Trading Metrics calculated at close of trading on 20-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,555.50 |
1,559.00 |
3.50 |
0.2% |
1,560.25 |
High |
1,565.00 |
1,561.75 |
-3.25 |
-0.2% |
1,566.25 |
Low |
1,548.50 |
1,537.25 |
-11.25 |
-0.7% |
1,537.25 |
Close |
1,559.75 |
1,545.00 |
-14.75 |
-0.9% |
1,545.00 |
Range |
16.50 |
24.50 |
8.00 |
48.5% |
29.00 |
ATR |
16.42 |
17.00 |
0.58 |
3.5% |
0.00 |
Volume |
2,112,721 |
1,337,495 |
-775,226 |
-36.7% |
6,934,958 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.50 |
1,607.75 |
1,558.50 |
|
R3 |
1,597.00 |
1,583.25 |
1,551.75 |
|
R2 |
1,572.50 |
1,572.50 |
1,549.50 |
|
R1 |
1,558.75 |
1,558.75 |
1,547.25 |
1,553.50 |
PP |
1,548.00 |
1,548.00 |
1,548.00 |
1,545.25 |
S1 |
1,534.25 |
1,534.25 |
1,542.75 |
1,529.00 |
S2 |
1,523.50 |
1,523.50 |
1,540.50 |
|
S3 |
1,499.00 |
1,509.75 |
1,538.25 |
|
S4 |
1,474.50 |
1,485.25 |
1,531.50 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.50 |
1,619.75 |
1,561.00 |
|
R3 |
1,607.50 |
1,590.75 |
1,553.00 |
|
R2 |
1,578.50 |
1,578.50 |
1,550.25 |
|
R1 |
1,561.75 |
1,561.75 |
1,547.75 |
1,555.50 |
PP |
1,549.50 |
1,549.50 |
1,549.50 |
1,546.50 |
S1 |
1,532.75 |
1,532.75 |
1,542.25 |
1,526.50 |
S2 |
1,520.50 |
1,520.50 |
1,539.75 |
|
S3 |
1,491.50 |
1,503.75 |
1,537.00 |
|
S4 |
1,462.50 |
1,474.75 |
1,529.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,566.25 |
1,537.25 |
29.00 |
1.9% |
15.25 |
1.0% |
27% |
False |
True |
1,386,991 |
10 |
1,566.25 |
1,515.25 |
51.00 |
3.3% |
16.75 |
1.1% |
58% |
False |
False |
1,361,073 |
20 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.50 |
1.1% |
71% |
False |
False |
1,414,818 |
40 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
17.50 |
1.1% |
71% |
False |
False |
1,139,087 |
60 |
1,566.25 |
1,492.00 |
74.25 |
4.8% |
15.50 |
1.0% |
71% |
False |
False |
759,983 |
80 |
1,566.25 |
1,431.75 |
134.50 |
8.7% |
14.50 |
0.9% |
84% |
False |
False |
570,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,666.00 |
2.618 |
1,626.00 |
1.618 |
1,601.50 |
1.000 |
1,586.25 |
0.618 |
1,577.00 |
HIGH |
1,561.75 |
0.618 |
1,552.50 |
0.500 |
1,549.50 |
0.382 |
1,546.50 |
LOW |
1,537.25 |
0.618 |
1,522.00 |
1.000 |
1,512.75 |
1.618 |
1,497.50 |
2.618 |
1,473.00 |
4.250 |
1,433.00 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,549.50 |
1,551.00 |
PP |
1,548.00 |
1,549.00 |
S1 |
1,546.50 |
1,547.00 |
|