| 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 |
6,015.0 |
5,894.0 |
-121.0 |
-2.0% |
5,987.0 |
| High |
6,035.0 |
5,920.0 |
-115.0 |
-1.9% |
6,131.0 |
| Low |
5,948.0 |
5,860.0 |
-88.0 |
-1.5% |
5,873.0 |
| Close |
5,976.0 |
5,892.0 |
-84.0 |
-1.4% |
5,976.0 |
| Range |
87.0 |
60.0 |
-27.0 |
-31.0% |
258.0 |
| ATR |
90.3 |
92.2 |
1.8 |
2.0% |
0.0 |
| Volume |
25,156 |
30,191 |
5,035 |
20.0% |
177,151 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,070.7 |
6,041.3 |
5,925.0 |
|
| R3 |
6,010.7 |
5,981.3 |
5,908.5 |
|
| R2 |
5,950.7 |
5,950.7 |
5,903.0 |
|
| R1 |
5,921.3 |
5,921.3 |
5,897.5 |
5,906.0 |
| PP |
5,890.7 |
5,890.7 |
5,890.7 |
5,883.0 |
| S1 |
5,861.3 |
5,861.3 |
5,886.5 |
5,846.0 |
| S2 |
5,830.7 |
5,830.7 |
5,881.0 |
|
| S3 |
5,770.7 |
5,801.3 |
5,875.5 |
|
| S4 |
5,710.7 |
5,741.3 |
5,859.0 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,767.3 |
6,629.7 |
6,117.9 |
|
| R3 |
6,509.3 |
6,371.7 |
6,047.0 |
|
| R2 |
6,251.3 |
6,251.3 |
6,023.3 |
|
| R1 |
6,113.7 |
6,113.7 |
5,999.7 |
6,053.5 |
| PP |
5,993.3 |
5,993.3 |
5,993.3 |
5,963.3 |
| S1 |
5,855.7 |
5,855.7 |
5,952.4 |
5,795.5 |
| S2 |
5,735.3 |
5,735.3 |
5,928.7 |
|
| S3 |
5,477.3 |
5,597.7 |
5,905.1 |
|
| S4 |
5,219.3 |
5,339.7 |
5,834.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,131.0 |
5,860.0 |
271.0 |
4.6% |
106.8 |
1.8% |
12% |
False |
True |
34,662 |
| 10 |
6,427.0 |
5,860.0 |
567.0 |
9.6% |
87.9 |
1.5% |
6% |
False |
True |
30,684 |
| 20 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
65.8 |
1.1% |
5% |
False |
True |
23,898 |
| 40 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
59.9 |
1.0% |
5% |
False |
True |
26,580 |
| 60 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
52.9 |
0.9% |
5% |
False |
True |
17,805 |
| 80 |
6,452.0 |
5,860.0 |
592.0 |
10.0% |
43.5 |
0.7% |
5% |
False |
True |
13,382 |
| 100 |
6,452.0 |
5,784.0 |
668.0 |
11.3% |
39.4 |
0.7% |
16% |
False |
False |
10,715 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
13.3% |
34.9 |
0.6% |
29% |
False |
False |
8,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,175.0 |
|
2.618 |
6,077.1 |
|
1.618 |
6,017.1 |
|
1.000 |
5,980.0 |
|
0.618 |
5,957.1 |
|
HIGH |
5,920.0 |
|
0.618 |
5,897.1 |
|
0.500 |
5,890.0 |
|
0.382 |
5,882.9 |
|
LOW |
5,860.0 |
|
0.618 |
5,822.9 |
|
1.000 |
5,800.0 |
|
1.618 |
5,762.9 |
|
2.618 |
5,702.9 |
|
4.250 |
5,605.0 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
5,891.3 |
5,947.5 |
| PP |
5,890.7 |
5,929.0 |
| S1 |
5,890.0 |
5,910.5 |
|