| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,004.0 |
5,960.0 |
-44.0 |
-0.7% |
5,894.0 |
| High |
6,004.0 |
6,021.0 |
17.0 |
0.3% |
6,153.0 |
| Low |
5,912.0 |
5,960.0 |
48.0 |
0.8% |
5,860.0 |
| Close |
5,934.0 |
5,996.0 |
62.0 |
1.0% |
5,934.0 |
| Range |
92.0 |
61.0 |
-31.0 |
-33.7% |
293.0 |
| ATR |
103.7 |
102.5 |
-1.2 |
-1.1% |
0.0 |
| Volume |
32,554 |
27,712 |
-4,842 |
-14.9% |
140,418 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,175.3 |
6,146.7 |
6,029.6 |
|
| R3 |
6,114.3 |
6,085.7 |
6,012.8 |
|
| R2 |
6,053.3 |
6,053.3 |
6,007.2 |
|
| R1 |
6,024.7 |
6,024.7 |
6,001.6 |
6,039.0 |
| PP |
5,992.3 |
5,992.3 |
5,992.3 |
5,999.5 |
| S1 |
5,963.7 |
5,963.7 |
5,990.4 |
5,978.0 |
| S2 |
5,931.3 |
5,931.3 |
5,984.8 |
|
| S3 |
5,870.3 |
5,902.7 |
5,979.2 |
|
| S4 |
5,809.3 |
5,841.7 |
5,962.5 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,861.3 |
6,690.7 |
6,095.2 |
|
| R3 |
6,568.3 |
6,397.7 |
6,014.6 |
|
| R2 |
6,275.3 |
6,275.3 |
5,987.7 |
|
| R1 |
6,104.7 |
6,104.7 |
5,960.9 |
6,190.0 |
| PP |
5,982.3 |
5,982.3 |
5,982.3 |
6,025.0 |
| S1 |
5,811.7 |
5,811.7 |
5,907.1 |
5,897.0 |
| S2 |
5,689.3 |
5,689.3 |
5,880.3 |
|
| S3 |
5,396.3 |
5,518.7 |
5,853.4 |
|
| S4 |
5,103.3 |
5,225.7 |
5,772.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,153.0 |
5,912.0 |
241.0 |
4.0% |
73.4 |
1.2% |
35% |
False |
False |
27,587 |
| 10 |
6,153.0 |
5,860.0 |
293.0 |
4.9% |
90.1 |
1.5% |
46% |
False |
False |
31,125 |
| 20 |
6,428.0 |
5,860.0 |
568.0 |
9.5% |
71.6 |
1.2% |
24% |
False |
False |
26,385 |
| 40 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
63.6 |
1.1% |
23% |
False |
False |
27,700 |
| 60 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
56.7 |
0.9% |
23% |
False |
False |
20,083 |
| 80 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
47.8 |
0.8% |
23% |
False |
False |
15,096 |
| 100 |
6,452.0 |
5,860.0 |
592.0 |
9.9% |
41.8 |
0.7% |
23% |
False |
False |
12,092 |
| 120 |
6,452.0 |
5,667.0 |
785.0 |
13.1% |
37.3 |
0.6% |
42% |
False |
False |
10,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,280.3 |
|
2.618 |
6,180.7 |
|
1.618 |
6,119.7 |
|
1.000 |
6,082.0 |
|
0.618 |
6,058.7 |
|
HIGH |
6,021.0 |
|
0.618 |
5,997.7 |
|
0.500 |
5,990.5 |
|
0.382 |
5,983.3 |
|
LOW |
5,960.0 |
|
0.618 |
5,922.3 |
|
1.000 |
5,899.0 |
|
1.618 |
5,861.3 |
|
2.618 |
5,800.3 |
|
4.250 |
5,700.8 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
5,994.2 |
6,032.5 |
| PP |
5,992.3 |
6,020.3 |
| S1 |
5,990.5 |
6,008.2 |
|