Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,944 |
14,000 |
56 |
0.4% |
13,973 |
High |
14,045 |
14,028 |
-17 |
-0.1% |
14,097 |
Low |
13,930 |
13,768 |
-162 |
-1.2% |
13,871 |
Close |
14,011 |
13,813 |
-198 |
-1.4% |
13,938 |
Range |
115 |
260 |
145 |
126.1% |
226 |
ATR |
137 |
145 |
9 |
6.5% |
0 |
Volume |
196,251 |
116,844 |
-79,407 |
-40.5% |
685,752 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,650 |
14,491 |
13,956 |
|
R3 |
14,390 |
14,231 |
13,885 |
|
R2 |
14,130 |
14,130 |
13,861 |
|
R1 |
13,971 |
13,971 |
13,837 |
13,921 |
PP |
13,870 |
13,870 |
13,870 |
13,844 |
S1 |
13,711 |
13,711 |
13,789 |
13,661 |
S2 |
13,610 |
13,610 |
13,765 |
|
S3 |
13,350 |
13,451 |
13,742 |
|
S4 |
13,090 |
13,191 |
13,670 |
|
|
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 |
14,089 |
13,768 |
321 |
2.3% |
160 |
1.2% |
14% |
False |
True |
154,849 |
10 |
14,097 |
13,540 |
557 |
4.0% |
155 |
1.1% |
49% |
False |
False |
149,223 |
20 |
14,097 |
13,351 |
746 |
5.4% |
141 |
1.0% |
62% |
False |
False |
143,319 |
40 |
14,097 |
13,315 |
782 |
5.7% |
145 |
1.1% |
64% |
False |
False |
119,012 |
60 |
14,097 |
13,190 |
907 |
6.6% |
125 |
0.9% |
69% |
False |
False |
79,391 |
80 |
14,097 |
12,545 |
1,552 |
11.2% |
106 |
0.8% |
82% |
False |
False |
59,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,133 |
2.618 |
14,709 |
1.618 |
14,449 |
1.000 |
14,288 |
0.618 |
14,189 |
HIGH |
14,028 |
0.618 |
13,929 |
0.500 |
13,898 |
0.382 |
13,867 |
LOW |
13,768 |
0.618 |
13,607 |
1.000 |
13,508 |
1.618 |
13,347 |
2.618 |
13,087 |
4.250 |
12,663 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,898 |
13,923 |
PP |
13,870 |
13,886 |
S1 |
13,841 |
13,850 |
|