Trading Metrics calculated at close of trading on 17-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,973 |
14,033 |
60 |
0.4% |
13,708 |
High |
14,066 |
14,097 |
31 |
0.2% |
14,012 |
Low |
13,949 |
14,002 |
53 |
0.4% |
13,540 |
Close |
14,029 |
14,050 |
21 |
0.1% |
13,973 |
Range |
117 |
95 |
-22 |
-18.8% |
472 |
ATR |
139 |
136 |
-3 |
-2.3% |
0 |
Volume |
104,652 |
119,948 |
15,296 |
14.6% |
699,145 |
|
Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,335 |
14,287 |
14,102 |
|
R3 |
14,240 |
14,192 |
14,076 |
|
R2 |
14,145 |
14,145 |
14,068 |
|
R1 |
14,097 |
14,097 |
14,059 |
14,121 |
PP |
14,050 |
14,050 |
14,050 |
14,062 |
S1 |
14,002 |
14,002 |
14,041 |
14,026 |
S2 |
13,955 |
13,955 |
14,033 |
|
S3 |
13,860 |
13,907 |
14,024 |
|
S4 |
13,765 |
13,812 |
13,998 |
|
|
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 |
14,097 |
13,540 |
557 |
4.0% |
150 |
1.1% |
92% |
True |
False |
143,598 |
10 |
14,097 |
13,540 |
557 |
4.0% |
123 |
0.9% |
92% |
True |
False |
117,844 |
20 |
14,097 |
13,351 |
746 |
5.3% |
144 |
1.0% |
94% |
True |
False |
144,494 |
40 |
14,097 |
13,315 |
782 |
5.6% |
137 |
1.0% |
94% |
True |
False |
99,683 |
60 |
14,097 |
13,070 |
1,027 |
7.3% |
117 |
0.8% |
95% |
True |
False |
66,490 |
80 |
14,097 |
12,411 |
1,686 |
12.0% |
100 |
0.7% |
97% |
True |
False |
49,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,501 |
2.618 |
14,346 |
1.618 |
14,251 |
1.000 |
14,192 |
0.618 |
14,156 |
HIGH |
14,097 |
0.618 |
14,061 |
0.500 |
14,050 |
0.382 |
14,038 |
LOW |
14,002 |
0.618 |
13,943 |
1.000 |
13,907 |
1.618 |
13,848 |
2.618 |
13,753 |
4.250 |
13,598 |
|
|
Fisher Pivots for day following 17-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
14,050 |
14,034 |
PP |
14,050 |
14,018 |
S1 |
14,050 |
14,002 |
|