Trading Metrics calculated at close of trading on 26-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,814 |
13,852 |
38 |
0.3% |
13,973 |
High |
13,886 |
13,873 |
-13 |
-0.1% |
14,097 |
Low |
13,731 |
13,384 |
-347 |
-2.5% |
13,871 |
Close |
13,841 |
13,534 |
-307 |
-2.2% |
13,938 |
Range |
155 |
489 |
334 |
215.5% |
226 |
ATR |
146 |
171 |
24 |
16.8% |
0 |
Volume |
201,447 |
232,308 |
30,861 |
15.3% |
685,752 |
|
Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,064 |
14,788 |
13,803 |
|
R3 |
14,575 |
14,299 |
13,669 |
|
R2 |
14,086 |
14,086 |
13,624 |
|
R1 |
13,810 |
13,810 |
13,579 |
13,704 |
PP |
13,597 |
13,597 |
13,597 |
13,544 |
S1 |
13,321 |
13,321 |
13,489 |
13,215 |
S2 |
13,108 |
13,108 |
13,444 |
|
S3 |
12,619 |
12,832 |
13,400 |
|
S4 |
12,130 |
12,343 |
13,265 |
|
|
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 |
14,077 |
13,384 |
693 |
5.1% |
245 |
1.8% |
22% |
False |
True |
174,583 |
10 |
14,097 |
13,384 |
713 |
5.3% |
176 |
1.3% |
21% |
False |
True |
159,023 |
20 |
14,097 |
13,384 |
713 |
5.3% |
156 |
1.1% |
21% |
False |
True |
144,341 |
40 |
14,097 |
13,315 |
782 |
5.8% |
154 |
1.1% |
28% |
False |
False |
129,732 |
60 |
14,097 |
13,300 |
797 |
5.9% |
133 |
1.0% |
29% |
False |
False |
86,617 |
80 |
14,097 |
12,650 |
1,447 |
10.7% |
114 |
0.8% |
61% |
False |
False |
64,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,951 |
2.618 |
15,153 |
1.618 |
14,664 |
1.000 |
14,362 |
0.618 |
14,175 |
HIGH |
13,873 |
0.618 |
13,686 |
0.500 |
13,629 |
0.382 |
13,571 |
LOW |
13,384 |
0.618 |
13,082 |
1.000 |
12,895 |
1.618 |
12,593 |
2.618 |
12,104 |
4.250 |
11,306 |
|
|
Fisher Pivots for day following 26-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,629 |
13,706 |
PP |
13,597 |
13,649 |
S1 |
13,566 |
13,591 |
|