Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,543.6 |
1,549.2 |
5.6 |
0.4% |
1,560.1 |
High |
1,556.2 |
1,551.7 |
-4.5 |
-0.3% |
1,566.3 |
Low |
1,543.4 |
1,516.7 |
-26.7 |
-1.7% |
1,537.5 |
Close |
1,549.0 |
1,522.5 |
-26.5 |
-1.7% |
1,545.1 |
Range |
12.8 |
35.0 |
22.2 |
173.4% |
28.8 |
ATR |
16.4 |
17.7 |
1.3 |
8.1% |
0.0 |
Volume |
46,682 |
26,879 |
-19,803 |
-42.4% |
142,476 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.3 |
1,613.9 |
1,541.8 |
|
R3 |
1,600.3 |
1,578.9 |
1,532.1 |
|
R2 |
1,565.3 |
1,565.3 |
1,528.9 |
|
R1 |
1,543.9 |
1,543.9 |
1,525.7 |
1,537.1 |
PP |
1,530.3 |
1,530.3 |
1,530.3 |
1,526.9 |
S1 |
1,508.9 |
1,508.9 |
1,519.3 |
1,502.1 |
S2 |
1,495.3 |
1,495.3 |
1,516.1 |
|
S3 |
1,460.3 |
1,473.9 |
1,512.9 |
|
S4 |
1,425.3 |
1,438.9 |
1,503.3 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.0 |
1,619.4 |
1,560.9 |
|
R3 |
1,607.2 |
1,590.6 |
1,553.0 |
|
R2 |
1,578.4 |
1,578.4 |
1,550.4 |
|
R1 |
1,561.8 |
1,561.8 |
1,547.7 |
1,555.7 |
PP |
1,549.6 |
1,549.6 |
1,549.6 |
1,546.6 |
S1 |
1,533.0 |
1,533.0 |
1,542.5 |
1,526.9 |
S2 |
1,520.8 |
1,520.8 |
1,539.8 |
|
S3 |
1,492.0 |
1,504.2 |
1,537.2 |
|
S4 |
1,463.2 |
1,475.4 |
1,529.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,564.9 |
1,516.7 |
48.2 |
3.2% |
20.7 |
1.4% |
12% |
False |
True |
33,198 |
10 |
1,566.3 |
1,515.3 |
51.0 |
3.3% |
18.1 |
1.2% |
14% |
False |
False |
32,781 |
20 |
1,566.3 |
1,492.2 |
74.1 |
4.9% |
17.5 |
1.1% |
41% |
False |
False |
32,618 |
40 |
1,566.3 |
1,492.2 |
74.1 |
4.9% |
17.1 |
1.1% |
41% |
False |
False |
45,792 |
60 |
1,566.3 |
1,492.2 |
74.1 |
4.9% |
14.4 |
0.9% |
41% |
False |
False |
31,448 |
80 |
1,566.3 |
1,446.6 |
119.7 |
7.9% |
12.3 |
0.8% |
63% |
False |
False |
23,685 |
100 |
1,566.3 |
1,388.4 |
177.9 |
11.7% |
11.4 |
0.7% |
75% |
False |
False |
18,982 |
120 |
1,566.3 |
1,388.4 |
177.9 |
11.7% |
10.0 |
0.7% |
75% |
False |
False |
15,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,700.5 |
2.618 |
1,643.3 |
1.618 |
1,608.3 |
1.000 |
1,586.7 |
0.618 |
1,573.3 |
HIGH |
1,551.7 |
0.618 |
1,538.3 |
0.500 |
1,534.2 |
0.382 |
1,530.1 |
LOW |
1,516.7 |
0.618 |
1,495.1 |
1.000 |
1,481.7 |
1.618 |
1,460.1 |
2.618 |
1,425.1 |
4.250 |
1,368.0 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,534.2 |
1,539.3 |
PP |
1,530.3 |
1,533.7 |
S1 |
1,526.4 |
1,528.1 |
|