Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,531.25 |
1,555.25 |
24.00 |
1.6% |
1,542.25 |
High |
1,559.00 |
1,565.75 |
6.75 |
0.4% |
1,565.75 |
Low |
1,529.75 |
1,553.50 |
23.75 |
1.6% |
1,515.25 |
Close |
1,555.75 |
1,560.00 |
4.25 |
0.3% |
1,560.00 |
Range |
29.25 |
12.25 |
-17.00 |
-58.1% |
50.50 |
ATR |
17.83 |
17.43 |
-0.40 |
-2.2% |
0.00 |
Volume |
1,606,676 |
1,652,964 |
46,288 |
2.9% |
6,675,780 |
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.50 |
1,590.50 |
1,566.75 |
|
R3 |
1,584.25 |
1,578.25 |
1,563.25 |
|
R2 |
1,572.00 |
1,572.00 |
1,562.25 |
|
R1 |
1,566.00 |
1,566.00 |
1,561.00 |
1,569.00 |
PP |
1,559.75 |
1,559.75 |
1,559.75 |
1,561.25 |
S1 |
1,553.75 |
1,553.75 |
1,559.00 |
1,556.75 |
S2 |
1,547.50 |
1,547.50 |
1,557.75 |
|
S3 |
1,535.25 |
1,541.50 |
1,556.75 |
|
S4 |
1,523.00 |
1,529.25 |
1,553.25 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.50 |
1,679.75 |
1,587.75 |
|
R3 |
1,648.00 |
1,629.25 |
1,574.00 |
|
R2 |
1,597.50 |
1,597.50 |
1,569.25 |
|
R1 |
1,578.75 |
1,578.75 |
1,564.75 |
1,588.00 |
PP |
1,547.00 |
1,547.00 |
1,547.00 |
1,551.75 |
S1 |
1,528.25 |
1,528.25 |
1,555.25 |
1,537.50 |
S2 |
1,496.50 |
1,496.50 |
1,550.75 |
|
S3 |
1,446.00 |
1,477.75 |
1,546.00 |
|
S4 |
1,395.50 |
1,427.25 |
1,532.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,565.75 |
1,515.25 |
50.50 |
3.2% |
18.25 |
1.2% |
89% |
True |
False |
1,335,156 |
10 |
1,565.75 |
1,504.50 |
61.25 |
3.9% |
16.75 |
1.1% |
91% |
True |
False |
1,214,574 |
20 |
1,565.75 |
1,492.00 |
73.75 |
4.7% |
18.00 |
1.1% |
92% |
True |
False |
1,409,697 |
40 |
1,565.75 |
1,492.00 |
73.75 |
4.7% |
16.75 |
1.1% |
92% |
True |
False |
966,019 |
60 |
1,565.75 |
1,482.75 |
83.00 |
5.3% |
15.25 |
1.0% |
93% |
True |
False |
644,491 |
80 |
1,565.75 |
1,431.75 |
134.00 |
8.6% |
14.00 |
0.9% |
96% |
True |
False |
483,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,617.75 |
2.618 |
1,597.75 |
1.618 |
1,585.50 |
1.000 |
1,578.00 |
0.618 |
1,573.25 |
HIGH |
1,565.75 |
0.618 |
1,561.00 |
0.500 |
1,559.50 |
0.382 |
1,558.25 |
LOW |
1,553.50 |
0.618 |
1,546.00 |
1.000 |
1,541.25 |
1.618 |
1,533.75 |
2.618 |
1,521.50 |
4.250 |
1,501.50 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,560.00 |
1,553.50 |
PP |
1,559.75 |
1,547.00 |
S1 |
1,559.50 |
1,540.50 |
|