Trading Metrics calculated at close of trading on 03-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,521 |
13,635 |
114 |
0.8% |
13,499 |
High |
13,637 |
13,682 |
45 |
0.3% |
13,617 |
Low |
13,510 |
13,629 |
119 |
0.9% |
13,351 |
Close |
13,627 |
13,665 |
38 |
0.3% |
13,517 |
Range |
127 |
53 |
-74 |
-58.3% |
266 |
ATR |
146 |
139 |
-6 |
-4.4% |
0 |
Volume |
180,432 |
107,816 |
-72,616 |
-40.2% |
930,006 |
|
Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,818 |
13,794 |
13,694 |
|
R3 |
13,765 |
13,741 |
13,680 |
|
R2 |
13,712 |
13,712 |
13,675 |
|
R1 |
13,688 |
13,688 |
13,670 |
13,700 |
PP |
13,659 |
13,659 |
13,659 |
13,665 |
S1 |
13,635 |
13,635 |
13,660 |
13,647 |
S2 |
13,606 |
13,606 |
13,655 |
|
S3 |
13,553 |
13,582 |
13,651 |
|
S4 |
13,500 |
13,529 |
13,636 |
|
|
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 |
13,682 |
13,351 |
331 |
2.4% |
136 |
1.0% |
95% |
True |
False |
165,307 |
10 |
13,812 |
13,351 |
461 |
3.4% |
162 |
1.2% |
68% |
False |
False |
172,921 |
20 |
13,813 |
13,315 |
498 |
3.6% |
162 |
1.2% |
70% |
False |
False |
145,402 |
40 |
13,826 |
13,315 |
511 |
3.7% |
129 |
0.9% |
68% |
False |
False |
72,952 |
60 |
13,826 |
12,650 |
1,176 |
8.6% |
108 |
0.8% |
86% |
False |
False |
48,648 |
80 |
13,826 |
12,320 |
1,506 |
11.0% |
89 |
0.7% |
89% |
False |
False |
36,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,907 |
2.618 |
13,821 |
1.618 |
13,768 |
1.000 |
13,735 |
0.618 |
13,715 |
HIGH |
13,682 |
0.618 |
13,662 |
0.500 |
13,656 |
0.382 |
13,649 |
LOW |
13,629 |
0.618 |
13,596 |
1.000 |
13,576 |
1.618 |
13,543 |
2.618 |
13,490 |
4.250 |
13,404 |
|
|
Fisher Pivots for day following 03-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,662 |
13,624 |
PP |
13,659 |
13,583 |
S1 |
13,656 |
13,542 |
|