Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,357.82 |
13,462.25 |
104.43 |
0.8% |
13,266.21 |
High |
13,503.33 |
13,471.79 |
-31.54 |
-0.2% |
13,503.33 |
Low |
13,350.42 |
13,175.24 |
-175.18 |
-1.3% |
13,132.65 |
Close |
13,463.33 |
13,181.91 |
-281.42 |
-2.1% |
13,181.91 |
Range |
152.91 |
296.55 |
143.64 |
93.9% |
370.68 |
ATR |
181.85 |
190.05 |
8.19 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,165.96 |
13,970.49 |
13,345.01 |
|
R3 |
13,869.41 |
13,673.94 |
13,263.46 |
|
R2 |
13,572.86 |
13,572.86 |
13,236.28 |
|
R1 |
13,377.39 |
13,377.39 |
13,209.09 |
13,326.85 |
PP |
13,276.31 |
13,276.31 |
13,276.31 |
13,251.05 |
S1 |
13,080.84 |
13,080.84 |
13,154.73 |
13,030.30 |
S2 |
12,979.76 |
12,979.76 |
13,127.54 |
|
S3 |
12,683.21 |
12,784.29 |
13,100.36 |
|
S4 |
12,386.66 |
12,487.74 |
13,018.81 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,384.67 |
14,153.97 |
13,385.78 |
|
R3 |
14,013.99 |
13,783.29 |
13,283.85 |
|
R2 |
13,643.31 |
13,643.31 |
13,249.87 |
|
R1 |
13,412.61 |
13,412.61 |
13,215.89 |
13,342.62 |
PP |
13,272.63 |
13,272.63 |
13,272.63 |
13,237.64 |
S1 |
13,041.93 |
13,041.93 |
13,147.93 |
12,971.94 |
S2 |
12,901.95 |
12,901.95 |
13,113.95 |
|
S3 |
12,531.27 |
12,671.25 |
13,079.97 |
|
S4 |
12,160.59 |
12,300.57 |
12,978.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,503.33 |
13,132.65 |
370.68 |
2.8% |
237.43 |
1.8% |
13% |
False |
False |
|
10 |
13,973.99 |
13,132.65 |
841.34 |
6.4% |
239.97 |
1.8% |
6% |
False |
False |
|
20 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
186.59 |
1.4% |
6% |
False |
False |
|
40 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
161.18 |
1.2% |
6% |
False |
False |
|
60 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
144.85 |
1.1% |
6% |
False |
False |
|
80 |
14,021.95 |
12,428.22 |
1,593.73 |
12.1% |
132.17 |
1.0% |
47% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.8% |
127.03 |
1.0% |
60% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.8% |
128.77 |
1.0% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,732.13 |
2.618 |
14,248.16 |
1.618 |
13,951.61 |
1.000 |
13,768.34 |
0.618 |
13,655.06 |
HIGH |
13,471.79 |
0.618 |
13,358.51 |
0.500 |
13,323.52 |
0.382 |
13,288.52 |
LOW |
13,175.24 |
0.618 |
12,991.97 |
1.000 |
12,878.69 |
1.618 |
12,695.42 |
2.618 |
12,398.87 |
4.250 |
11,914.90 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,323.52 |
13,317.99 |
PP |
13,276.31 |
13,272.63 |
S1 |
13,229.11 |
13,227.27 |
|