Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
14,000 |
13,814 |
-186 |
-1.3% |
13,973 |
High |
14,028 |
13,886 |
-142 |
-1.0% |
14,097 |
Low |
13,768 |
13,731 |
-37 |
-0.3% |
13,871 |
Close |
13,813 |
13,841 |
28 |
0.2% |
13,938 |
Range |
260 |
155 |
-105 |
-40.4% |
226 |
ATR |
145 |
146 |
1 |
0.5% |
0 |
Volume |
116,844 |
201,447 |
84,603 |
72.4% |
685,752 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,284 |
14,218 |
13,926 |
|
R3 |
14,129 |
14,063 |
13,884 |
|
R2 |
13,974 |
13,974 |
13,870 |
|
R1 |
13,908 |
13,908 |
13,855 |
13,941 |
PP |
13,819 |
13,819 |
13,819 |
13,836 |
S1 |
13,753 |
13,753 |
13,827 |
13,786 |
S2 |
13,664 |
13,664 |
13,813 |
|
S3 |
13,509 |
13,598 |
13,799 |
|
S4 |
13,354 |
13,443 |
13,756 |
|
|
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 |
13,731 |
358 |
2.6% |
162 |
1.2% |
31% |
False |
True |
168,698 |
10 |
14,097 |
13,672 |
425 |
3.1% |
155 |
1.1% |
40% |
False |
False |
152,429 |
20 |
14,097 |
13,351 |
746 |
5.4% |
140 |
1.0% |
66% |
False |
False |
143,643 |
40 |
14,097 |
13,315 |
782 |
5.6% |
147 |
1.1% |
67% |
False |
False |
123,938 |
60 |
14,097 |
13,190 |
907 |
6.6% |
127 |
0.9% |
72% |
False |
False |
82,745 |
80 |
14,097 |
12,650 |
1,447 |
10.5% |
108 |
0.8% |
82% |
False |
False |
62,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,545 |
2.618 |
14,292 |
1.618 |
14,137 |
1.000 |
14,041 |
0.618 |
13,982 |
HIGH |
13,886 |
0.618 |
13,827 |
0.500 |
13,809 |
0.382 |
13,790 |
LOW |
13,731 |
0.618 |
13,635 |
1.000 |
13,576 |
1.618 |
13,480 |
2.618 |
13,325 |
4.250 |
13,072 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,830 |
13,888 |
PP |
13,819 |
13,872 |
S1 |
13,809 |
13,857 |
|