Trading Metrics calculated at close of trading on 26-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,522.50 |
1,523.50 |
1.00 |
0.1% |
1,560.25 |
High |
1,532.25 |
1,529.50 |
-2.75 |
-0.2% |
1,566.25 |
Low |
1,510.50 |
1,471.00 |
-39.50 |
-2.6% |
1,537.25 |
Close |
1,524.75 |
1,488.00 |
-36.75 |
-2.4% |
1,545.00 |
Range |
21.75 |
58.50 |
36.75 |
169.0% |
29.00 |
ATR |
18.29 |
21.16 |
2.87 |
15.7% |
0.00 |
Volume |
2,101,765 |
2,385,315 |
283,550 |
13.5% |
6,934,958 |
|
Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.75 |
1,638.25 |
1,520.25 |
|
R3 |
1,613.25 |
1,579.75 |
1,504.00 |
|
R2 |
1,554.75 |
1,554.75 |
1,498.75 |
|
R1 |
1,521.25 |
1,521.25 |
1,493.25 |
1,508.75 |
PP |
1,496.25 |
1,496.25 |
1,496.25 |
1,490.00 |
S1 |
1,462.75 |
1,462.75 |
1,482.75 |
1,450.25 |
S2 |
1,437.75 |
1,437.75 |
1,477.25 |
|
S3 |
1,379.25 |
1,404.25 |
1,472.00 |
|
S4 |
1,320.75 |
1,345.75 |
1,455.75 |
|
|
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 |
1,561.75 |
1,471.00 |
90.75 |
6.1% |
30.50 |
2.1% |
19% |
False |
True |
1,833,018 |
10 |
1,566.25 |
1,471.00 |
95.25 |
6.4% |
21.75 |
1.5% |
18% |
False |
True |
1,641,551 |
20 |
1,566.25 |
1,471.00 |
95.25 |
6.4% |
19.25 |
1.3% |
18% |
False |
True |
1,434,846 |
40 |
1,566.25 |
1,471.00 |
95.25 |
6.4% |
19.00 |
1.3% |
18% |
False |
True |
1,334,081 |
60 |
1,566.25 |
1,471.00 |
95.25 |
6.4% |
16.75 |
1.1% |
18% |
False |
True |
890,394 |
80 |
1,566.25 |
1,456.00 |
110.25 |
7.4% |
15.25 |
1.0% |
29% |
False |
False |
668,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.00 |
2.618 |
1,682.75 |
1.618 |
1,624.25 |
1.000 |
1,588.00 |
0.618 |
1,565.75 |
HIGH |
1,529.50 |
0.618 |
1,507.25 |
0.500 |
1,500.25 |
0.382 |
1,493.25 |
LOW |
1,471.00 |
0.618 |
1,434.75 |
1.000 |
1,412.50 |
1.618 |
1,376.25 |
2.618 |
1,317.75 |
4.250 |
1,222.50 |
|
|
Fisher Pivots for day following 26-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,500.25 |
1,511.50 |
PP |
1,496.25 |
1,503.50 |
S1 |
1,492.00 |
1,495.75 |
|