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 |
13,851.73 |
13,940.90 |
89.17 |
0.6% |
13,907.09 |
High |
13,973.99 |
13,940.99 |
-33.00 |
-0.2% |
14,021.95 |
Low |
13,851.73 |
13,701.59 |
-150.14 |
-1.1% |
13,797.67 |
Close |
13,943.42 |
13,716.95 |
-226.47 |
-1.6% |
13,851.08 |
Range |
122.26 |
239.40 |
117.14 |
95.8% |
224.28 |
ATR |
130.77 |
138.70 |
7.93 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,504.71 |
14,350.23 |
13,848.62 |
|
R3 |
14,265.31 |
14,110.83 |
13,782.79 |
|
R2 |
14,025.91 |
14,025.91 |
13,760.84 |
|
R1 |
13,871.43 |
13,871.43 |
13,738.90 |
13,828.97 |
PP |
13,786.51 |
13,786.51 |
13,786.51 |
13,765.28 |
S1 |
13,632.03 |
13,632.03 |
13,695.01 |
13,589.57 |
S2 |
13,547.11 |
13,547.11 |
13,673.06 |
|
S3 |
13,307.71 |
13,392.63 |
13,651.12 |
|
S4 |
13,068.31 |
13,153.23 |
13,585.28 |
|
|
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 |
14,015.85 |
13,701.59 |
314.26 |
2.3% |
162.53 |
1.2% |
5% |
False |
True |
|
10 |
14,021.95 |
13,474.79 |
547.16 |
4.0% |
147.92 |
1.1% |
44% |
False |
False |
|
20 |
14,021.95 |
13,259.86 |
762.09 |
5.6% |
134.05 |
1.0% |
60% |
False |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.6% |
134.55 |
1.0% |
60% |
False |
False |
|
60 |
14,021.95 |
13,041.30 |
980.65 |
7.1% |
121.78 |
0.9% |
69% |
False |
False |
|
80 |
14,021.95 |
12,242.60 |
1,779.35 |
13.0% |
115.68 |
0.8% |
83% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.2% |
117.59 |
0.9% |
85% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.2% |
116.55 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,958.44 |
2.618 |
14,567.74 |
1.618 |
14,328.34 |
1.000 |
14,180.39 |
0.618 |
14,088.94 |
HIGH |
13,940.99 |
0.618 |
13,849.54 |
0.500 |
13,821.29 |
0.382 |
13,793.04 |
LOW |
13,701.59 |
0.618 |
13,553.64 |
1.000 |
13,462.19 |
1.618 |
13,314.24 |
2.618 |
13,074.84 |
4.250 |
12,684.14 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,821.29 |
13,855.43 |
PP |
13,786.51 |
13,809.27 |
S1 |
13,751.73 |
13,763.11 |
|