Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,498.0 |
7,498.5 |
0.5 |
0.0% |
7,943.0 |
High |
7,579.5 |
7,593.0 |
13.5 |
0.2% |
7,999.5 |
Low |
7,416.5 |
7,416.0 |
-0.5 |
0.0% |
7,416.5 |
Close |
7,488.0 |
7,508.0 |
20.0 |
0.3% |
7,488.0 |
Range |
163.0 |
177.0 |
14.0 |
8.6% |
583.0 |
ATR |
159.9 |
161.1 |
1.2 |
0.8% |
0.0 |
Volume |
389,509 |
264,593 |
-124,916 |
-32.1% |
1,497,635 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,036.7 |
7,949.3 |
7,605.4 |
|
R3 |
7,859.7 |
7,772.3 |
7,556.7 |
|
R2 |
7,682.7 |
7,682.7 |
7,540.5 |
|
R1 |
7,595.3 |
7,595.3 |
7,524.2 |
7,639.0 |
PP |
7,505.7 |
7,505.7 |
7,505.7 |
7,527.5 |
S1 |
7,418.3 |
7,418.3 |
7,491.8 |
7,462.0 |
S2 |
7,328.7 |
7,328.7 |
7,475.6 |
|
S3 |
7,151.7 |
7,241.3 |
7,459.3 |
|
S4 |
6,974.7 |
7,064.3 |
7,410.7 |
|
|
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 |
7,986.0 |
7,416.0 |
570.0 |
7.6% |
216.8 |
2.9% |
16% |
False |
True |
319,961 |
10 |
8,158.0 |
7,416.0 |
742.0 |
9.9% |
167.0 |
2.2% |
12% |
False |
True |
255,414 |
20 |
8,215.0 |
7,416.0 |
799.0 |
10.6% |
136.6 |
1.8% |
12% |
False |
True |
197,401 |
40 |
8,217.0 |
7,416.0 |
801.0 |
10.7% |
137.0 |
1.8% |
11% |
False |
True |
172,576 |
60 |
8,217.0 |
7,416.0 |
801.0 |
10.7% |
122.2 |
1.6% |
11% |
False |
True |
115,721 |
80 |
8,217.0 |
7,170.0 |
1,047.0 |
13.9% |
110.1 |
1.5% |
32% |
False |
False |
86,930 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
22.1% |
104.9 |
1.4% |
57% |
False |
False |
70,230 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
22.1% |
100.9 |
1.3% |
57% |
False |
False |
58,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,345.3 |
2.618 |
8,056.4 |
1.618 |
7,879.4 |
1.000 |
7,770.0 |
0.618 |
7,702.4 |
HIGH |
7,593.0 |
0.618 |
7,525.4 |
0.500 |
7,504.5 |
0.382 |
7,483.6 |
LOW |
7,416.0 |
0.618 |
7,306.6 |
1.000 |
7,239.0 |
1.618 |
7,129.6 |
2.618 |
6,952.6 |
4.250 |
6,663.8 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,506.8 |
7,606.5 |
PP |
7,505.7 |
7,573.7 |
S1 |
7,504.5 |
7,540.8 |
|