Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
6,425.0 |
6,390.0 |
-35.0 |
-0.5% |
6,396.0 |
High |
6,428.0 |
6,390.0 |
-38.0 |
-0.6% |
6,428.0 |
Low |
6,393.0 |
6,347.0 |
-46.0 |
-0.7% |
6,315.0 |
Close |
6,424.0 |
6,379.0 |
-45.0 |
-0.7% |
6,424.0 |
Range |
35.0 |
43.0 |
8.0 |
22.9% |
113.0 |
ATR |
60.2 |
61.4 |
1.2 |
2.0% |
0.0 |
Volume |
12,942 |
17,890 |
4,948 |
38.2% |
79,408 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,501.0 |
6,483.0 |
6,402.7 |
|
R3 |
6,458.0 |
6,440.0 |
6,390.8 |
|
R2 |
6,415.0 |
6,415.0 |
6,386.9 |
|
R1 |
6,397.0 |
6,397.0 |
6,382.9 |
6,384.5 |
PP |
6,372.0 |
6,372.0 |
6,372.0 |
6,365.8 |
S1 |
6,354.0 |
6,354.0 |
6,375.1 |
6,341.5 |
S2 |
6,329.0 |
6,329.0 |
6,371.1 |
|
S3 |
6,286.0 |
6,311.0 |
6,367.2 |
|
S4 |
6,243.0 |
6,268.0 |
6,355.4 |
|
|
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% |
37.0 |
0.6% |
57% |
False |
False |
16,584 |
10 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
43.7 |
0.7% |
53% |
False |
False |
17,112 |
20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
51.1 |
0.8% |
73% |
False |
False |
18,632 |
40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
48.8 |
0.8% |
73% |
False |
False |
18,990 |
60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
41.4 |
0.6% |
76% |
False |
False |
12,713 |
80 |
6,452.0 |
5,958.0 |
494.0 |
7.7% |
35.6 |
0.6% |
85% |
False |
False |
9,554 |
100 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
32.1 |
0.5% |
91% |
False |
False |
7,669 |
120 |
6,452.0 |
5,667.0 |
785.0 |
12.3% |
28.1 |
0.4% |
91% |
False |
False |
6,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,572.8 |
2.618 |
6,502.6 |
1.618 |
6,459.6 |
1.000 |
6,433.0 |
0.618 |
6,416.6 |
HIGH |
6,390.0 |
0.618 |
6,373.6 |
0.500 |
6,368.5 |
0.382 |
6,363.4 |
LOW |
6,347.0 |
0.618 |
6,320.4 |
1.000 |
6,304.0 |
1.618 |
6,277.4 |
2.618 |
6,234.4 |
4.250 |
6,164.3 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
6,375.5 |
6,387.5 |
PP |
6,372.0 |
6,384.7 |
S1 |
6,368.5 |
6,381.8 |
|