Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,771.0 |
7,498.0 |
-273.0 |
-3.5% |
7,943.0 |
High |
7,797.0 |
7,579.5 |
-217.5 |
-2.8% |
7,999.5 |
Low |
7,430.0 |
7,416.5 |
-13.5 |
-0.2% |
7,416.5 |
Close |
7,560.0 |
7,488.0 |
-72.0 |
-1.0% |
7,488.0 |
Range |
367.0 |
163.0 |
-204.0 |
-55.6% |
583.0 |
ATR |
159.6 |
159.9 |
0.2 |
0.2% |
0.0 |
Volume |
407,612 |
389,509 |
-18,103 |
-4.4% |
1,497,635 |
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,983.7 |
7,898.8 |
7,577.7 |
|
R3 |
7,820.7 |
7,735.8 |
7,532.8 |
|
R2 |
7,657.7 |
7,657.7 |
7,517.9 |
|
R1 |
7,572.8 |
7,572.8 |
7,502.9 |
7,533.8 |
PP |
7,494.7 |
7,494.7 |
7,494.7 |
7,475.1 |
S1 |
7,409.8 |
7,409.8 |
7,473.1 |
7,370.8 |
S2 |
7,331.7 |
7,331.7 |
7,458.1 |
|
S3 |
7,168.7 |
7,246.8 |
7,443.2 |
|
S4 |
7,005.7 |
7,083.8 |
7,398.4 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,383.7 |
9,018.8 |
7,808.7 |
|
R3 |
8,800.7 |
8,435.8 |
7,648.3 |
|
R2 |
8,217.7 |
8,217.7 |
7,594.9 |
|
R1 |
7,852.8 |
7,852.8 |
7,541.4 |
7,743.8 |
PP |
7,634.7 |
7,634.7 |
7,634.7 |
7,580.1 |
S1 |
7,269.8 |
7,269.8 |
7,434.6 |
7,160.8 |
S2 |
7,051.7 |
7,051.7 |
7,381.1 |
|
S3 |
6,468.7 |
6,686.8 |
7,327.7 |
|
S4 |
5,885.7 |
6,103.8 |
7,167.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,999.5 |
7,416.5 |
583.0 |
7.8% |
204.2 |
2.7% |
12% |
False |
True |
299,527 |
10 |
8,191.5 |
7,416.5 |
775.0 |
10.3% |
155.9 |
2.1% |
9% |
False |
True |
241,190 |
20 |
8,215.0 |
7,416.5 |
798.5 |
10.7% |
131.2 |
1.8% |
9% |
False |
True |
191,786 |
40 |
8,217.0 |
7,416.5 |
800.5 |
10.7% |
134.4 |
1.8% |
9% |
False |
True |
166,113 |
60 |
8,217.0 |
7,416.5 |
800.5 |
10.7% |
120.2 |
1.6% |
9% |
False |
True |
111,315 |
80 |
8,217.0 |
7,104.0 |
1,113.0 |
14.9% |
109.0 |
1.5% |
35% |
False |
False |
83,634 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
104.1 |
1.4% |
56% |
False |
False |
67,591 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.2% |
99.8 |
1.3% |
56% |
False |
False |
56,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,272.3 |
2.618 |
8,006.2 |
1.618 |
7,843.2 |
1.000 |
7,742.5 |
0.618 |
7,680.2 |
HIGH |
7,579.5 |
0.618 |
7,517.2 |
0.500 |
7,498.0 |
0.382 |
7,478.8 |
LOW |
7,416.5 |
0.618 |
7,315.8 |
1.000 |
7,253.5 |
1.618 |
7,152.8 |
2.618 |
6,989.8 |
4.250 |
6,723.8 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,498.0 |
7,626.8 |
PP |
7,494.7 |
7,580.5 |
S1 |
7,491.3 |
7,534.3 |
|