Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
14,038 |
13,944 |
-94 |
-0.7% |
13,973 |
High |
14,077 |
14,045 |
-32 |
-0.2% |
14,097 |
Low |
13,871 |
13,930 |
59 |
0.4% |
13,871 |
Close |
13,938 |
14,011 |
73 |
0.5% |
13,938 |
Range |
206 |
115 |
-91 |
-44.2% |
226 |
ATR |
138 |
137 |
-2 |
-1.2% |
0 |
Volume |
126,069 |
196,251 |
70,182 |
55.7% |
685,752 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,340 |
14,291 |
14,074 |
|
R3 |
14,225 |
14,176 |
14,043 |
|
R2 |
14,110 |
14,110 |
14,032 |
|
R1 |
14,061 |
14,061 |
14,022 |
14,086 |
PP |
13,995 |
13,995 |
13,995 |
14,008 |
S1 |
13,946 |
13,946 |
14,001 |
13,971 |
S2 |
13,880 |
13,880 |
13,990 |
|
S3 |
13,765 |
13,831 |
13,980 |
|
S4 |
13,650 |
13,716 |
13,948 |
|
|
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% |
62% |
False |
False |
155,470 |
10 |
14,097 |
13,540 |
557 |
4.0% |
146 |
1.0% |
85% |
False |
False |
147,880 |
20 |
14,097 |
13,351 |
746 |
5.3% |
137 |
1.0% |
88% |
False |
False |
147,314 |
40 |
14,097 |
13,315 |
782 |
5.6% |
140 |
1.0% |
89% |
False |
False |
116,099 |
60 |
14,097 |
13,190 |
907 |
6.5% |
121 |
0.9% |
91% |
False |
False |
77,444 |
80 |
14,097 |
12,517 |
1,580 |
11.3% |
103 |
0.7% |
95% |
False |
False |
58,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,534 |
2.618 |
14,346 |
1.618 |
14,231 |
1.000 |
14,160 |
0.618 |
14,116 |
HIGH |
14,045 |
0.618 |
14,001 |
0.500 |
13,988 |
0.382 |
13,974 |
LOW |
13,930 |
0.618 |
13,859 |
1.000 |
13,815 |
1.618 |
13,744 |
2.618 |
13,629 |
4.250 |
13,441 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
14,003 |
14,001 |
PP |
13,995 |
13,990 |
S1 |
13,988 |
13,980 |
|