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 |
14,000.73 |
13,851.73 |
-149.00 |
-1.1% |
13,907.09 |
High |
14,009.27 |
13,973.99 |
-35.28 |
-0.3% |
14,021.95 |
Low |
13,797.67 |
13,851.73 |
54.06 |
0.4% |
13,797.67 |
Close |
13,851.08 |
13,943.42 |
92.34 |
0.7% |
13,851.08 |
Range |
211.60 |
122.26 |
-89.34 |
-42.2% |
224.28 |
ATR |
131.37 |
130.77 |
-0.60 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,289.83 |
14,238.88 |
14,010.66 |
|
R3 |
14,167.57 |
14,116.62 |
13,977.04 |
|
R2 |
14,045.31 |
14,045.31 |
13,965.83 |
|
R1 |
13,994.36 |
13,994.36 |
13,954.63 |
14,019.84 |
PP |
13,923.05 |
13,923.05 |
13,923.05 |
13,935.78 |
S1 |
13,872.10 |
13,872.10 |
13,932.21 |
13,897.58 |
S2 |
13,800.79 |
13,800.79 |
13,921.01 |
|
S3 |
13,678.53 |
13,749.84 |
13,909.80 |
|
S4 |
13,556.27 |
13,627.58 |
13,876.18 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,563.07 |
14,431.36 |
13,974.43 |
|
R3 |
14,338.79 |
14,207.08 |
13,912.76 |
|
R2 |
14,114.51 |
14,114.51 |
13,892.20 |
|
R1 |
13,982.80 |
13,982.80 |
13,871.64 |
13,936.52 |
PP |
13,890.23 |
13,890.23 |
13,890.23 |
13,867.09 |
S1 |
13,758.52 |
13,758.52 |
13,830.52 |
13,712.24 |
S2 |
13,665.95 |
13,665.95 |
13,809.96 |
|
S3 |
13,441.67 |
13,534.24 |
13,789.40 |
|
S4 |
13,217.39 |
13,309.96 |
13,727.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,021.95 |
13,797.67 |
224.28 |
1.6% |
130.47 |
0.9% |
65% |
False |
False |
|
10 |
14,021.95 |
13,474.79 |
547.16 |
3.9% |
139.29 |
1.0% |
86% |
False |
False |
|
20 |
14,021.95 |
13,259.86 |
762.09 |
5.5% |
131.53 |
0.9% |
90% |
False |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.5% |
130.46 |
0.9% |
90% |
False |
False |
|
60 |
14,021.95 |
13,041.30 |
980.65 |
7.0% |
119.04 |
0.9% |
92% |
False |
False |
|
80 |
14,021.95 |
12,242.60 |
1,779.35 |
12.8% |
114.12 |
0.8% |
96% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
14.9% |
117.49 |
0.8% |
96% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
14.9% |
115.82 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,493.60 |
2.618 |
14,294.07 |
1.618 |
14,171.81 |
1.000 |
14,096.25 |
0.618 |
14,049.55 |
HIGH |
13,973.99 |
0.618 |
13,927.29 |
0.500 |
13,912.86 |
0.382 |
13,898.43 |
LOW |
13,851.73 |
0.618 |
13,776.17 |
1.000 |
13,729.47 |
1.618 |
13,653.91 |
2.618 |
13,531.65 |
4.250 |
13,332.13 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,933.23 |
13,931.20 |
PP |
13,923.05 |
13,918.98 |
S1 |
13,912.86 |
13,906.76 |
|