Trading Metrics calculated at close of trading on 18-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
14,033 |
13,998 |
-35 |
-0.2% |
13,708 |
High |
14,097 |
14,045 |
-52 |
-0.4% |
14,012 |
Low |
14,002 |
13,900 |
-102 |
-0.7% |
13,540 |
Close |
14,050 |
14,003 |
-47 |
-0.3% |
13,973 |
Range |
95 |
145 |
50 |
52.6% |
472 |
ATR |
136 |
137 |
1 |
0.8% |
0 |
Volume |
119,948 |
132,204 |
12,256 |
10.2% |
699,145 |
|
Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,418 |
14,355 |
14,083 |
|
R3 |
14,273 |
14,210 |
14,043 |
|
R2 |
14,128 |
14,128 |
14,030 |
|
R1 |
14,065 |
14,065 |
14,016 |
14,097 |
PP |
13,983 |
13,983 |
13,983 |
13,998 |
S1 |
13,920 |
13,920 |
13,990 |
13,952 |
S2 |
13,838 |
13,838 |
13,977 |
|
S3 |
13,693 |
13,775 |
13,963 |
|
S4 |
13,548 |
13,630 |
13,923 |
|
|
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 |
13,672 |
425 |
3.0% |
148 |
1.1% |
78% |
False |
False |
136,161 |
10 |
14,097 |
13,540 |
557 |
4.0% |
132 |
0.9% |
83% |
False |
False |
120,283 |
20 |
14,097 |
13,351 |
746 |
5.3% |
147 |
1.0% |
87% |
False |
False |
146,602 |
40 |
14,097 |
13,315 |
782 |
5.6% |
139 |
1.0% |
88% |
False |
False |
102,984 |
60 |
14,097 |
13,070 |
1,027 |
7.3% |
119 |
0.8% |
91% |
False |
False |
68,692 |
80 |
14,097 |
12,411 |
1,686 |
12.0% |
101 |
0.7% |
94% |
False |
False |
51,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,661 |
2.618 |
14,425 |
1.618 |
14,280 |
1.000 |
14,190 |
0.618 |
14,135 |
HIGH |
14,045 |
0.618 |
13,990 |
0.500 |
13,973 |
0.382 |
13,956 |
LOW |
13,900 |
0.618 |
13,811 |
1.000 |
13,755 |
1.618 |
13,666 |
2.618 |
13,521 |
4.250 |
13,284 |
|
|
Fisher Pivots for day following 18-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,993 |
14,002 |
PP |
13,983 |
14,000 |
S1 |
13,973 |
13,999 |
|