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 |
1,489.75 |
1,460.00 |
-29.75 |
-2.0% |
1,543.75 |
High |
1,496.50 |
1,484.75 |
-11.75 |
-0.8% |
1,556.25 |
Low |
1,457.25 |
1,455.00 |
-2.25 |
-0.2% |
1,457.25 |
Close |
1,458.00 |
1,480.75 |
22.75 |
1.6% |
1,458.00 |
Range |
39.25 |
29.75 |
-9.50 |
-24.2% |
99.00 |
ATR |
22.45 |
22.97 |
0.52 |
2.3% |
0.00 |
Volume |
3,650,201 |
3,043,045 |
-607,156 |
-16.6% |
11,477,798 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.75 |
1,551.50 |
1,497.00 |
|
R3 |
1,533.00 |
1,521.75 |
1,489.00 |
|
R2 |
1,503.25 |
1,503.25 |
1,486.25 |
|
R1 |
1,492.00 |
1,492.00 |
1,483.50 |
1,497.50 |
PP |
1,473.50 |
1,473.50 |
1,473.50 |
1,476.25 |
S1 |
1,462.25 |
1,462.25 |
1,478.00 |
1,468.00 |
S2 |
1,443.75 |
1,443.75 |
1,475.25 |
|
S3 |
1,414.00 |
1,432.50 |
1,472.50 |
|
S4 |
1,384.25 |
1,402.75 |
1,464.50 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.50 |
1,721.75 |
1,512.50 |
|
R3 |
1,688.50 |
1,622.75 |
1,485.25 |
|
R2 |
1,589.50 |
1,589.50 |
1,476.25 |
|
R1 |
1,523.75 |
1,523.75 |
1,467.00 |
1,507.00 |
PP |
1,490.50 |
1,490.50 |
1,490.50 |
1,482.25 |
S1 |
1,424.75 |
1,424.75 |
1,449.00 |
1,408.00 |
S2 |
1,391.50 |
1,391.50 |
1,439.75 |
|
S3 |
1,292.50 |
1,325.75 |
1,430.75 |
|
S4 |
1,193.50 |
1,226.75 |
1,403.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,551.75 |
1,455.00 |
96.75 |
6.5% |
37.00 |
2.5% |
27% |
False |
True |
2,465,684 |
10 |
1,565.50 |
1,455.00 |
110.50 |
7.5% |
26.50 |
1.8% |
23% |
False |
True |
2,032,020 |
20 |
1,566.25 |
1,455.00 |
111.25 |
7.5% |
20.75 |
1.4% |
23% |
False |
True |
1,611,246 |
40 |
1,566.25 |
1,455.00 |
111.25 |
7.5% |
20.50 |
1.4% |
23% |
False |
True |
1,500,521 |
60 |
1,566.25 |
1,455.00 |
111.25 |
7.5% |
17.75 |
1.2% |
23% |
False |
True |
1,001,928 |
80 |
1,566.25 |
1,455.00 |
111.25 |
7.5% |
16.00 |
1.1% |
23% |
False |
True |
751,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,611.25 |
2.618 |
1,562.75 |
1.618 |
1,533.00 |
1.000 |
1,514.50 |
0.618 |
1,503.25 |
HIGH |
1,484.75 |
0.618 |
1,473.50 |
0.500 |
1,470.00 |
0.382 |
1,466.25 |
LOW |
1,455.00 |
0.618 |
1,436.50 |
1.000 |
1,425.25 |
1.618 |
1,406.75 |
2.618 |
1,377.00 |
4.250 |
1,328.50 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,477.00 |
1,492.25 |
PP |
1,473.50 |
1,488.50 |
S1 |
1,470.00 |
1,484.50 |
|