Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,550 |
13,287 |
-263 |
-1.9% |
13,944 |
High |
13,595 |
13,448 |
-147 |
-1.1% |
14,045 |
Low |
13,273 |
13,253 |
-20 |
-0.2% |
13,273 |
Close |
13,284 |
13,411 |
127 |
1.0% |
13,284 |
Range |
322 |
195 |
-127 |
-39.4% |
772 |
ATR |
181 |
182 |
1 |
0.5% |
0 |
Volume |
345,288 |
277,963 |
-67,325 |
-19.5% |
1,092,138 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,956 |
13,878 |
13,518 |
|
R3 |
13,761 |
13,683 |
13,465 |
|
R2 |
13,566 |
13,566 |
13,447 |
|
R1 |
13,488 |
13,488 |
13,429 |
13,527 |
PP |
13,371 |
13,371 |
13,371 |
13,390 |
S1 |
13,293 |
13,293 |
13,393 |
13,332 |
S2 |
13,176 |
13,176 |
13,375 |
|
S3 |
12,981 |
13,098 |
13,358 |
|
S4 |
12,786 |
12,903 |
13,304 |
|
|
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 |
14,028 |
13,253 |
775 |
5.8% |
284 |
2.1% |
20% |
False |
True |
234,770 |
10 |
14,097 |
13,253 |
844 |
6.3% |
206 |
1.5% |
19% |
False |
True |
195,120 |
20 |
14,097 |
13,253 |
844 |
6.3% |
166 |
1.2% |
19% |
False |
True |
159,506 |
40 |
14,097 |
13,253 |
844 |
6.3% |
164 |
1.2% |
19% |
False |
True |
145,278 |
60 |
14,097 |
13,253 |
844 |
6.3% |
140 |
1.0% |
19% |
False |
True |
97,003 |
80 |
14,097 |
12,650 |
1,447 |
10.8% |
120 |
0.9% |
53% |
False |
False |
72,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,277 |
2.618 |
13,959 |
1.618 |
13,764 |
1.000 |
13,643 |
0.618 |
13,569 |
HIGH |
13,448 |
0.618 |
13,374 |
0.500 |
13,351 |
0.382 |
13,328 |
LOW |
13,253 |
0.618 |
13,133 |
1.000 |
13,058 |
1.618 |
12,938 |
2.618 |
12,743 |
4.250 |
12,424 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,391 |
13,563 |
PP |
13,371 |
13,512 |
S1 |
13,351 |
13,462 |
|