Trading Metrics calculated at close of trading on 11-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,739 |
13,585 |
-154 |
-1.1% |
13,521 |
High |
13,748 |
13,692 |
-56 |
-0.4% |
13,725 |
Low |
13,574 |
13,540 |
-34 |
-0.3% |
13,510 |
Close |
13,585 |
13,677 |
92 |
0.7% |
13,708 |
Range |
174 |
152 |
-22 |
-12.6% |
215 |
ATR |
131 |
133 |
1 |
1.1% |
0 |
Volume |
103,409 |
169,390 |
65,981 |
63.8% |
435,132 |
|
Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,092 |
14,037 |
13,761 |
|
R3 |
13,940 |
13,885 |
13,719 |
|
R2 |
13,788 |
13,788 |
13,705 |
|
R1 |
13,733 |
13,733 |
13,691 |
13,761 |
PP |
13,636 |
13,636 |
13,636 |
13,650 |
S1 |
13,581 |
13,581 |
13,663 |
13,609 |
S2 |
13,484 |
13,484 |
13,649 |
|
S3 |
13,332 |
13,429 |
13,635 |
|
S4 |
13,180 |
13,277 |
13,594 |
|
|
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 |
13,540 |
220 |
1.6% |
116 |
0.8% |
62% |
False |
True |
104,405 |
10 |
13,760 |
13,351 |
409 |
3.0% |
126 |
0.9% |
80% |
False |
False |
134,856 |
20 |
13,813 |
13,351 |
462 |
3.4% |
141 |
1.0% |
71% |
False |
False |
147,998 |
40 |
13,826 |
13,315 |
511 |
3.7% |
132 |
1.0% |
71% |
False |
False |
85,994 |
60 |
13,826 |
12,870 |
956 |
7.0% |
114 |
0.8% |
84% |
False |
False |
57,348 |
80 |
13,826 |
12,411 |
1,415 |
10.3% |
95 |
0.7% |
89% |
False |
False |
43,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,338 |
2.618 |
14,090 |
1.618 |
13,938 |
1.000 |
13,844 |
0.618 |
13,786 |
HIGH |
13,692 |
0.618 |
13,634 |
0.500 |
13,616 |
0.382 |
13,598 |
LOW |
13,540 |
0.618 |
13,446 |
1.000 |
13,388 |
1.618 |
13,294 |
2.618 |
13,142 |
4.250 |
12,894 |
|
|
Fisher Pivots for day following 11-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,657 |
13,668 |
PP |
13,636 |
13,659 |
S1 |
13,616 |
13,650 |
|