Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,940.90 |
13,718.25 |
-222.65 |
-1.6% |
13,907.09 |
High |
13,940.99 |
13,822.22 |
-118.77 |
-0.9% |
14,021.95 |
Low |
13,701.59 |
13,674.84 |
-26.75 |
-0.2% |
13,797.67 |
Close |
13,716.95 |
13,785.07 |
68.12 |
0.5% |
13,851.08 |
Range |
239.40 |
147.38 |
-92.02 |
-38.4% |
224.28 |
ATR |
138.70 |
139.32 |
0.62 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,202.85 |
14,141.34 |
13,866.13 |
|
R3 |
14,055.47 |
13,993.96 |
13,825.60 |
|
R2 |
13,908.09 |
13,908.09 |
13,812.09 |
|
R1 |
13,846.58 |
13,846.58 |
13,798.58 |
13,877.34 |
PP |
13,760.71 |
13,760.71 |
13,760.71 |
13,776.09 |
S1 |
13,699.20 |
13,699.20 |
13,771.56 |
13,729.96 |
S2 |
13,613.33 |
13,613.33 |
13,758.05 |
|
S3 |
13,465.95 |
13,551.82 |
13,744.54 |
|
S4 |
13,318.57 |
13,404.44 |
13,704.01 |
|
|
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 |
13,674.84 |
341.01 |
2.5% |
163.54 |
1.2% |
32% |
False |
True |
|
10 |
14,021.95 |
13,579.17 |
442.78 |
3.2% |
151.05 |
1.1% |
47% |
False |
False |
|
20 |
14,021.95 |
13,259.86 |
762.09 |
5.5% |
134.23 |
1.0% |
69% |
False |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.6% |
135.75 |
1.0% |
69% |
False |
False |
|
60 |
14,021.95 |
13,041.30 |
980.65 |
7.1% |
122.56 |
0.9% |
76% |
False |
False |
|
80 |
14,021.95 |
12,324.28 |
1,697.67 |
12.3% |
115.35 |
0.8% |
86% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.1% |
117.66 |
0.9% |
89% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.1% |
117.23 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,448.59 |
2.618 |
14,208.06 |
1.618 |
14,060.68 |
1.000 |
13,969.60 |
0.618 |
13,913.30 |
HIGH |
13,822.22 |
0.618 |
13,765.92 |
0.500 |
13,748.53 |
0.382 |
13,731.14 |
LOW |
13,674.84 |
0.618 |
13,583.76 |
1.000 |
13,527.46 |
1.618 |
13,436.38 |
2.618 |
13,289.00 |
4.250 |
13,048.48 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,772.89 |
13,824.42 |
PP |
13,760.71 |
13,811.30 |
S1 |
13,748.53 |
13,798.19 |
|