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 |
1,517.75 |
1,515.25 |
-2.50 |
-0.2% |
1,519.25 |
High |
1,530.25 |
1,532.75 |
2.50 |
0.2% |
1,530.25 |
Low |
1,504.50 |
1,514.75 |
10.25 |
0.7% |
1,492.00 |
Close |
1,515.50 |
1,531.00 |
15.50 |
1.0% |
1,515.50 |
Range |
25.75 |
18.00 |
-7.75 |
-30.1% |
38.25 |
ATR |
18.60 |
18.56 |
-0.04 |
-0.2% |
0.00 |
Volume |
1,376,602 |
1,772,352 |
395,750 |
28.7% |
8,673,201 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.25 |
1,573.50 |
1,541.00 |
|
R3 |
1,562.25 |
1,555.50 |
1,536.00 |
|
R2 |
1,544.25 |
1,544.25 |
1,534.25 |
|
R1 |
1,537.50 |
1,537.50 |
1,532.75 |
1,541.00 |
PP |
1,526.25 |
1,526.25 |
1,526.25 |
1,527.75 |
S1 |
1,519.50 |
1,519.50 |
1,529.25 |
1,523.00 |
S2 |
1,508.25 |
1,508.25 |
1,527.75 |
|
S3 |
1,490.25 |
1,501.50 |
1,526.00 |
|
S4 |
1,472.25 |
1,483.50 |
1,521.00 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,627.25 |
1,609.75 |
1,536.50 |
|
R3 |
1,589.00 |
1,571.50 |
1,526.00 |
|
R2 |
1,550.75 |
1,550.75 |
1,522.50 |
|
R1 |
1,533.25 |
1,533.25 |
1,519.00 |
1,523.00 |
PP |
1,512.50 |
1,512.50 |
1,512.50 |
1,507.50 |
S1 |
1,495.00 |
1,495.00 |
1,512.00 |
1,484.50 |
S2 |
1,474.25 |
1,474.25 |
1,508.50 |
|
S3 |
1,436.00 |
1,456.75 |
1,505.00 |
|
S4 |
1,397.75 |
1,418.50 |
1,494.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,532.75 |
1,492.00 |
40.75 |
2.7% |
21.25 |
1.4% |
96% |
True |
False |
1,752,975 |
10 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
21.00 |
1.4% |
63% |
False |
False |
1,611,848 |
20 |
1,556.25 |
1,492.00 |
64.25 |
4.2% |
20.50 |
1.3% |
61% |
False |
False |
1,477,600 |
40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
16.25 |
1.1% |
59% |
False |
False |
741,561 |
60 |
1,557.75 |
1,456.00 |
101.75 |
6.6% |
14.50 |
0.9% |
74% |
False |
False |
494,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.25 |
2.618 |
1,579.75 |
1.618 |
1,561.75 |
1.000 |
1,550.75 |
0.618 |
1,543.75 |
HIGH |
1,532.75 |
0.618 |
1,525.75 |
0.500 |
1,523.75 |
0.382 |
1,521.75 |
LOW |
1,514.75 |
0.618 |
1,503.75 |
1.000 |
1,496.75 |
1.618 |
1,485.75 |
2.618 |
1,467.75 |
4.250 |
1,438.25 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,528.50 |
1,527.00 |
PP |
1,526.25 |
1,522.75 |
S1 |
1,523.75 |
1,518.50 |
|