Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,943.0 |
7,966.0 |
23.0 |
0.3% |
8,144.5 |
High |
7,999.5 |
7,986.0 |
-13.5 |
-0.2% |
8,191.5 |
Low |
7,885.5 |
7,736.0 |
-149.5 |
-1.9% |
7,876.5 |
Close |
7,991.5 |
7,866.0 |
-125.5 |
-1.6% |
7,933.0 |
Range |
114.0 |
250.0 |
136.0 |
119.3% |
315.0 |
ATR |
134.1 |
142.7 |
8.7 |
6.5% |
0.0 |
Volume |
162,423 |
241,312 |
78,889 |
48.6% |
914,274 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,612.7 |
8,489.3 |
8,003.5 |
|
R3 |
8,362.7 |
8,239.3 |
7,934.8 |
|
R2 |
8,112.7 |
8,112.7 |
7,911.8 |
|
R1 |
7,989.3 |
7,989.3 |
7,888.9 |
7,926.0 |
PP |
7,862.7 |
7,862.7 |
7,862.7 |
7,831.0 |
S1 |
7,739.3 |
7,739.3 |
7,843.1 |
7,676.0 |
S2 |
7,612.7 |
7,612.7 |
7,820.2 |
|
S3 |
7,362.7 |
7,489.3 |
7,797.3 |
|
S4 |
7,112.7 |
7,239.3 |
7,728.5 |
|
|
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 |
8,064.0 |
7,736.0 |
328.0 |
4.2% |
146.1 |
1.9% |
40% |
False |
True |
201,439 |
10 |
8,215.0 |
7,736.0 |
479.0 |
6.1% |
136.0 |
1.7% |
27% |
False |
True |
193,134 |
20 |
8,215.0 |
7,736.0 |
479.0 |
6.1% |
116.1 |
1.5% |
27% |
False |
True |
165,389 |
40 |
8,217.0 |
7,585.0 |
632.0 |
8.0% |
126.0 |
1.6% |
44% |
False |
False |
139,383 |
60 |
8,217.0 |
7,426.0 |
791.0 |
10.1% |
112.3 |
1.4% |
56% |
False |
False |
93,104 |
80 |
8,217.0 |
6,978.0 |
1,239.0 |
15.8% |
103.4 |
1.3% |
72% |
False |
False |
69,973 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
21.1% |
102.3 |
1.3% |
79% |
False |
False |
56,675 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.1% |
95.2 |
1.2% |
79% |
False |
False |
47,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,048.5 |
2.618 |
8,640.5 |
1.618 |
8,390.5 |
1.000 |
8,236.0 |
0.618 |
8,140.5 |
HIGH |
7,986.0 |
0.618 |
7,890.5 |
0.500 |
7,861.0 |
0.382 |
7,831.5 |
LOW |
7,736.0 |
0.618 |
7,581.5 |
1.000 |
7,486.0 |
1.618 |
7,331.5 |
2.618 |
7,081.5 |
4.250 |
6,673.5 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,864.3 |
7,897.8 |
PP |
7,862.7 |
7,887.2 |
S1 |
7,861.0 |
7,876.6 |
|