Trading Metrics calculated at close of trading on 10-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,708 |
13,739 |
31 |
0.2% |
13,521 |
High |
13,760 |
13,748 |
-12 |
-0.1% |
13,725 |
Low |
13,704 |
13,574 |
-130 |
-0.9% |
13,510 |
Close |
13,740 |
13,585 |
-155 |
-1.1% |
13,708 |
Range |
56 |
174 |
118 |
210.7% |
215 |
ATR |
128 |
131 |
3 |
2.6% |
0 |
Volume |
102,344 |
103,409 |
1,065 |
1.0% |
435,132 |
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,158 |
14,045 |
13,681 |
|
R3 |
13,984 |
13,871 |
13,633 |
|
R2 |
13,810 |
13,810 |
13,617 |
|
R1 |
13,697 |
13,697 |
13,601 |
13,667 |
PP |
13,636 |
13,636 |
13,636 |
13,620 |
S1 |
13,523 |
13,523 |
13,569 |
13,493 |
S2 |
13,462 |
13,462 |
13,553 |
|
S3 |
13,288 |
13,349 |
13,537 |
|
S4 |
13,114 |
13,175 |
13,489 |
|
|
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 |
13,574 |
186 |
1.4% |
96 |
0.7% |
6% |
False |
True |
92,090 |
10 |
13,760 |
13,351 |
409 |
3.0% |
127 |
0.9% |
57% |
False |
False |
137,414 |
20 |
13,813 |
13,351 |
462 |
3.4% |
143 |
1.0% |
51% |
False |
False |
146,178 |
40 |
13,826 |
13,315 |
511 |
3.8% |
130 |
1.0% |
53% |
False |
False |
81,762 |
60 |
13,826 |
12,782 |
1,044 |
7.7% |
113 |
0.8% |
77% |
False |
False |
54,525 |
80 |
13,826 |
12,320 |
1,506 |
11.1% |
94 |
0.7% |
84% |
False |
False |
40,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,488 |
2.618 |
14,204 |
1.618 |
14,030 |
1.000 |
13,922 |
0.618 |
13,856 |
HIGH |
13,748 |
0.618 |
13,682 |
0.500 |
13,661 |
0.382 |
13,641 |
LOW |
13,574 |
0.618 |
13,467 |
1.000 |
13,400 |
1.618 |
13,293 |
2.618 |
13,119 |
4.250 |
12,835 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,661 |
13,667 |
PP |
13,636 |
13,640 |
S1 |
13,610 |
13,612 |
|