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 |
1,549.25 |
1,522.50 |
-26.75 |
-1.7% |
1,560.25 |
High |
1,551.75 |
1,532.25 |
-19.50 |
-1.3% |
1,566.25 |
Low |
1,516.50 |
1,510.50 |
-6.00 |
-0.4% |
1,537.25 |
Close |
1,522.50 |
1,524.75 |
2.25 |
0.1% |
1,545.00 |
Range |
35.25 |
21.75 |
-13.50 |
-38.3% |
29.00 |
ATR |
18.02 |
18.29 |
0.27 |
1.5% |
0.00 |
Volume |
1,148,097 |
2,101,765 |
953,668 |
83.1% |
6,934,958 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.75 |
1,578.00 |
1,536.75 |
|
R3 |
1,566.00 |
1,556.25 |
1,530.75 |
|
R2 |
1,544.25 |
1,544.25 |
1,528.75 |
|
R1 |
1,534.50 |
1,534.50 |
1,526.75 |
1,539.50 |
PP |
1,522.50 |
1,522.50 |
1,522.50 |
1,525.00 |
S1 |
1,512.75 |
1,512.75 |
1,522.75 |
1,517.50 |
S2 |
1,500.75 |
1,500.75 |
1,520.75 |
|
S3 |
1,479.00 |
1,491.00 |
1,518.75 |
|
S4 |
1,457.25 |
1,469.25 |
1,512.75 |
|
|
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 |
1,565.00 |
1,510.50 |
54.50 |
3.6% |
22.25 |
1.5% |
26% |
False |
True |
1,778,499 |
10 |
1,566.25 |
1,510.50 |
55.75 |
3.7% |
18.75 |
1.2% |
26% |
False |
True |
1,563,688 |
20 |
1,566.25 |
1,492.00 |
74.25 |
4.9% |
17.75 |
1.2% |
44% |
False |
False |
1,411,681 |
40 |
1,566.25 |
1,492.00 |
74.25 |
4.9% |
18.25 |
1.2% |
44% |
False |
False |
1,274,851 |
60 |
1,566.25 |
1,492.00 |
74.25 |
4.9% |
16.00 |
1.1% |
44% |
False |
False |
850,656 |
80 |
1,566.25 |
1,447.25 |
119.00 |
7.8% |
14.75 |
1.0% |
65% |
False |
False |
638,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,624.75 |
2.618 |
1,589.25 |
1.618 |
1,567.50 |
1.000 |
1,554.00 |
0.618 |
1,545.75 |
HIGH |
1,532.25 |
0.618 |
1,524.00 |
0.500 |
1,521.50 |
0.382 |
1,518.75 |
LOW |
1,510.50 |
0.618 |
1,497.00 |
1.000 |
1,488.75 |
1.618 |
1,475.25 |
2.618 |
1,453.50 |
4.250 |
1,418.00 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,523.50 |
1,533.50 |
PP |
1,522.50 |
1,530.50 |
S1 |
1,521.50 |
1,527.50 |
|