Trading Metrics calculated at close of trading on 20-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
6,350.0 |
6,425.0 |
75.0 |
1.2% |
6,396.0 |
High |
6,385.0 |
6,428.0 |
43.0 |
0.7% |
6,428.0 |
Low |
6,348.0 |
6,393.0 |
45.0 |
0.7% |
6,315.0 |
Close |
6,384.0 |
6,424.0 |
40.0 |
0.6% |
6,424.0 |
Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
113.0 |
ATR |
61.4 |
60.2 |
-1.2 |
-2.0% |
0.0 |
Volume |
15,410 |
12,942 |
-2,468 |
-16.0% |
79,408 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,520.0 |
6,507.0 |
6,443.3 |
|
R3 |
6,485.0 |
6,472.0 |
6,433.6 |
|
R2 |
6,450.0 |
6,450.0 |
6,430.4 |
|
R1 |
6,437.0 |
6,437.0 |
6,427.2 |
6,426.0 |
PP |
6,415.0 |
6,415.0 |
6,415.0 |
6,409.5 |
S1 |
6,402.0 |
6,402.0 |
6,420.8 |
6,391.0 |
S2 |
6,380.0 |
6,380.0 |
6,417.6 |
|
S3 |
6,345.0 |
6,367.0 |
6,414.4 |
|
S4 |
6,310.0 |
6,332.0 |
6,404.8 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,728.0 |
6,689.0 |
6,486.2 |
|
R3 |
6,615.0 |
6,576.0 |
6,455.1 |
|
R2 |
6,502.0 |
6,502.0 |
6,444.7 |
|
R1 |
6,463.0 |
6,463.0 |
6,434.4 |
6,482.5 |
PP |
6,389.0 |
6,389.0 |
6,389.0 |
6,398.8 |
S1 |
6,350.0 |
6,350.0 |
6,413.6 |
6,369.5 |
S2 |
6,276.0 |
6,276.0 |
6,403.3 |
|
S3 |
6,163.0 |
6,237.0 |
6,392.9 |
|
S4 |
6,050.0 |
6,124.0 |
6,361.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,428.0 |
6,315.0 |
113.0 |
1.8% |
35.8 |
0.6% |
96% |
True |
False |
15,881 |
10 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
43.2 |
0.7% |
82% |
False |
False |
16,631 |
20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
51.2 |
0.8% |
90% |
False |
False |
18,712 |
40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
48.7 |
0.8% |
90% |
False |
False |
18,548 |
60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
41.0 |
0.6% |
91% |
False |
False |
12,415 |
80 |
6,452.0 |
5,958.0 |
494.0 |
7.7% |
35.7 |
0.6% |
94% |
False |
False |
9,330 |
100 |
6,452.0 |
5,667.0 |
785.0 |
12.2% |
31.7 |
0.5% |
96% |
False |
False |
7,491 |
120 |
6,452.0 |
5,667.0 |
785.0 |
12.2% |
27.8 |
0.4% |
96% |
False |
False |
6,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,576.8 |
2.618 |
6,519.6 |
1.618 |
6,484.6 |
1.000 |
6,463.0 |
0.618 |
6,449.6 |
HIGH |
6,428.0 |
0.618 |
6,414.6 |
0.500 |
6,410.5 |
0.382 |
6,406.4 |
LOW |
6,393.0 |
0.618 |
6,371.4 |
1.000 |
6,358.0 |
1.618 |
6,336.4 |
2.618 |
6,301.4 |
4.250 |
6,244.3 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
6,419.5 |
6,406.5 |
PP |
6,415.0 |
6,389.0 |
S1 |
6,410.5 |
6,371.5 |
|