Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,462.25 |
13,183.13 |
-279.12 |
-2.1% |
13,266.21 |
High |
13,471.79 |
13,470.16 |
-1.63 |
0.0% |
13,503.33 |
Low |
13,175.24 |
13,158.58 |
-16.66 |
-0.1% |
13,132.65 |
Close |
13,181.91 |
13,468.78 |
286.87 |
2.2% |
13,181.91 |
Range |
296.55 |
311.58 |
15.03 |
5.1% |
370.68 |
ATR |
190.05 |
198.73 |
8.68 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,300.58 |
14,196.26 |
13,640.15 |
|
R3 |
13,989.00 |
13,884.68 |
13,554.46 |
|
R2 |
13,677.42 |
13,677.42 |
13,525.90 |
|
R1 |
13,573.10 |
13,573.10 |
13,497.34 |
13,625.26 |
PP |
13,365.84 |
13,365.84 |
13,365.84 |
13,391.92 |
S1 |
13,261.52 |
13,261.52 |
13,440.22 |
13,313.68 |
S2 |
13,054.26 |
13,054.26 |
13,411.66 |
|
S3 |
12,742.68 |
12,949.94 |
13,383.10 |
|
S4 |
12,431.10 |
12,638.36 |
13,297.41 |
|
|
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% |
264.03 |
2.0% |
91% |
False |
False |
|
10 |
13,940.99 |
13,132.65 |
808.34 |
6.0% |
258.90 |
1.9% |
42% |
False |
False |
|
20 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
199.10 |
1.5% |
38% |
False |
False |
|
40 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
164.47 |
1.2% |
38% |
False |
False |
|
60 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
147.57 |
1.1% |
38% |
False |
False |
|
80 |
14,021.95 |
12,530.21 |
1,491.74 |
11.1% |
134.45 |
1.0% |
63% |
False |
False |
|
100 |
14,021.95 |
12,082.13 |
1,939.82 |
14.4% |
128.11 |
1.0% |
71% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.5% |
130.46 |
1.0% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,794.38 |
2.618 |
14,285.88 |
1.618 |
13,974.30 |
1.000 |
13,781.74 |
0.618 |
13,662.72 |
HIGH |
13,470.16 |
0.618 |
13,351.14 |
0.500 |
13,314.37 |
0.382 |
13,277.60 |
LOW |
13,158.58 |
0.618 |
12,966.02 |
1.000 |
12,847.00 |
1.618 |
12,654.44 |
2.618 |
12,342.86 |
4.250 |
11,834.37 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,417.31 |
13,422.84 |
PP |
13,365.84 |
13,376.90 |
S1 |
13,314.37 |
13,330.96 |
|