Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,287 |
13,413 |
126 |
0.9% |
13,944 |
High |
13,448 |
13,546 |
98 |
0.7% |
14,045 |
Low |
13,253 |
13,227 |
-26 |
-0.2% |
13,273 |
Close |
13,411 |
13,275 |
-136 |
-1.0% |
13,284 |
Range |
195 |
319 |
124 |
63.6% |
772 |
ATR |
182 |
192 |
10 |
5.4% |
0 |
Volume |
277,963 |
219,367 |
-58,596 |
-21.1% |
1,092,138 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,306 |
14,110 |
13,451 |
|
R3 |
13,987 |
13,791 |
13,363 |
|
R2 |
13,668 |
13,668 |
13,334 |
|
R1 |
13,472 |
13,472 |
13,304 |
13,411 |
PP |
13,349 |
13,349 |
13,349 |
13,319 |
S1 |
13,153 |
13,153 |
13,246 |
13,092 |
S2 |
13,030 |
13,030 |
13,217 |
|
S3 |
12,711 |
12,834 |
13,187 |
|
S4 |
12,392 |
12,515 |
13,100 |
|
|
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 |
13,886 |
13,227 |
659 |
5.0% |
296 |
2.2% |
7% |
False |
True |
255,274 |
10 |
14,089 |
13,227 |
862 |
6.5% |
228 |
1.7% |
6% |
False |
True |
205,062 |
20 |
14,097 |
13,227 |
870 |
6.6% |
175 |
1.3% |
6% |
False |
True |
161,453 |
40 |
14,097 |
13,227 |
870 |
6.6% |
170 |
1.3% |
6% |
False |
True |
150,749 |
60 |
14,097 |
13,227 |
870 |
6.6% |
144 |
1.1% |
6% |
False |
True |
100,657 |
80 |
14,097 |
12,650 |
1,447 |
10.9% |
124 |
0.9% |
43% |
False |
False |
75,502 |
100 |
14,097 |
12,320 |
1,777 |
13.4% |
106 |
0.8% |
54% |
False |
False |
60,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,902 |
2.618 |
14,381 |
1.618 |
14,062 |
1.000 |
13,865 |
0.618 |
13,743 |
HIGH |
13,546 |
0.618 |
13,424 |
0.500 |
13,387 |
0.382 |
13,349 |
LOW |
13,227 |
0.618 |
13,030 |
1.000 |
12,908 |
1.618 |
12,711 |
2.618 |
12,392 |
4.250 |
11,871 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,387 |
13,411 |
PP |
13,349 |
13,366 |
S1 |
13,312 |
13,320 |
|