4 |
12,514.90 |
12,678.27 |
13,219.17 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,627.20 |
15,154.86 |
13,655.16 |
|
R3 |
14,918.68 |
14,446.34 |
13,460.31 |
|
R2 |
14,210.16 |
14,210.16 |
13,395.37 |
|
R1 |
13,737.82 |
13,737.82 |
13,330.42 |
13,619.73 |
PP |
13,501.64 |
13,501.64 |
13,501.64 |
13,442.60 |
S1 |
13,029.30 |
13,029.30 |
13,200.52 |
12,911.21 |
S2 |
12,793.12 |
12,793.12 |
13,135.57 |
|
S3 |
12,084.60 |
12,320.78 |
13,070.63 |
|
S4 |
11,376.08 |
11,612.26 |
12,875.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,783.45 |
13,132.65 |
650.80 |
4.9% |
288.24 |
2.2% |
35% |
False |
True |
|
10 |
14,015.85 |
13,132.65 |
883.20 |
6.6% |
225.89 |
1.7% |
26% |
False |
True |
|
20 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
172.23 |
1.3% |
26% |
False |
True |
|
40 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
159.29 |
1.2% |
26% |
False |
True |
|
60 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
140.15 |
1.0% |
26% |
False |
True |
|
80 |
14,021.95 |
12,428.22 |
1,593.73 |
11.9% |
128.59 |
1.0% |
59% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
125.93 |
0.9% |
68% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
126.71 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,499.59 |
2.618 |
14,074.67 |
1.618 |
13,814.30 |
1.000 |
13,653.39 |
0.618 |
13,553.93 |
HIGH |
13,393.02 |
0.618 |
13,293.56 |
0.500 |
13,262.84 |
0.382 |
13,232.11 |
LOW |
13,132.65 |
0.618 |
12,971.74 |
1.000 |
12,872.28 |
1.618 |
12,711.37 |
2.618 |
12,451.00 |
4.250 |
12,026.08 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,329.19 |
13,346.78 |
PP |
13,296.01 |
13,331.18 |
S1 |
13,262.84 |
13,315.59 |
|