Trading Metrics calculated at close of trading on 06-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,674 |
13,656 |
-18 |
-0.1% |
13,521 |
High |
13,698 |
13,725 |
27 |
0.2% |
13,725 |
Low |
13,600 |
13,628 |
28 |
0.2% |
13,510 |
Close |
13,650 |
13,708 |
58 |
0.4% |
13,708 |
Range |
98 |
97 |
-1 |
-1.0% |
215 |
ATR |
136 |
133 |
-3 |
-2.1% |
0 |
Volume |
52,140 |
94,744 |
42,604 |
81.7% |
435,132 |
|
Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,978 |
13,940 |
13,761 |
|
R3 |
13,881 |
13,843 |
13,735 |
|
R2 |
13,784 |
13,784 |
13,726 |
|
R1 |
13,746 |
13,746 |
13,717 |
13,765 |
PP |
13,687 |
13,687 |
13,687 |
13,697 |
S1 |
13,649 |
13,649 |
13,699 |
13,668 |
S2 |
13,590 |
13,590 |
13,690 |
|
S3 |
13,493 |
13,552 |
13,681 |
|
S4 |
13,396 |
13,455 |
13,655 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,293 |
14,215 |
13,826 |
|
R3 |
14,078 |
14,000 |
13,767 |
|
R2 |
13,863 |
13,863 |
13,748 |
|
R1 |
13,785 |
13,785 |
13,728 |
13,824 |
PP |
13,648 |
13,648 |
13,648 |
13,667 |
S1 |
13,570 |
13,570 |
13,688 |
13,609 |
S2 |
13,433 |
13,433 |
13,669 |
|
S3 |
13,218 |
13,355 |
13,649 |
|
S4 |
13,003 |
13,140 |
13,590 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,725 |
13,402 |
323 |
2.4% |
118 |
0.9% |
95% |
True |
False |
115,129 |
10 |
13,725 |
13,351 |
374 |
2.7% |
142 |
1.0% |
95% |
True |
False |
158,096 |
20 |
13,813 |
13,315 |
498 |
3.6% |
149 |
1.1% |
79% |
False |
False |
152,172 |
40 |
13,826 |
13,315 |
511 |
3.7% |
130 |
0.9% |
77% |
False |
False |
76,622 |
60 |
13,826 |
12,694 |
1,132 |
8.3% |
110 |
0.8% |
90% |
False |
False |
51,096 |
80 |
13,826 |
12,320 |
1,506 |
11.0% |
91 |
0.7% |
92% |
False |
False |
38,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,137 |
2.618 |
13,979 |
1.618 |
13,882 |
1.000 |
13,822 |
0.618 |
13,785 |
HIGH |
13,725 |
0.618 |
13,688 |
0.500 |
13,677 |
0.382 |
13,665 |
LOW |
13,628 |
0.618 |
13,568 |
1.000 |
13,531 |
1.618 |
13,471 |
2.618 |
13,374 |
4.250 |
13,216 |
|
|
Fisher Pivots for day following 06-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,698 |
13,693 |
PP |
13,687 |
13,678 |
S1 |
13,677 |
13,663 |
|