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 |
14,026 |
14,038 |
12 |
0.1% |
13,973 |
High |
14,089 |
14,077 |
-12 |
-0.1% |
14,097 |
Low |
14,016 |
13,871 |
-145 |
-1.0% |
13,871 |
Close |
14,061 |
13,938 |
-123 |
-0.9% |
13,938 |
Range |
73 |
206 |
133 |
182.2% |
226 |
ATR |
133 |
138 |
5 |
3.9% |
0 |
Volume |
202,879 |
126,069 |
-76,810 |
-37.9% |
685,752 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,580 |
14,465 |
14,051 |
|
R3 |
14,374 |
14,259 |
13,995 |
|
R2 |
14,168 |
14,168 |
13,976 |
|
R1 |
14,053 |
14,053 |
13,957 |
14,008 |
PP |
13,962 |
13,962 |
13,962 |
13,939 |
S1 |
13,847 |
13,847 |
13,919 |
13,802 |
S2 |
13,756 |
13,756 |
13,900 |
|
S3 |
13,550 |
13,641 |
13,881 |
|
S4 |
13,344 |
13,435 |
13,825 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,647 |
14,518 |
14,062 |
|
R3 |
14,421 |
14,292 |
14,000 |
|
R2 |
14,195 |
14,195 |
13,980 |
|
R1 |
14,066 |
14,066 |
13,959 |
14,018 |
PP |
13,969 |
13,969 |
13,969 |
13,944 |
S1 |
13,840 |
13,840 |
13,917 |
13,792 |
S2 |
13,743 |
13,743 |
13,897 |
|
S3 |
13,517 |
13,614 |
13,876 |
|
S4 |
13,291 |
13,388 |
13,814 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,097 |
13,871 |
226 |
1.6% |
127 |
0.9% |
30% |
False |
True |
137,150 |
10 |
14,097 |
13,540 |
557 |
4.0% |
140 |
1.0% |
71% |
False |
False |
138,489 |
20 |
14,097 |
13,351 |
746 |
5.4% |
141 |
1.0% |
79% |
False |
False |
148,292 |
40 |
14,097 |
13,315 |
782 |
5.6% |
142 |
1.0% |
80% |
False |
False |
111,199 |
60 |
14,097 |
13,190 |
907 |
6.5% |
120 |
0.9% |
82% |
False |
False |
74,174 |
80 |
14,097 |
12,411 |
1,686 |
12.1% |
104 |
0.7% |
91% |
False |
False |
55,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,953 |
2.618 |
14,616 |
1.618 |
14,410 |
1.000 |
14,283 |
0.618 |
14,204 |
HIGH |
14,077 |
0.618 |
13,998 |
0.500 |
13,974 |
0.382 |
13,950 |
LOW |
13,871 |
0.618 |
13,744 |
1.000 |
13,665 |
1.618 |
13,538 |
2.618 |
13,332 |
4.250 |
12,996 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,974 |
13,980 |
PP |
13,962 |
13,966 |
S1 |
13,950 |
13,952 |
|