Trading Metrics calculated at close of trading on 26-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,718.25 |
13,783.12 |
64.87 |
0.5% |
13,907.09 |
High |
13,822.22 |
13,783.45 |
-38.77 |
-0.3% |
14,021.95 |
Low |
13,674.84 |
13,335.30 |
-339.54 |
-2.5% |
13,797.67 |
Close |
13,785.07 |
13,473.57 |
-311.50 |
-2.3% |
13,851.08 |
Range |
147.38 |
448.15 |
300.77 |
204.1% |
224.28 |
ATR |
139.32 |
161.50 |
22.17 |
15.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,875.22 |
14,622.55 |
13,720.05 |
|
R3 |
14,427.07 |
14,174.40 |
13,596.81 |
|
R2 |
13,978.92 |
13,978.92 |
13,555.73 |
|
R1 |
13,726.25 |
13,726.25 |
13,514.65 |
13,628.51 |
PP |
13,530.77 |
13,530.77 |
13,530.77 |
13,481.91 |
S1 |
13,278.10 |
13,278.10 |
13,432.49 |
13,180.36 |
S2 |
13,082.62 |
13,082.62 |
13,391.41 |
|
S3 |
12,634.47 |
12,829.95 |
13,350.33 |
|
S4 |
12,186.32 |
12,381.80 |
13,227.09 |
|
|
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 |
14,009.27 |
13,335.30 |
673.97 |
5.0% |
233.76 |
1.7% |
21% |
False |
True |
|
10 |
14,021.95 |
13,335.30 |
686.65 |
5.1% |
166.78 |
1.2% |
20% |
False |
True |
|
20 |
14,021.95 |
13,314.00 |
707.95 |
5.3% |
147.98 |
1.1% |
23% |
False |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.7% |
142.47 |
1.1% |
29% |
False |
False |
|
60 |
14,021.95 |
13,130.53 |
891.42 |
6.6% |
128.42 |
1.0% |
38% |
False |
False |
|
80 |
14,021.95 |
12,379.05 |
1,642.90 |
12.2% |
120.07 |
0.9% |
67% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.5% |
120.65 |
0.9% |
74% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.5% |
120.58 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,688.09 |
2.618 |
14,956.71 |
1.618 |
14,508.56 |
1.000 |
14,231.60 |
0.618 |
14,060.41 |
HIGH |
13,783.45 |
0.618 |
13,612.26 |
0.500 |
13,559.38 |
0.382 |
13,506.49 |
LOW |
13,335.30 |
0.618 |
13,058.34 |
1.000 |
12,887.15 |
1.618 |
12,610.19 |
2.618 |
12,162.04 |
4.250 |
11,430.66 |
|
|
Fisher Pivots for day following 26-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,559.38 |
13,638.15 |
PP |
13,530.77 |
13,583.29 |
S1 |
13,502.17 |
13,528.43 |
|