Trading Metrics calculated at close of trading on 20-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,017.0 |
8,018.0 |
1.0 |
0.0% |
8,144.5 |
High |
8,064.0 |
8,059.5 |
-4.5 |
-0.1% |
8,191.5 |
Low |
7,993.0 |
7,876.5 |
-116.5 |
-1.5% |
7,876.5 |
Close |
8,033.5 |
7,933.0 |
-100.5 |
-1.3% |
7,933.0 |
Range |
71.0 |
183.0 |
112.0 |
157.7% |
315.0 |
ATR |
132.0 |
135.6 |
3.6 |
2.8% |
0.0 |
Volume |
163,778 |
216,072 |
52,294 |
31.9% |
914,274 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,505.3 |
8,402.2 |
8,033.7 |
|
R3 |
8,322.3 |
8,219.2 |
7,983.3 |
|
R2 |
8,139.3 |
8,139.3 |
7,966.6 |
|
R1 |
8,036.2 |
8,036.2 |
7,949.8 |
7,996.3 |
PP |
7,956.3 |
7,956.3 |
7,956.3 |
7,936.4 |
S1 |
7,853.2 |
7,853.2 |
7,916.2 |
7,813.3 |
S2 |
7,773.3 |
7,773.3 |
7,899.5 |
|
S3 |
7,590.3 |
7,670.2 |
7,882.7 |
|
S4 |
7,407.3 |
7,487.2 |
7,832.4 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,945.3 |
8,754.2 |
8,106.3 |
|
R3 |
8,630.3 |
8,439.2 |
8,019.6 |
|
R2 |
8,315.3 |
8,315.3 |
7,990.8 |
|
R1 |
8,124.2 |
8,124.2 |
7,961.9 |
8,062.3 |
PP |
8,000.3 |
8,000.3 |
8,000.3 |
7,969.4 |
S1 |
7,809.2 |
7,809.2 |
7,904.1 |
7,747.3 |
S2 |
7,685.3 |
7,685.3 |
7,875.3 |
|
S3 |
7,370.3 |
7,494.2 |
7,846.4 |
|
S4 |
7,055.3 |
7,179.2 |
7,759.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,191.5 |
7,876.5 |
315.0 |
4.0% |
107.5 |
1.4% |
18% |
False |
True |
182,854 |
10 |
8,215.0 |
7,863.0 |
352.0 |
4.4% |
112.1 |
1.4% |
20% |
False |
False |
163,014 |
20 |
8,215.0 |
7,825.5 |
389.5 |
4.9% |
109.4 |
1.4% |
28% |
False |
False |
168,667 |
40 |
8,217.0 |
7,585.0 |
632.0 |
8.0% |
120.5 |
1.5% |
55% |
False |
False |
129,311 |
60 |
8,217.0 |
7,426.0 |
791.0 |
10.0% |
108.2 |
1.4% |
64% |
False |
False |
86,392 |
80 |
8,217.0 |
6,920.0 |
1,297.0 |
16.3% |
100.3 |
1.3% |
78% |
False |
False |
64,935 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
21.0% |
103.4 |
1.3% |
83% |
False |
False |
52,657 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.0% |
93.4 |
1.2% |
83% |
False |
False |
43,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,837.3 |
2.618 |
8,538.6 |
1.618 |
8,355.6 |
1.000 |
8,242.5 |
0.618 |
8,172.6 |
HIGH |
8,059.5 |
0.618 |
7,989.6 |
0.500 |
7,968.0 |
0.382 |
7,946.4 |
LOW |
7,876.5 |
0.618 |
7,763.4 |
1.000 |
7,693.5 |
1.618 |
7,580.4 |
2.618 |
7,397.4 |
4.250 |
7,098.8 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,968.0 |
7,970.3 |
PP |
7,956.3 |
7,957.8 |
S1 |
7,944.7 |
7,945.4 |
|