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 |
1,460.00 |
1,480.50 |
20.50 |
1.4% |
1,543.75 |
High |
1,484.75 |
1,495.75 |
11.00 |
0.7% |
1,556.25 |
Low |
1,455.00 |
1,456.25 |
1.25 |
0.1% |
1,457.25 |
Close |
1,480.75 |
1,462.00 |
-18.75 |
-1.3% |
1,458.00 |
Range |
29.75 |
39.50 |
9.75 |
32.8% |
99.00 |
ATR |
22.97 |
24.15 |
1.18 |
5.1% |
0.00 |
Volume |
3,043,045 |
2,212,883 |
-830,162 |
-27.3% |
11,477,798 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.75 |
1,565.50 |
1,483.75 |
|
R3 |
1,550.25 |
1,526.00 |
1,472.75 |
|
R2 |
1,510.75 |
1,510.75 |
1,469.25 |
|
R1 |
1,486.50 |
1,486.50 |
1,465.50 |
1,479.00 |
PP |
1,471.25 |
1,471.25 |
1,471.25 |
1,467.50 |
S1 |
1,447.00 |
1,447.00 |
1,458.50 |
1,439.50 |
S2 |
1,431.75 |
1,431.75 |
1,454.75 |
|
S3 |
1,392.25 |
1,407.50 |
1,451.25 |
|
S4 |
1,352.75 |
1,368.00 |
1,440.25 |
|
|
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 |
1,532.25 |
1,455.00 |
77.25 |
5.3% |
37.75 |
2.6% |
9% |
False |
False |
2,678,641 |
10 |
1,565.00 |
1,455.00 |
110.00 |
7.5% |
29.25 |
2.0% |
6% |
False |
False |
2,145,152 |
20 |
1,566.25 |
1,455.00 |
111.25 |
7.6% |
21.75 |
1.5% |
6% |
False |
False |
1,633,273 |
40 |
1,566.25 |
1,455.00 |
111.25 |
7.6% |
21.25 |
1.4% |
6% |
False |
False |
1,555,436 |
60 |
1,566.25 |
1,455.00 |
111.25 |
7.6% |
18.25 |
1.2% |
6% |
False |
False |
1,038,798 |
80 |
1,566.25 |
1,455.00 |
111.25 |
7.6% |
16.25 |
1.1% |
6% |
False |
False |
779,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,663.50 |
2.618 |
1,599.25 |
1.618 |
1,559.75 |
1.000 |
1,535.25 |
0.618 |
1,520.25 |
HIGH |
1,495.75 |
0.618 |
1,480.75 |
0.500 |
1,476.00 |
0.382 |
1,471.25 |
LOW |
1,456.25 |
0.618 |
1,431.75 |
1.000 |
1,416.75 |
1.618 |
1,392.25 |
2.618 |
1,352.75 |
4.250 |
1,288.50 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,476.00 |
1,475.75 |
PP |
1,471.25 |
1,471.25 |
S1 |
1,466.75 |
1,466.50 |
|