| Trading Metrics calculated at close of trading on 07-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1,439.5 |
1,468.0 |
28.5 |
2.0% |
1,459.3 |
| High |
1,473.5 |
1,494.2 |
20.7 |
1.4% |
1,495.7 |
| Low |
1,432.3 |
1,461.0 |
28.7 |
2.0% |
1,437.0 |
| Close |
1,467.7 |
1,482.4 |
14.7 |
1.0% |
1,443.0 |
| Range |
41.2 |
33.2 |
-8.0 |
-19.4% |
58.7 |
| ATR |
26.7 |
27.2 |
0.5 |
1.7% |
0.0 |
| Volume |
38,951 |
55,005 |
16,054 |
41.2% |
301,402 |
|
| Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.8 |
1,563.8 |
1,500.7 |
|
| R3 |
1,545.6 |
1,530.6 |
1,491.5 |
|
| R2 |
1,512.4 |
1,512.4 |
1,488.5 |
|
| R1 |
1,497.4 |
1,497.4 |
1,485.4 |
1,504.9 |
| PP |
1,479.2 |
1,479.2 |
1,479.2 |
1,483.0 |
| S1 |
1,464.2 |
1,464.2 |
1,479.4 |
1,471.7 |
| S2 |
1,446.0 |
1,446.0 |
1,476.3 |
|
| S3 |
1,412.8 |
1,431.0 |
1,473.3 |
|
| S4 |
1,379.6 |
1,397.8 |
1,464.1 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,634.7 |
1,597.5 |
1,475.3 |
|
| R3 |
1,576.0 |
1,538.8 |
1,459.1 |
|
| R2 |
1,517.3 |
1,517.3 |
1,453.8 |
|
| R1 |
1,480.1 |
1,480.1 |
1,448.4 |
1,469.4 |
| PP |
1,458.6 |
1,458.6 |
1,458.6 |
1,453.2 |
| S1 |
1,421.4 |
1,421.4 |
1,437.6 |
1,410.7 |
| S2 |
1,399.9 |
1,399.9 |
1,432.2 |
|
| S3 |
1,341.2 |
1,362.7 |
1,426.9 |
|
| S4 |
1,282.5 |
1,304.0 |
1,410.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,494.2 |
1,432.3 |
61.9 |
4.2% |
34.5 |
2.3% |
81% |
True |
False |
54,624 |
| 10 |
1,532.0 |
1,432.3 |
99.7 |
6.7% |
35.9 |
2.4% |
50% |
False |
False |
54,673 |
| 20 |
1,566.3 |
1,432.3 |
134.0 |
9.0% |
27.0 |
1.8% |
37% |
False |
False |
43,727 |
| 40 |
1,566.3 |
1,432.3 |
134.0 |
9.0% |
22.4 |
1.5% |
37% |
False |
False |
46,054 |
| 60 |
1,566.3 |
1,432.3 |
134.0 |
9.0% |
19.2 |
1.3% |
37% |
False |
False |
40,234 |
| 80 |
1,566.3 |
1,432.3 |
134.0 |
9.0% |
16.4 |
1.1% |
37% |
False |
False |
30,476 |
| 100 |
1,566.3 |
1,428.9 |
137.4 |
9.3% |
14.0 |
0.9% |
39% |
False |
False |
24,443 |
| 120 |
1,566.3 |
1,388.4 |
177.9 |
12.0% |
12.7 |
0.9% |
53% |
False |
False |
20,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,635.3 |
|
2.618 |
1,581.1 |
|
1.618 |
1,547.9 |
|
1.000 |
1,527.4 |
|
0.618 |
1,514.7 |
|
HIGH |
1,494.2 |
|
0.618 |
1,481.5 |
|
0.500 |
1,477.6 |
|
0.382 |
1,473.7 |
|
LOW |
1,461.0 |
|
0.618 |
1,440.5 |
|
1.000 |
1,427.8 |
|
1.618 |
1,407.3 |
|
2.618 |
1,374.1 |
|
4.250 |
1,319.9 |
|
|
| Fisher Pivots for day following 07-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,480.8 |
1,476.0 |
| PP |
1,479.2 |
1,469.6 |
| S1 |
1,477.6 |
1,463.3 |
|