Trading Metrics calculated at close of trading on 05-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,973.00 |
1,979.75 |
6.75 |
0.3% |
1,947.75 |
High |
1,985.50 |
2,003.75 |
18.25 |
0.9% |
1,969.25 |
Low |
1,971.75 |
1,979.00 |
7.25 |
0.4% |
1,918.00 |
Close |
1,985.00 |
1,998.00 |
13.00 |
0.7% |
1,956.00 |
Range |
13.75 |
24.75 |
11.00 |
80.0% |
51.25 |
ATR |
23.71 |
23.78 |
0.07 |
0.3% |
0.00 |
Volume |
256,039 |
143,265 |
-112,774 |
-44.0% |
1,835,039 |
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,067.75 |
2,057.75 |
2,011.50 |
|
R3 |
2,043.00 |
2,033.00 |
2,004.75 |
|
R2 |
2,018.25 |
2,018.25 |
2,002.50 |
|
R1 |
2,008.25 |
2,008.25 |
2,000.25 |
2,013.25 |
PP |
1,993.50 |
1,993.50 |
1,993.50 |
1,996.00 |
S1 |
1,983.50 |
1,983.50 |
1,995.75 |
1,988.50 |
S2 |
1,968.75 |
1,968.75 |
1,993.50 |
|
S3 |
1,944.00 |
1,958.75 |
1,991.25 |
|
S4 |
1,919.25 |
1,934.00 |
1,984.50 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,101.50 |
2,080.00 |
1,984.25 |
|
R3 |
2,050.25 |
2,028.75 |
1,970.00 |
|
R2 |
1,999.00 |
1,999.00 |
1,965.50 |
|
R1 |
1,977.50 |
1,977.50 |
1,960.75 |
1,988.25 |
PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,953.00 |
S1 |
1,926.25 |
1,926.25 |
1,951.25 |
1,937.00 |
S2 |
1,896.50 |
1,896.50 |
1,946.50 |
|
S3 |
1,845.25 |
1,875.00 |
1,942.00 |
|
S4 |
1,794.00 |
1,823.75 |
1,927.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,003.75 |
1,941.50 |
62.25 |
3.1% |
20.50 |
1.0% |
91% |
True |
False |
279,479 |
10 |
2,003.75 |
1,918.00 |
85.75 |
4.3% |
25.50 |
1.3% |
93% |
True |
False |
333,650 |
20 |
2,003.75 |
1,898.00 |
105.75 |
5.3% |
25.00 |
1.3% |
95% |
True |
False |
336,263 |
40 |
2,003.75 |
1,898.00 |
105.75 |
5.3% |
24.50 |
1.2% |
95% |
True |
False |
168,406 |
60 |
2,003.75 |
1,826.00 |
177.75 |
8.9% |
22.25 |
1.1% |
97% |
True |
False |
112,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,109.00 |
2.618 |
2,068.50 |
1.618 |
2,043.75 |
1.000 |
2,028.50 |
0.618 |
2,019.00 |
HIGH |
2,003.75 |
0.618 |
1,994.25 |
0.500 |
1,991.50 |
0.382 |
1,988.50 |
LOW |
1,979.00 |
0.618 |
1,963.75 |
1.000 |
1,954.25 |
1.618 |
1,939.00 |
2.618 |
1,914.25 |
4.250 |
1,873.75 |
|
|
Fisher Pivots for day following 05-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,995.75 |
1,991.75 |
PP |
1,993.50 |
1,985.50 |
S1 |
1,991.50 |
1,979.25 |
|