Trading Metrics calculated at close of trading on 06-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,533.5 |
1,534.8 |
1.3 |
0.1% |
1,515.3 |
High |
1,540.8 |
1,543.8 |
3.0 |
0.2% |
1,543.8 |
Low |
1,528.7 |
1,531.5 |
2.8 |
0.2% |
1,514.5 |
Close |
1,534.6 |
1,542.5 |
7.9 |
0.5% |
1,542.5 |
Range |
12.1 |
12.3 |
0.2 |
1.7% |
29.3 |
ATR |
16.8 |
16.5 |
-0.3 |
-1.9% |
0.0 |
Volume |
21,591 |
27,154 |
5,563 |
25.8% |
132,811 |
|
Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.2 |
1,571.6 |
1,549.3 |
|
R3 |
1,563.9 |
1,559.3 |
1,545.9 |
|
R2 |
1,551.6 |
1,551.6 |
1,544.8 |
|
R1 |
1,547.0 |
1,547.0 |
1,543.6 |
1,549.3 |
PP |
1,539.3 |
1,539.3 |
1,539.3 |
1,540.4 |
S1 |
1,534.7 |
1,534.7 |
1,541.4 |
1,537.0 |
S2 |
1,527.0 |
1,527.0 |
1,540.2 |
|
S3 |
1,514.7 |
1,522.4 |
1,539.1 |
|
S4 |
1,502.4 |
1,510.1 |
1,535.7 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.5 |
1,611.3 |
1,558.6 |
|
R3 |
1,592.2 |
1,582.0 |
1,550.6 |
|
R2 |
1,562.9 |
1,562.9 |
1,547.9 |
|
R1 |
1,552.7 |
1,552.7 |
1,545.2 |
1,557.8 |
PP |
1,533.6 |
1,533.6 |
1,533.6 |
1,536.2 |
S1 |
1,523.4 |
1,523.4 |
1,539.8 |
1,528.5 |
S2 |
1,504.3 |
1,504.3 |
1,537.1 |
|
S3 |
1,475.0 |
1,494.1 |
1,534.4 |
|
S4 |
1,445.7 |
1,464.8 |
1,526.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,543.8 |
1,504.5 |
39.3 |
2.5% |
15.0 |
1.0% |
97% |
True |
False |
32,582 |
10 |
1,543.8 |
1,492.2 |
51.6 |
3.3% |
18.1 |
1.2% |
97% |
True |
False |
35,564 |
20 |
1,554.2 |
1,492.2 |
62.0 |
4.0% |
18.3 |
1.2% |
81% |
False |
False |
58,044 |
40 |
1,557.7 |
1,492.2 |
65.5 |
4.2% |
15.1 |
1.0% |
77% |
False |
False |
37,458 |
60 |
1,557.7 |
1,466.7 |
91.0 |
5.9% |
12.4 |
0.8% |
83% |
False |
False |
25,315 |
80 |
1,557.7 |
1,409.5 |
148.2 |
9.6% |
10.5 |
0.7% |
90% |
False |
False |
19,057 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
9.5 |
0.6% |
91% |
False |
False |
15,258 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
8.4 |
0.5% |
91% |
False |
False |
12,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,596.1 |
2.618 |
1,576.0 |
1.618 |
1,563.7 |
1.000 |
1,556.1 |
0.618 |
1,551.4 |
HIGH |
1,543.8 |
0.618 |
1,539.1 |
0.500 |
1,537.7 |
0.382 |
1,536.2 |
LOW |
1,531.5 |
0.618 |
1,523.9 |
1.000 |
1,519.2 |
1.618 |
1,511.6 |
2.618 |
1,499.3 |
4.250 |
1,479.2 |
|
|
Fisher Pivots for day following 06-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,540.9 |
1,540.4 |
PP |
1,539.3 |
1,538.3 |
S1 |
1,537.7 |
1,536.3 |
|