Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,018.0 |
7,943.0 |
-75.0 |
-0.9% |
8,144.5 |
High |
8,059.5 |
7,999.5 |
-60.0 |
-0.7% |
8,191.5 |
Low |
7,876.5 |
7,885.5 |
9.0 |
0.1% |
7,876.5 |
Close |
7,933.0 |
7,991.5 |
58.5 |
0.7% |
7,933.0 |
Range |
183.0 |
114.0 |
-69.0 |
-37.7% |
315.0 |
ATR |
135.6 |
134.1 |
-1.5 |
-1.1% |
0.0 |
Volume |
216,072 |
162,423 |
-53,649 |
-24.8% |
914,274 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,300.8 |
8,260.2 |
8,054.2 |
|
R3 |
8,186.8 |
8,146.2 |
8,022.9 |
|
R2 |
8,072.8 |
8,072.8 |
8,012.4 |
|
R1 |
8,032.2 |
8,032.2 |
8,002.0 |
8,052.5 |
PP |
7,958.8 |
7,958.8 |
7,958.8 |
7,969.0 |
S1 |
7,918.2 |
7,918.2 |
7,981.1 |
7,938.5 |
S2 |
7,844.8 |
7,844.8 |
7,970.6 |
|
S3 |
7,730.8 |
7,804.2 |
7,960.2 |
|
S4 |
7,616.8 |
7,690.2 |
7,928.8 |
|
|
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 |
8,158.0 |
7,876.5 |
281.5 |
3.5% |
117.2 |
1.5% |
41% |
False |
False |
190,868 |
10 |
8,215.0 |
7,863.0 |
352.0 |
4.4% |
117.3 |
1.5% |
37% |
False |
False |
169,003 |
20 |
8,215.0 |
7,825.5 |
389.5 |
4.9% |
108.0 |
1.4% |
43% |
False |
False |
165,383 |
40 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
120.9 |
1.5% |
64% |
False |
False |
133,360 |
60 |
8,217.0 |
7,426.0 |
791.0 |
9.9% |
109.3 |
1.4% |
71% |
False |
False |
89,089 |
80 |
8,217.0 |
6,920.0 |
1,297.0 |
16.2% |
101.2 |
1.3% |
83% |
False |
False |
66,962 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.8% |
100.7 |
1.3% |
86% |
False |
False |
54,266 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.8% |
93.7 |
1.2% |
86% |
False |
False |
45,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,484.0 |
2.618 |
8,298.0 |
1.618 |
8,184.0 |
1.000 |
8,113.5 |
0.618 |
8,070.0 |
HIGH |
7,999.5 |
0.618 |
7,956.0 |
0.500 |
7,942.5 |
0.382 |
7,929.0 |
LOW |
7,885.5 |
0.618 |
7,815.0 |
1.000 |
7,771.5 |
1.618 |
7,701.0 |
2.618 |
7,587.0 |
4.250 |
7,401.0 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,975.2 |
7,984.4 |
PP |
7,958.8 |
7,977.3 |
S1 |
7,942.5 |
7,970.3 |
|