Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,998 |
14,026 |
28 |
0.2% |
13,708 |
High |
14,045 |
14,089 |
44 |
0.3% |
14,012 |
Low |
13,900 |
14,016 |
116 |
0.8% |
13,540 |
Close |
14,003 |
14,061 |
58 |
0.4% |
13,973 |
Range |
145 |
73 |
-72 |
-49.7% |
472 |
ATR |
137 |
133 |
-4 |
-2.6% |
0 |
Volume |
132,204 |
202,879 |
70,675 |
53.5% |
699,145 |
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,274 |
14,241 |
14,101 |
|
R3 |
14,201 |
14,168 |
14,081 |
|
R2 |
14,128 |
14,128 |
14,075 |
|
R1 |
14,095 |
14,095 |
14,068 |
14,112 |
PP |
14,055 |
14,055 |
14,055 |
14,064 |
S1 |
14,022 |
14,022 |
14,054 |
14,039 |
S2 |
13,982 |
13,982 |
14,048 |
|
S3 |
13,909 |
13,949 |
14,041 |
|
S4 |
13,836 |
13,876 |
14,021 |
|
|
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 |
13,900 |
197 |
1.4% |
107 |
0.8% |
82% |
False |
False |
143,464 |
10 |
14,097 |
13,540 |
557 |
4.0% |
129 |
0.9% |
94% |
False |
False |
135,357 |
20 |
14,097 |
13,351 |
746 |
5.3% |
140 |
1.0% |
95% |
False |
False |
151,164 |
40 |
14,097 |
13,315 |
782 |
5.6% |
140 |
1.0% |
95% |
False |
False |
108,050 |
60 |
14,097 |
13,120 |
977 |
6.9% |
119 |
0.8% |
96% |
False |
False |
72,073 |
80 |
14,097 |
12,411 |
1,686 |
12.0% |
102 |
0.7% |
98% |
False |
False |
54,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,399 |
2.618 |
14,280 |
1.618 |
14,207 |
1.000 |
14,162 |
0.618 |
14,134 |
HIGH |
14,089 |
0.618 |
14,061 |
0.500 |
14,053 |
0.382 |
14,044 |
LOW |
14,016 |
0.618 |
13,971 |
1.000 |
13,943 |
1.618 |
13,898 |
2.618 |
13,825 |
4.250 |
13,706 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
14,058 |
14,040 |
PP |
14,055 |
14,019 |
S1 |
14,053 |
13,999 |
|