Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,497.23 |
13,652.33 |
155.10 |
1.1% |
13,266.21 |
High |
13,695.82 |
13,652.33 |
-43.49 |
-0.3% |
13,503.33 |
Low |
13,484.79 |
13,270.68 |
-214.11 |
-1.6% |
13,132.65 |
Close |
13,657.86 |
13,270.68 |
-387.18 |
-2.8% |
13,181.91 |
Range |
211.03 |
381.65 |
170.62 |
80.9% |
370.68 |
ATR |
203.73 |
216.84 |
13.10 |
6.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,542.85 |
14,288.41 |
13,480.59 |
|
R3 |
14,161.20 |
13,906.76 |
13,375.63 |
|
R2 |
13,779.55 |
13,779.55 |
13,340.65 |
|
R1 |
13,525.11 |
13,525.11 |
13,305.66 |
13,461.51 |
PP |
13,397.90 |
13,397.90 |
13,397.90 |
13,366.09 |
S1 |
13,143.46 |
13,143.46 |
13,235.70 |
13,079.86 |
S2 |
13,016.25 |
13,016.25 |
13,200.71 |
|
S3 |
12,634.60 |
12,761.81 |
13,165.73 |
|
S4 |
12,252.95 |
12,380.16 |
13,060.77 |
|
|
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 |
4.0% |
292.35 |
2.2% |
21% |
False |
False |
|
10 |
13,695.82 |
13,132.65 |
563.17 |
4.2% |
260.77 |
2.0% |
25% |
False |
False |
|
20 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
213.78 |
1.6% |
16% |
False |
False |
|
40 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
174.59 |
1.3% |
16% |
False |
False |
|
60 |
14,021.95 |
13,132.65 |
889.30 |
6.7% |
155.96 |
1.2% |
16% |
False |
False |
|
80 |
14,021.95 |
12,728.99 |
1,292.96 |
9.7% |
141.52 |
1.1% |
42% |
False |
False |
|
100 |
14,021.95 |
12,213.11 |
1,808.84 |
13.6% |
133.50 |
1.0% |
58% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
136.04 |
1.0% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,274.34 |
2.618 |
14,651.49 |
1.618 |
14,269.84 |
1.000 |
14,033.98 |
0.618 |
13,888.19 |
HIGH |
13,652.33 |
0.618 |
13,506.54 |
0.500 |
13,461.51 |
0.382 |
13,416.47 |
LOW |
13,270.68 |
0.618 |
13,034.82 |
1.000 |
12,889.03 |
1.618 |
12,653.17 |
2.618 |
12,271.52 |
4.250 |
11,648.67 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,461.51 |
13,483.25 |
PP |
13,397.90 |
13,412.39 |
S1 |
13,334.29 |
13,341.54 |
|