Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,585 |
13,689 |
104 |
0.8% |
13,521 |
High |
13,692 |
13,950 |
258 |
1.9% |
13,725 |
Low |
13,540 |
13,672 |
132 |
1.0% |
13,510 |
Close |
13,677 |
13,920 |
243 |
1.8% |
13,708 |
Range |
152 |
278 |
126 |
82.9% |
215 |
ATR |
133 |
143 |
10 |
7.8% |
0 |
Volume |
169,390 |
166,365 |
-3,025 |
-1.8% |
435,132 |
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,681 |
14,579 |
14,073 |
|
R3 |
14,403 |
14,301 |
13,997 |
|
R2 |
14,125 |
14,125 |
13,971 |
|
R1 |
14,023 |
14,023 |
13,946 |
14,074 |
PP |
13,847 |
13,847 |
13,847 |
13,873 |
S1 |
13,745 |
13,745 |
13,895 |
13,796 |
S2 |
13,569 |
13,569 |
13,869 |
|
S3 |
13,291 |
13,467 |
13,844 |
|
S4 |
13,013 |
13,189 |
13,767 |
|
|
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 |
13,950 |
13,540 |
410 |
2.9% |
152 |
1.1% |
93% |
True |
False |
127,250 |
10 |
13,950 |
13,402 |
548 |
3.9% |
135 |
1.0% |
95% |
True |
False |
129,659 |
20 |
13,950 |
13,351 |
599 |
4.3% |
144 |
1.0% |
95% |
True |
False |
146,412 |
40 |
13,950 |
13,315 |
635 |
4.6% |
135 |
1.0% |
95% |
True |
False |
90,150 |
60 |
13,950 |
12,870 |
1,080 |
7.8% |
117 |
0.8% |
97% |
True |
False |
60,120 |
80 |
13,950 |
12,411 |
1,539 |
11.1% |
99 |
0.7% |
98% |
True |
False |
45,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,132 |
2.618 |
14,678 |
1.618 |
14,400 |
1.000 |
14,228 |
0.618 |
14,122 |
HIGH |
13,950 |
0.618 |
13,844 |
0.500 |
13,811 |
0.382 |
13,778 |
LOW |
13,672 |
0.618 |
13,500 |
1.000 |
13,394 |
1.618 |
13,222 |
2.618 |
12,944 |
4.250 |
12,491 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,884 |
13,862 |
PP |
13,847 |
13,803 |
S1 |
13,811 |
13,745 |
|