Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,689 |
13,925 |
236 |
1.7% |
13,708 |
High |
13,950 |
14,012 |
62 |
0.4% |
14,012 |
Low |
13,672 |
13,907 |
235 |
1.7% |
13,540 |
Close |
13,920 |
13,973 |
53 |
0.4% |
13,973 |
Range |
278 |
105 |
-173 |
-62.2% |
472 |
ATR |
143 |
140 |
-3 |
-1.9% |
0 |
Volume |
166,365 |
157,637 |
-8,728 |
-5.2% |
699,145 |
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,279 |
14,231 |
14,031 |
|
R3 |
14,174 |
14,126 |
14,002 |
|
R2 |
14,069 |
14,069 |
13,992 |
|
R1 |
14,021 |
14,021 |
13,983 |
14,045 |
PP |
13,964 |
13,964 |
13,964 |
13,976 |
S1 |
13,916 |
13,916 |
13,964 |
13,940 |
S2 |
13,859 |
13,859 |
13,954 |
|
S3 |
13,754 |
13,811 |
13,944 |
|
S4 |
13,649 |
13,706 |
13,915 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,258 |
15,087 |
14,233 |
|
R3 |
14,786 |
14,615 |
14,103 |
|
R2 |
14,314 |
14,314 |
14,060 |
|
R1 |
14,143 |
14,143 |
14,016 |
14,229 |
PP |
13,842 |
13,842 |
13,842 |
13,884 |
S1 |
13,671 |
13,671 |
13,930 |
13,757 |
S2 |
13,370 |
13,370 |
13,887 |
|
S3 |
12,898 |
13,199 |
13,843 |
|
S4 |
12,426 |
12,727 |
13,714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,012 |
13,540 |
472 |
3.4% |
153 |
1.1% |
92% |
True |
False |
139,829 |
10 |
14,012 |
13,402 |
610 |
4.4% |
136 |
1.0% |
94% |
True |
False |
127,479 |
20 |
14,012 |
13,351 |
661 |
4.7% |
144 |
1.0% |
94% |
True |
False |
146,014 |
40 |
14,012 |
13,315 |
697 |
5.0% |
135 |
1.0% |
94% |
True |
False |
94,078 |
60 |
14,012 |
12,870 |
1,142 |
8.2% |
118 |
0.8% |
97% |
True |
False |
62,748 |
80 |
14,012 |
12,411 |
1,601 |
11.5% |
98 |
0.7% |
98% |
True |
False |
47,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,458 |
2.618 |
14,287 |
1.618 |
14,182 |
1.000 |
14,117 |
0.618 |
14,077 |
HIGH |
14,012 |
0.618 |
13,972 |
0.500 |
13,960 |
0.382 |
13,947 |
LOW |
13,907 |
0.618 |
13,842 |
1.000 |
13,802 |
1.618 |
13,737 |
2.618 |
13,632 |
4.250 |
13,461 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,969 |
13,907 |
PP |
13,964 |
13,842 |
S1 |
13,960 |
13,776 |
|