Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,966.0 |
7,792.0 |
-174.0 |
-2.2% |
8,144.5 |
High |
7,986.0 |
7,837.0 |
-149.0 |
-1.9% |
8,191.5 |
Low |
7,736.0 |
7,710.0 |
-26.0 |
-0.3% |
7,876.5 |
Close |
7,866.0 |
7,742.0 |
-124.0 |
-1.6% |
7,933.0 |
Range |
250.0 |
127.0 |
-123.0 |
-49.2% |
315.0 |
ATR |
142.7 |
143.7 |
0.9 |
0.7% |
0.0 |
Volume |
241,312 |
296,779 |
55,467 |
23.0% |
914,274 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,144.0 |
8,070.0 |
7,811.9 |
|
R3 |
8,017.0 |
7,943.0 |
7,776.9 |
|
R2 |
7,890.0 |
7,890.0 |
7,765.3 |
|
R1 |
7,816.0 |
7,816.0 |
7,753.6 |
7,789.5 |
PP |
7,763.0 |
7,763.0 |
7,763.0 |
7,749.8 |
S1 |
7,689.0 |
7,689.0 |
7,730.4 |
7,662.5 |
S2 |
7,636.0 |
7,636.0 |
7,718.7 |
|
S3 |
7,509.0 |
7,562.0 |
7,707.1 |
|
S4 |
7,382.0 |
7,435.0 |
7,672.2 |
|
|
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 |
7,710.0 |
354.0 |
4.6% |
149.0 |
1.9% |
9% |
False |
True |
216,072 |
10 |
8,215.0 |
7,710.0 |
505.0 |
6.5% |
136.3 |
1.8% |
6% |
False |
True |
198,934 |
20 |
8,215.0 |
7,710.0 |
505.0 |
6.5% |
116.5 |
1.5% |
6% |
False |
True |
169,453 |
40 |
8,217.0 |
7,585.0 |
632.0 |
8.2% |
125.6 |
1.6% |
25% |
False |
False |
146,767 |
60 |
8,217.0 |
7,426.0 |
791.0 |
10.2% |
113.2 |
1.5% |
40% |
False |
False |
98,046 |
80 |
8,217.0 |
7,015.0 |
1,202.0 |
15.5% |
104.3 |
1.3% |
60% |
False |
False |
73,679 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
21.5% |
101.5 |
1.3% |
71% |
False |
False |
59,634 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.5% |
95.8 |
1.2% |
71% |
False |
False |
49,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,376.8 |
2.618 |
8,169.5 |
1.618 |
8,042.5 |
1.000 |
7,964.0 |
0.618 |
7,915.5 |
HIGH |
7,837.0 |
0.618 |
7,788.5 |
0.500 |
7,773.5 |
0.382 |
7,758.5 |
LOW |
7,710.0 |
0.618 |
7,631.5 |
1.000 |
7,583.0 |
1.618 |
7,504.5 |
2.618 |
7,377.5 |
4.250 |
7,170.3 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,773.5 |
7,854.8 |
PP |
7,763.0 |
7,817.2 |
S1 |
7,752.5 |
7,779.6 |
|