Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,266.21 |
13,360.66 |
94.45 |
0.7% |
13,851.73 |
High |
13,397.73 |
13,498.53 |
100.80 |
0.8% |
13,973.99 |
Low |
13,219.14 |
13,199.79 |
-19.35 |
-0.1% |
13,265.47 |
Close |
13,358.31 |
13,211.99 |
-146.32 |
-1.1% |
13,265.47 |
Range |
178.59 |
298.74 |
120.15 |
67.3% |
708.52 |
ATR |
168.94 |
178.21 |
9.27 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,199.66 |
14,004.56 |
13,376.30 |
|
R3 |
13,900.92 |
13,705.82 |
13,294.14 |
|
R2 |
13,602.18 |
13,602.18 |
13,266.76 |
|
R1 |
13,407.08 |
13,407.08 |
13,239.37 |
13,355.26 |
PP |
13,303.44 |
13,303.44 |
13,303.44 |
13,277.53 |
S1 |
13,108.34 |
13,108.34 |
13,184.61 |
13,056.52 |
S2 |
13,004.70 |
13,004.70 |
13,157.22 |
|
S3 |
12,705.96 |
12,809.60 |
13,129.84 |
|
S4 |
12,407.22 |
12,510.86 |
13,047.68 |
|
|
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 |
13,822.22 |
13,199.79 |
622.43 |
4.7% |
265.64 |
2.0% |
2% |
False |
True |
|
10 |
14,015.85 |
13,199.79 |
816.06 |
6.2% |
214.09 |
1.6% |
1% |
False |
True |
|
20 |
14,021.95 |
13,199.79 |
822.16 |
6.2% |
162.22 |
1.2% |
1% |
False |
True |
|
40 |
14,021.95 |
13,199.79 |
822.16 |
6.2% |
155.85 |
1.2% |
1% |
False |
True |
|
60 |
14,021.95 |
13,199.79 |
822.16 |
6.2% |
136.76 |
1.0% |
1% |
False |
True |
|
80 |
14,021.95 |
12,428.22 |
1,593.73 |
12.1% |
125.81 |
1.0% |
49% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.8% |
124.35 |
0.9% |
61% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.8% |
125.29 |
0.9% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,768.18 |
2.618 |
14,280.63 |
1.618 |
13,981.89 |
1.000 |
13,797.27 |
0.618 |
13,683.15 |
HIGH |
13,498.53 |
0.618 |
13,384.41 |
0.500 |
13,349.16 |
0.382 |
13,313.91 |
LOW |
13,199.79 |
0.618 |
13,015.17 |
1.000 |
12,901.05 |
1.618 |
12,716.43 |
2.618 |
12,417.69 |
4.250 |
11,930.15 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,349.16 |
13,360.30 |
PP |
13,303.44 |
13,310.86 |
S1 |
13,257.71 |
13,261.43 |
|