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 |
13,521 |
13,521 |
0 |
0.0% |
13,499 |
High |
13,617 |
13,637 |
20 |
0.1% |
13,617 |
Low |
13,402 |
13,510 |
108 |
0.8% |
13,351 |
Close |
13,517 |
13,627 |
110 |
0.8% |
13,517 |
Range |
215 |
127 |
-88 |
-40.9% |
266 |
ATR |
147 |
146 |
-1 |
-1.0% |
0 |
Volume |
140,516 |
180,432 |
39,916 |
28.4% |
930,006 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,972 |
13,927 |
13,697 |
|
R3 |
13,845 |
13,800 |
13,662 |
|
R2 |
13,718 |
13,718 |
13,650 |
|
R1 |
13,673 |
13,673 |
13,639 |
13,696 |
PP |
13,591 |
13,591 |
13,591 |
13,603 |
S1 |
13,546 |
13,546 |
13,615 |
13,569 |
S2 |
13,464 |
13,464 |
13,604 |
|
S3 |
13,337 |
13,419 |
13,592 |
|
S4 |
13,210 |
13,292 |
13,557 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,293 |
14,171 |
13,663 |
|
R3 |
14,027 |
13,905 |
13,590 |
|
R2 |
13,761 |
13,761 |
13,566 |
|
R1 |
13,639 |
13,639 |
13,542 |
13,700 |
PP |
13,495 |
13,495 |
13,495 |
13,526 |
S1 |
13,373 |
13,373 |
13,493 |
13,434 |
S2 |
13,229 |
13,229 |
13,468 |
|
S3 |
12,963 |
13,107 |
13,444 |
|
S4 |
12,697 |
12,841 |
13,371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,637 |
13,351 |
286 |
2.1% |
158 |
1.2% |
97% |
True |
False |
182,739 |
10 |
13,812 |
13,351 |
461 |
3.4% |
165 |
1.2% |
60% |
False |
False |
171,144 |
20 |
13,813 |
13,315 |
498 |
3.7% |
165 |
1.2% |
63% |
False |
False |
140,046 |
40 |
13,826 |
13,315 |
511 |
3.7% |
128 |
0.9% |
61% |
False |
False |
70,259 |
60 |
13,826 |
12,650 |
1,176 |
8.6% |
107 |
0.8% |
83% |
False |
False |
46,852 |
80 |
13,826 |
12,320 |
1,506 |
11.1% |
89 |
0.7% |
87% |
False |
False |
35,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,177 |
2.618 |
13,970 |
1.618 |
13,843 |
1.000 |
13,764 |
0.618 |
13,716 |
HIGH |
13,637 |
0.618 |
13,589 |
0.500 |
13,574 |
0.382 |
13,559 |
LOW |
13,510 |
0.618 |
13,432 |
1.000 |
13,383 |
1.618 |
13,305 |
2.618 |
13,178 |
4.250 |
12,970 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,609 |
13,591 |
PP |
13,591 |
13,555 |
S1 |
13,574 |
13,520 |
|