Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,467.72 |
13,497.23 |
29.51 |
0.2% |
13,266.21 |
High |
13,608.11 |
13,695.82 |
87.71 |
0.6% |
13,503.33 |
Low |
13,347.17 |
13,484.79 |
137.62 |
1.0% |
13,132.65 |
Close |
13,504.30 |
13,657.86 |
153.56 |
1.1% |
13,181.91 |
Range |
260.94 |
211.03 |
-49.91 |
-19.1% |
370.68 |
ATR |
203.17 |
203.73 |
0.56 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,245.91 |
14,162.92 |
13,773.93 |
|
R3 |
14,034.88 |
13,951.89 |
13,715.89 |
|
R2 |
13,823.85 |
13,823.85 |
13,696.55 |
|
R1 |
13,740.86 |
13,740.86 |
13,677.20 |
13,782.36 |
PP |
13,612.82 |
13,612.82 |
13,612.82 |
13,633.57 |
S1 |
13,529.83 |
13,529.83 |
13,638.52 |
13,571.33 |
S2 |
13,401.79 |
13,401.79 |
13,619.17 |
|
S3 |
13,190.76 |
13,318.80 |
13,599.83 |
|
S4 |
12,979.73 |
13,107.77 |
13,541.79 |
|
|
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 |
13,695.82 |
13,158.58 |
537.24 |
3.9% |
246.60 |
1.8% |
93% |
True |
False |
|
10 |
13,783.45 |
13,132.65 |
650.80 |
4.8% |
267.42 |
2.0% |
81% |
False |
False |
|
20 |
14,021.95 |
13,132.65 |
889.30 |
6.5% |
209.23 |
1.5% |
59% |
False |
False |
|
40 |
14,021.95 |
13,132.65 |
889.30 |
6.5% |
169.99 |
1.2% |
59% |
False |
False |
|
60 |
14,021.95 |
13,132.65 |
889.30 |
6.5% |
151.97 |
1.1% |
59% |
False |
False |
|
80 |
14,021.95 |
12,707.45 |
1,314.50 |
9.6% |
137.78 |
1.0% |
72% |
False |
False |
|
100 |
14,021.95 |
12,110.41 |
1,911.54 |
14.0% |
130.93 |
1.0% |
81% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.2% |
133.07 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,592.70 |
2.618 |
14,248.30 |
1.618 |
14,037.27 |
1.000 |
13,906.85 |
0.618 |
13,826.24 |
HIGH |
13,695.82 |
0.618 |
13,615.21 |
0.500 |
13,590.31 |
0.382 |
13,565.40 |
LOW |
13,484.79 |
0.618 |
13,354.37 |
1.000 |
13,273.76 |
1.618 |
13,143.34 |
2.618 |
12,932.31 |
4.250 |
12,587.91 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,635.34 |
13,580.97 |
PP |
13,612.82 |
13,504.09 |
S1 |
13,590.31 |
13,427.20 |
|