Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,027.0 |
8,038.0 |
11.0 |
0.1% |
7,993.0 |
High |
8,086.5 |
8,055.0 |
-31.5 |
-0.4% |
8,086.5 |
Low |
7,954.5 |
7,985.0 |
30.5 |
0.4% |
7,825.5 |
Close |
8,078.5 |
8,039.5 |
-39.0 |
-0.5% |
8,078.5 |
Range |
132.0 |
70.0 |
-62.0 |
-47.0% |
261.0 |
ATR |
135.3 |
132.3 |
-3.0 |
-2.2% |
0.0 |
Volume |
183,967 |
152,291 |
-31,676 |
-17.2% |
1,035,254 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,236.5 |
8,208.0 |
8,078.0 |
|
R3 |
8,166.5 |
8,138.0 |
8,058.8 |
|
R2 |
8,096.5 |
8,096.5 |
8,052.3 |
|
R1 |
8,068.0 |
8,068.0 |
8,045.9 |
8,082.3 |
PP |
8,026.5 |
8,026.5 |
8,026.5 |
8,033.6 |
S1 |
7,998.0 |
7,998.0 |
8,033.1 |
8,012.3 |
S2 |
7,956.5 |
7,956.5 |
8,026.7 |
|
S3 |
7,886.5 |
7,928.0 |
8,020.3 |
|
S4 |
7,816.5 |
7,858.0 |
8,001.0 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,779.8 |
8,690.2 |
8,222.1 |
|
R3 |
8,518.8 |
8,429.2 |
8,150.3 |
|
R2 |
8,257.8 |
8,257.8 |
8,126.4 |
|
R1 |
8,168.2 |
8,168.2 |
8,102.4 |
8,213.0 |
PP |
7,996.8 |
7,996.8 |
7,996.8 |
8,019.3 |
S1 |
7,907.2 |
7,907.2 |
8,054.6 |
7,952.0 |
S2 |
7,735.8 |
7,735.8 |
8,030.7 |
|
S3 |
7,474.8 |
7,646.2 |
8,006.7 |
|
S4 |
7,213.8 |
7,385.2 |
7,935.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,086.5 |
7,825.5 |
261.0 |
3.2% |
102.5 |
1.3% |
82% |
False |
False |
191,887 |
10 |
8,217.0 |
7,825.5 |
391.5 |
4.9% |
117.7 |
1.5% |
55% |
False |
False |
201,023 |
20 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
137.4 |
1.7% |
72% |
False |
False |
147,751 |
40 |
8,217.0 |
7,426.0 |
791.0 |
9.8% |
115.0 |
1.4% |
78% |
False |
False |
74,881 |
60 |
8,217.0 |
7,170.0 |
1,047.0 |
13.0% |
101.3 |
1.3% |
83% |
False |
False |
50,107 |
80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
97.0 |
1.2% |
89% |
False |
False |
38,437 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
93.8 |
1.2% |
89% |
False |
False |
30,829 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
88.2 |
1.1% |
89% |
False |
False |
25,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,352.5 |
2.618 |
8,238.3 |
1.618 |
8,168.3 |
1.000 |
8,125.0 |
0.618 |
8,098.3 |
HIGH |
8,055.0 |
0.618 |
8,028.3 |
0.500 |
8,020.0 |
0.382 |
8,011.7 |
LOW |
7,985.0 |
0.618 |
7,941.7 |
1.000 |
7,915.0 |
1.618 |
7,871.7 |
2.618 |
7,801.7 |
4.250 |
7,687.5 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8,033.0 |
8,030.9 |
PP |
8,026.5 |
8,022.3 |
S1 |
8,020.0 |
8,013.8 |
|