Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,656 |
13,708 |
52 |
0.4% |
13,521 |
High |
13,725 |
13,760 |
35 |
0.3% |
13,725 |
Low |
13,628 |
13,704 |
76 |
0.6% |
13,510 |
Close |
13,708 |
13,740 |
32 |
0.2% |
13,708 |
Range |
97 |
56 |
-41 |
-42.3% |
215 |
ATR |
133 |
128 |
-6 |
-4.1% |
0 |
Volume |
94,744 |
102,344 |
7,600 |
8.0% |
435,132 |
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,903 |
13,877 |
13,771 |
|
R3 |
13,847 |
13,821 |
13,756 |
|
R2 |
13,791 |
13,791 |
13,750 |
|
R1 |
13,765 |
13,765 |
13,745 |
13,778 |
PP |
13,735 |
13,735 |
13,735 |
13,741 |
S1 |
13,709 |
13,709 |
13,735 |
13,722 |
S2 |
13,679 |
13,679 |
13,730 |
|
S3 |
13,623 |
13,653 |
13,725 |
|
S4 |
13,567 |
13,597 |
13,709 |
|
|
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 |
13,760 |
13,510 |
250 |
1.8% |
86 |
0.6% |
92% |
True |
False |
107,495 |
10 |
13,760 |
13,351 |
409 |
3.0% |
129 |
0.9% |
95% |
True |
False |
146,748 |
20 |
13,813 |
13,351 |
462 |
3.4% |
139 |
1.0% |
84% |
False |
False |
149,310 |
40 |
13,826 |
13,315 |
511 |
3.7% |
128 |
0.9% |
83% |
False |
False |
79,178 |
60 |
13,826 |
12,711 |
1,115 |
8.1% |
111 |
0.8% |
92% |
False |
False |
52,802 |
80 |
13,826 |
12,320 |
1,506 |
11.0% |
92 |
0.7% |
94% |
False |
False |
39,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,998 |
2.618 |
13,907 |
1.618 |
13,851 |
1.000 |
13,816 |
0.618 |
13,795 |
HIGH |
13,760 |
0.618 |
13,739 |
0.500 |
13,732 |
0.382 |
13,726 |
LOW |
13,704 |
0.618 |
13,670 |
1.000 |
13,648 |
1.618 |
13,614 |
2.618 |
13,558 |
4.250 |
13,466 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,737 |
13,720 |
PP |
13,735 |
13,700 |
S1 |
13,732 |
13,680 |
|