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 |
13,635 |
13,674 |
39 |
0.3% |
13,499 |
High |
13,682 |
13,698 |
16 |
0.1% |
13,617 |
Low |
13,629 |
13,600 |
-29 |
-0.2% |
13,351 |
Close |
13,665 |
13,650 |
-15 |
-0.1% |
13,517 |
Range |
53 |
98 |
45 |
84.9% |
266 |
ATR |
139 |
136 |
-3 |
-2.1% |
0 |
Volume |
107,816 |
52,140 |
-55,676 |
-51.6% |
930,006 |
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,943 |
13,895 |
13,704 |
|
R3 |
13,845 |
13,797 |
13,677 |
|
R2 |
13,747 |
13,747 |
13,668 |
|
R1 |
13,699 |
13,699 |
13,659 |
13,674 |
PP |
13,649 |
13,649 |
13,649 |
13,637 |
S1 |
13,601 |
13,601 |
13,641 |
13,576 |
S2 |
13,551 |
13,551 |
13,632 |
|
S3 |
13,453 |
13,503 |
13,623 |
|
S4 |
13,355 |
13,405 |
13,596 |
|
|
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 |
13,698 |
13,402 |
296 |
2.2% |
119 |
0.9% |
84% |
True |
False |
132,068 |
10 |
13,698 |
13,351 |
347 |
2.5% |
150 |
1.1% |
86% |
True |
False |
166,970 |
20 |
13,813 |
13,315 |
498 |
3.6% |
157 |
1.2% |
67% |
False |
False |
147,890 |
40 |
13,826 |
13,315 |
511 |
3.7% |
129 |
0.9% |
66% |
False |
False |
74,255 |
60 |
13,826 |
12,650 |
1,176 |
8.6% |
110 |
0.8% |
85% |
False |
False |
49,517 |
80 |
13,826 |
12,320 |
1,506 |
11.0% |
90 |
0.7% |
88% |
False |
False |
37,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,115 |
2.618 |
13,955 |
1.618 |
13,857 |
1.000 |
13,796 |
0.618 |
13,759 |
HIGH |
13,698 |
0.618 |
13,661 |
0.500 |
13,649 |
0.382 |
13,638 |
LOW |
13,600 |
0.618 |
13,540 |
1.000 |
13,502 |
1.618 |
13,442 |
2.618 |
13,344 |
4.250 |
13,184 |
|
|
Fisher Pivots for day following 05-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,650 |
13,635 |
PP |
13,649 |
13,619 |
S1 |
13,649 |
13,604 |
|