Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,783.12 |
13,472.68 |
-310.44 |
-2.3% |
13,851.73 |
High |
13,783.45 |
13,520.80 |
-262.65 |
-1.9% |
13,973.99 |
Low |
13,335.30 |
13,265.47 |
-69.83 |
-0.5% |
13,265.47 |
Close |
13,473.57 |
13,265.47 |
-208.10 |
-1.5% |
13,265.47 |
Range |
448.15 |
255.33 |
-192.82 |
-43.0% |
708.52 |
ATR |
161.50 |
168.20 |
6.70 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,116.57 |
13,946.35 |
13,405.90 |
|
R3 |
13,861.24 |
13,691.02 |
13,335.69 |
|
R2 |
13,605.91 |
13,605.91 |
13,312.28 |
|
R1 |
13,435.69 |
13,435.69 |
13,288.88 |
13,393.14 |
PP |
13,350.58 |
13,350.58 |
13,350.58 |
13,329.30 |
S1 |
13,180.36 |
13,180.36 |
13,242.06 |
13,137.81 |
S2 |
13,095.25 |
13,095.25 |
13,218.66 |
|
S3 |
12,839.92 |
12,925.03 |
13,195.25 |
|
S4 |
12,584.59 |
12,669.70 |
13,125.04 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,627.20 |
15,154.86 |
13,655.16 |
|
R3 |
14,918.68 |
14,446.34 |
13,460.31 |
|
R2 |
14,210.16 |
14,210.16 |
13,395.37 |
|
R1 |
13,737.82 |
13,737.82 |
13,330.42 |
13,619.73 |
PP |
13,501.64 |
13,501.64 |
13,501.64 |
13,442.60 |
S1 |
13,029.30 |
13,029.30 |
13,200.52 |
12,911.21 |
S2 |
12,793.12 |
12,793.12 |
13,135.57 |
|
S3 |
12,084.60 |
12,320.78 |
13,070.63 |
|
S4 |
11,376.08 |
11,612.26 |
12,875.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,973.99 |
13,265.47 |
708.52 |
5.3% |
242.50 |
1.8% |
0% |
False |
True |
|
10 |
14,021.95 |
13,265.47 |
756.48 |
5.7% |
183.68 |
1.4% |
0% |
False |
True |
|
20 |
14,021.95 |
13,265.47 |
756.48 |
5.7% |
155.30 |
1.2% |
0% |
False |
True |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.8% |
147.39 |
1.1% |
2% |
False |
False |
|
60 |
14,021.95 |
13,196.03 |
825.92 |
6.2% |
130.58 |
1.0% |
8% |
False |
False |
|
80 |
14,021.95 |
12,428.22 |
1,593.73 |
12.0% |
121.32 |
0.9% |
53% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
121.46 |
0.9% |
64% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.7% |
122.28 |
0.9% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,605.95 |
2.618 |
14,189.25 |
1.618 |
13,933.92 |
1.000 |
13,776.13 |
0.618 |
13,678.59 |
HIGH |
13,520.80 |
0.618 |
13,423.26 |
0.500 |
13,393.14 |
0.382 |
13,363.01 |
LOW |
13,265.47 |
0.618 |
13,107.68 |
1.000 |
13,010.14 |
1.618 |
12,852.35 |
2.618 |
12,597.02 |
4.250 |
12,180.32 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,393.14 |
13,543.85 |
PP |
13,350.58 |
13,451.05 |
S1 |
13,308.03 |
13,358.26 |
|