| 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 |
6,240.0 |
6,368.0 |
128.0 |
2.1% |
6,215.0 |
| High |
6,358.5 |
6,425.0 |
66.5 |
1.0% |
6,376.0 |
| Low |
6,225.0 |
6,334.5 |
109.5 |
1.8% |
6,186.5 |
| Close |
6,313.0 |
6,414.0 |
101.0 |
1.6% |
6,220.0 |
| Range |
133.5 |
90.5 |
-43.0 |
-32.2% |
189.5 |
| ATR |
106.0 |
106.4 |
0.4 |
0.4% |
0.0 |
| Volume |
116,987 |
109,178 |
-7,809 |
-6.7% |
827,242 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,662.5 |
6,629.0 |
6,464.0 |
|
| R3 |
6,572.0 |
6,538.5 |
6,439.0 |
|
| R2 |
6,481.5 |
6,481.5 |
6,430.5 |
|
| R1 |
6,448.0 |
6,448.0 |
6,422.5 |
6,465.0 |
| PP |
6,391.0 |
6,391.0 |
6,391.0 |
6,399.5 |
| S1 |
6,357.5 |
6,357.5 |
6,405.5 |
6,374.0 |
| S2 |
6,300.5 |
6,300.5 |
6,397.5 |
|
| S3 |
6,210.0 |
6,267.0 |
6,389.0 |
|
| S4 |
6,119.5 |
6,176.5 |
6,364.0 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.5 |
6,714.0 |
6,324.0 |
|
| R3 |
6,640.0 |
6,524.5 |
6,272.0 |
|
| R2 |
6,450.5 |
6,450.5 |
6,254.5 |
|
| R1 |
6,335.0 |
6,335.0 |
6,237.5 |
6,393.0 |
| PP |
6,261.0 |
6,261.0 |
6,261.0 |
6,289.5 |
| S1 |
6,145.5 |
6,145.5 |
6,202.5 |
6,203.0 |
| S2 |
6,071.5 |
6,071.5 |
6,185.5 |
|
| S3 |
5,882.0 |
5,956.0 |
6,168.0 |
|
| S4 |
5,692.5 |
5,766.5 |
6,116.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,425.0 |
6,164.0 |
261.0 |
4.1% |
96.5 |
1.5% |
96% |
True |
False |
126,143 |
| 10 |
6,479.0 |
6,164.0 |
315.0 |
4.9% |
119.0 |
1.9% |
79% |
False |
False |
149,154 |
| 20 |
6,772.0 |
6,164.0 |
608.0 |
9.5% |
102.0 |
1.6% |
41% |
False |
False |
121,710 |
| 40 |
6,796.0 |
6,164.0 |
632.0 |
9.9% |
83.0 |
1.3% |
40% |
False |
False |
108,397 |
| 60 |
6,796.0 |
6,164.0 |
632.0 |
9.9% |
74.0 |
1.2% |
40% |
False |
False |
79,625 |
| 80 |
6,796.0 |
6,164.0 |
632.0 |
9.9% |
64.5 |
1.0% |
40% |
False |
False |
59,803 |
| 100 |
6,796.0 |
6,164.0 |
632.0 |
9.9% |
60.0 |
0.9% |
40% |
False |
False |
47,922 |
| 120 |
6,796.0 |
6,062.5 |
733.5 |
11.4% |
53.5 |
0.8% |
48% |
False |
False |
39,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,809.5 |
|
2.618 |
6,662.0 |
|
1.618 |
6,571.5 |
|
1.000 |
6,515.5 |
|
0.618 |
6,481.0 |
|
HIGH |
6,425.0 |
|
0.618 |
6,390.5 |
|
0.500 |
6,380.0 |
|
0.382 |
6,369.0 |
|
LOW |
6,334.5 |
|
0.618 |
6,278.5 |
|
1.000 |
6,244.0 |
|
1.618 |
6,188.0 |
|
2.618 |
6,097.5 |
|
4.250 |
5,950.0 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,402.5 |
6,374.0 |
| PP |
6,391.0 |
6,334.5 |
| S1 |
6,380.0 |
6,294.5 |
|