Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,472.68 |
13,266.21 |
-206.47 |
-1.5% |
13,851.73 |
High |
13,520.80 |
13,397.73 |
-123.07 |
-0.9% |
13,973.99 |
Low |
13,265.47 |
13,219.14 |
-46.33 |
-0.3% |
13,265.47 |
Close |
13,265.47 |
13,358.31 |
92.84 |
0.7% |
13,265.47 |
Range |
255.33 |
178.59 |
-76.74 |
-30.1% |
708.52 |
ATR |
168.20 |
168.94 |
0.74 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,860.83 |
13,788.16 |
13,456.53 |
|
R3 |
13,682.24 |
13,609.57 |
13,407.42 |
|
R2 |
13,503.65 |
13,503.65 |
13,391.05 |
|
R1 |
13,430.98 |
13,430.98 |
13,374.68 |
13,467.32 |
PP |
13,325.06 |
13,325.06 |
13,325.06 |
13,343.23 |
S1 |
13,252.39 |
13,252.39 |
13,341.94 |
13,288.73 |
S2 |
13,146.47 |
13,146.47 |
13,325.57 |
|
S3 |
12,967.88 |
13,073.80 |
13,309.20 |
|
S4 |
12,789.29 |
12,895.21 |
13,260.09 |
|
|
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 |
13,940.99 |
13,219.14 |
721.85 |
5.4% |
253.77 |
1.9% |
19% |
False |
True |
|
10 |
14,021.95 |
13,219.14 |
802.81 |
6.0% |
192.12 |
1.4% |
17% |
False |
True |
|
20 |
14,021.95 |
13,219.14 |
802.81 |
6.0% |
153.70 |
1.2% |
17% |
False |
True |
|
40 |
14,021.95 |
13,219.14 |
802.81 |
6.0% |
150.17 |
1.1% |
17% |
False |
True |
|
60 |
14,021.95 |
13,210.90 |
811.05 |
6.1% |
132.71 |
1.0% |
18% |
False |
False |
|
80 |
14,021.95 |
12,428.22 |
1,593.73 |
11.9% |
122.98 |
0.9% |
58% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
122.47 |
0.9% |
68% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.6% |
123.38 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,156.74 |
2.618 |
13,865.28 |
1.618 |
13,686.69 |
1.000 |
13,576.32 |
0.618 |
13,508.10 |
HIGH |
13,397.73 |
0.618 |
13,329.51 |
0.500 |
13,308.44 |
0.382 |
13,287.36 |
LOW |
13,219.14 |
0.618 |
13,108.77 |
1.000 |
13,040.55 |
1.618 |
12,930.18 |
2.618 |
12,751.59 |
4.250 |
12,460.13 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,341.69 |
13,501.30 |
PP |
13,325.06 |
13,453.63 |
S1 |
13,308.44 |
13,405.97 |
|