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 |
6,390.0 |
6,409.0 |
19.0 |
0.3% |
6,396.0 |
High |
6,390.0 |
6,427.0 |
37.0 |
0.6% |
6,428.0 |
Low |
6,347.0 |
6,402.0 |
55.0 |
0.9% |
6,315.0 |
Close |
6,379.0 |
6,415.0 |
36.0 |
0.6% |
6,424.0 |
Range |
43.0 |
25.0 |
-18.0 |
-41.9% |
113.0 |
ATR |
61.4 |
60.4 |
-1.0 |
-1.6% |
0.0 |
Volume |
17,890 |
14,779 |
-3,111 |
-17.4% |
79,408 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,489.7 |
6,477.3 |
6,428.8 |
|
R3 |
6,464.7 |
6,452.3 |
6,421.9 |
|
R2 |
6,439.7 |
6,439.7 |
6,419.6 |
|
R1 |
6,427.3 |
6,427.3 |
6,417.3 |
6,433.5 |
PP |
6,414.7 |
6,414.7 |
6,414.7 |
6,417.8 |
S1 |
6,402.3 |
6,402.3 |
6,412.7 |
6,408.5 |
S2 |
6,389.7 |
6,389.7 |
6,410.4 |
|
S3 |
6,364.7 |
6,377.3 |
6,408.1 |
|
S4 |
6,339.7 |
6,352.3 |
6,401.3 |
|
|
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% |
36.6 |
0.6% |
88% |
False |
False |
16,749 |
10 |
6,452.0 |
6,298.0 |
154.0 |
2.4% |
40.7 |
0.6% |
76% |
False |
False |
16,770 |
20 |
6,452.0 |
6,184.0 |
268.0 |
4.2% |
49.9 |
0.8% |
86% |
False |
False |
18,385 |
40 |
6,452.0 |
6,182.0 |
270.0 |
4.2% |
48.7 |
0.8% |
86% |
False |
False |
19,348 |
60 |
6,452.0 |
6,150.0 |
302.0 |
4.7% |
41.7 |
0.6% |
88% |
False |
False |
12,959 |
80 |
6,452.0 |
5,958.0 |
494.0 |
7.7% |
35.2 |
0.5% |
93% |
False |
False |
9,738 |
100 |
6,452.0 |
5,667.0 |
785.0 |
12.2% |
32.3 |
0.5% |
95% |
False |
False |
7,812 |
120 |
6,452.0 |
5,667.0 |
785.0 |
12.2% |
28.3 |
0.4% |
95% |
False |
False |
6,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,533.3 |
2.618 |
6,492.5 |
1.618 |
6,467.5 |
1.000 |
6,452.0 |
0.618 |
6,442.5 |
HIGH |
6,427.0 |
0.618 |
6,417.5 |
0.500 |
6,414.5 |
0.382 |
6,411.6 |
LOW |
6,402.0 |
0.618 |
6,386.6 |
1.000 |
6,377.0 |
1.618 |
6,361.6 |
2.618 |
6,336.6 |
4.250 |
6,295.8 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
6,414.8 |
6,405.8 |
PP |
6,414.7 |
6,396.7 |
S1 |
6,414.5 |
6,387.5 |
|