Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,925 |
13,973 |
48 |
0.3% |
13,708 |
High |
14,012 |
14,066 |
54 |
0.4% |
14,012 |
Low |
13,907 |
13,949 |
42 |
0.3% |
13,540 |
Close |
13,973 |
14,029 |
56 |
0.4% |
13,973 |
Range |
105 |
117 |
12 |
11.4% |
472 |
ATR |
140 |
139 |
-2 |
-1.2% |
0 |
Volume |
157,637 |
104,652 |
-52,985 |
-33.6% |
699,145 |
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,366 |
14,314 |
14,093 |
|
R3 |
14,249 |
14,197 |
14,061 |
|
R2 |
14,132 |
14,132 |
14,051 |
|
R1 |
14,080 |
14,080 |
14,040 |
14,106 |
PP |
14,015 |
14,015 |
14,015 |
14,028 |
S1 |
13,963 |
13,963 |
14,018 |
13,989 |
S2 |
13,898 |
13,898 |
14,008 |
|
S3 |
13,781 |
13,846 |
13,997 |
|
S4 |
13,664 |
13,729 |
13,965 |
|
|
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 |
14,066 |
13,540 |
526 |
3.7% |
165 |
1.2% |
93% |
True |
False |
140,290 |
10 |
14,066 |
13,510 |
556 |
4.0% |
126 |
0.9% |
93% |
True |
False |
123,892 |
20 |
14,066 |
13,351 |
715 |
5.1% |
143 |
1.0% |
95% |
True |
False |
144,098 |
40 |
14,066 |
13,315 |
751 |
5.4% |
136 |
1.0% |
95% |
True |
False |
96,688 |
60 |
14,066 |
12,978 |
1,088 |
7.8% |
118 |
0.8% |
97% |
True |
False |
64,491 |
80 |
14,066 |
12,411 |
1,655 |
11.8% |
99 |
0.7% |
98% |
True |
False |
48,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,563 |
2.618 |
14,372 |
1.618 |
14,255 |
1.000 |
14,183 |
0.618 |
14,138 |
HIGH |
14,066 |
0.618 |
14,021 |
0.500 |
14,008 |
0.382 |
13,994 |
LOW |
13,949 |
0.618 |
13,877 |
1.000 |
13,832 |
1.618 |
13,760 |
2.618 |
13,643 |
4.250 |
13,452 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
14,022 |
13,976 |
PP |
14,015 |
13,922 |
S1 |
14,008 |
13,869 |
|