Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,498.5 |
7,566.0 |
67.5 |
0.9% |
7,943.0 |
High |
7,593.0 |
7,678.0 |
85.0 |
1.1% |
7,999.5 |
Low |
7,416.0 |
7,539.5 |
123.5 |
1.7% |
7,416.5 |
Close |
7,508.0 |
7,614.0 |
106.0 |
1.4% |
7,488.0 |
Range |
177.0 |
138.5 |
-38.5 |
-21.8% |
583.0 |
ATR |
161.1 |
161.7 |
0.6 |
0.4% |
0.0 |
Volume |
264,593 |
249,003 |
-15,590 |
-5.9% |
1,497,635 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,026.0 |
7,958.5 |
7,690.2 |
|
R3 |
7,887.5 |
7,820.0 |
7,652.1 |
|
R2 |
7,749.0 |
7,749.0 |
7,639.4 |
|
R1 |
7,681.5 |
7,681.5 |
7,626.7 |
7,715.3 |
PP |
7,610.5 |
7,610.5 |
7,610.5 |
7,627.4 |
S1 |
7,543.0 |
7,543.0 |
7,601.3 |
7,576.8 |
S2 |
7,472.0 |
7,472.0 |
7,588.6 |
|
S3 |
7,333.5 |
7,404.5 |
7,575.9 |
|
S4 |
7,195.0 |
7,266.0 |
7,537.8 |
|
|
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 |
7,837.0 |
7,416.0 |
421.0 |
5.5% |
194.5 |
2.6% |
47% |
False |
False |
321,499 |
10 |
8,064.0 |
7,416.0 |
648.0 |
8.5% |
170.3 |
2.2% |
31% |
False |
False |
261,469 |
20 |
8,215.0 |
7,416.0 |
799.0 |
10.5% |
139.6 |
1.8% |
25% |
False |
False |
203,496 |
40 |
8,217.0 |
7,416.0 |
801.0 |
10.5% |
136.7 |
1.8% |
25% |
False |
False |
178,620 |
60 |
8,217.0 |
7,416.0 |
801.0 |
10.5% |
123.9 |
1.6% |
25% |
False |
False |
119,868 |
80 |
8,217.0 |
7,194.5 |
1,022.5 |
13.4% |
111.3 |
1.5% |
41% |
False |
False |
90,039 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
21.8% |
105.7 |
1.4% |
64% |
False |
False |
72,710 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
21.8% |
101.8 |
1.3% |
64% |
False |
False |
60,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,266.6 |
2.618 |
8,040.6 |
1.618 |
7,902.1 |
1.000 |
7,816.5 |
0.618 |
7,763.6 |
HIGH |
7,678.0 |
0.618 |
7,625.1 |
0.500 |
7,608.8 |
0.382 |
7,592.4 |
LOW |
7,539.5 |
0.618 |
7,453.9 |
1.000 |
7,401.0 |
1.618 |
7,315.4 |
2.618 |
7,176.9 |
4.250 |
6,950.9 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7,612.3 |
7,591.7 |
PP |
7,610.5 |
7,569.3 |
S1 |
7,608.8 |
7,547.0 |
|