Trading Metrics calculated at close of trading on 04-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,061.5 |
8,111.0 |
49.5 |
0.6% |
7,993.0 |
High |
8,138.5 |
8,161.0 |
22.5 |
0.3% |
8,086.5 |
Low |
8,061.5 |
8,110.0 |
48.5 |
0.6% |
7,825.5 |
Close |
8,116.5 |
8,143.0 |
26.5 |
0.3% |
8,078.5 |
Range |
77.0 |
51.0 |
-26.0 |
-33.8% |
261.0 |
ATR |
130.0 |
124.3 |
-5.6 |
-4.3% |
0.0 |
Volume |
127,110 |
51,514 |
-75,596 |
-59.5% |
1,035,254 |
|
Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,291.0 |
8,268.0 |
8,171.1 |
|
R3 |
8,240.0 |
8,217.0 |
8,157.0 |
|
R2 |
8,189.0 |
8,189.0 |
8,152.4 |
|
R1 |
8,166.0 |
8,166.0 |
8,147.7 |
8,177.5 |
PP |
8,138.0 |
8,138.0 |
8,138.0 |
8,143.8 |
S1 |
8,115.0 |
8,115.0 |
8,138.3 |
8,126.5 |
S2 |
8,087.0 |
8,087.0 |
8,133.7 |
|
S3 |
8,036.0 |
8,064.0 |
8,129.0 |
|
S4 |
7,985.0 |
8,013.0 |
8,115.0 |
|
|
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 |
8,161.0 |
7,941.0 |
220.0 |
2.7% |
86.6 |
1.1% |
92% |
True |
False |
136,272 |
10 |
8,161.0 |
7,825.5 |
335.5 |
4.1% |
108.5 |
1.3% |
95% |
True |
False |
183,226 |
20 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
124.0 |
1.5% |
88% |
False |
False |
156,320 |
40 |
8,217.0 |
7,426.0 |
791.0 |
9.7% |
114.9 |
1.4% |
91% |
False |
False |
79,330 |
60 |
8,217.0 |
7,213.5 |
1,003.5 |
12.3% |
101.8 |
1.2% |
93% |
False |
False |
53,071 |
80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
96.9 |
1.2% |
96% |
False |
False |
40,627 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
94.2 |
1.2% |
96% |
False |
False |
32,611 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.4% |
87.8 |
1.1% |
96% |
False |
False |
27,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,377.8 |
2.618 |
8,294.5 |
1.618 |
8,243.5 |
1.000 |
8,212.0 |
0.618 |
8,192.5 |
HIGH |
8,161.0 |
0.618 |
8,141.5 |
0.500 |
8,135.5 |
0.382 |
8,129.5 |
LOW |
8,110.0 |
0.618 |
8,078.5 |
1.000 |
8,059.0 |
1.618 |
8,027.5 |
2.618 |
7,976.5 |
4.250 |
7,893.3 |
|
|
Fisher Pivots for day following 04-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8,140.5 |
8,119.7 |
PP |
8,138.0 |
8,096.3 |
S1 |
8,135.5 |
8,073.0 |
|