Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,852 |
13,550 |
-302 |
-2.2% |
13,944 |
High |
13,873 |
13,595 |
-278 |
-2.0% |
14,045 |
Low |
13,384 |
13,273 |
-111 |
-0.8% |
13,273 |
Close |
13,534 |
13,284 |
-250 |
-1.8% |
13,284 |
Range |
489 |
322 |
-167 |
-34.2% |
772 |
ATR |
171 |
181 |
11 |
6.3% |
0 |
Volume |
232,308 |
345,288 |
112,980 |
48.6% |
1,092,138 |
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,350 |
14,139 |
13,461 |
|
R3 |
14,028 |
13,817 |
13,373 |
|
R2 |
13,706 |
13,706 |
13,343 |
|
R1 |
13,495 |
13,495 |
13,314 |
13,440 |
PP |
13,384 |
13,384 |
13,384 |
13,356 |
S1 |
13,173 |
13,173 |
13,255 |
13,118 |
S2 |
13,062 |
13,062 |
13,225 |
|
S3 |
12,740 |
12,851 |
13,196 |
|
S4 |
12,418 |
12,529 |
13,107 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,850 |
15,339 |
13,709 |
|
R3 |
15,078 |
14,567 |
13,496 |
|
R2 |
14,306 |
14,306 |
13,426 |
|
R1 |
13,795 |
13,795 |
13,355 |
13,665 |
PP |
13,534 |
13,534 |
13,534 |
13,469 |
S1 |
13,023 |
13,023 |
13,213 |
12,893 |
S2 |
12,762 |
12,762 |
13,143 |
|
S3 |
11,990 |
12,251 |
13,072 |
|
S4 |
11,218 |
11,479 |
12,860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,045 |
13,273 |
772 |
5.8% |
268 |
2.0% |
1% |
False |
True |
218,427 |
10 |
14,097 |
13,273 |
824 |
6.2% |
198 |
1.5% |
1% |
False |
True |
177,789 |
20 |
14,097 |
13,273 |
824 |
6.2% |
167 |
1.3% |
1% |
False |
True |
152,634 |
40 |
14,097 |
13,273 |
824 |
6.2% |
161 |
1.2% |
1% |
False |
True |
138,341 |
60 |
14,097 |
13,273 |
824 |
6.2% |
137 |
1.0% |
1% |
False |
True |
92,371 |
80 |
14,097 |
12,650 |
1,447 |
10.9% |
118 |
0.9% |
44% |
False |
False |
69,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,964 |
2.618 |
14,438 |
1.618 |
14,116 |
1.000 |
13,917 |
0.618 |
13,794 |
HIGH |
13,595 |
0.618 |
13,472 |
0.500 |
13,434 |
0.382 |
13,396 |
LOW |
13,273 |
0.618 |
13,074 |
1.000 |
12,951 |
1.618 |
12,752 |
2.618 |
12,430 |
4.250 |
11,905 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,434 |
13,580 |
PP |
13,384 |
13,481 |
S1 |
13,334 |
13,383 |
|