Trading Metrics calculated at close of trading on 10-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,542.3 |
1,542.3 |
0.0 |
0.0% |
1,515.3 |
High |
1,546.0 |
1,543.8 |
-2.2 |
-0.1% |
1,543.8 |
Low |
1,538.3 |
1,519.2 |
-19.1 |
-1.2% |
1,514.5 |
Close |
1,542.5 |
1,520.0 |
-22.5 |
-1.5% |
1,542.5 |
Range |
7.7 |
24.6 |
16.9 |
219.5% |
29.3 |
ATR |
15.8 |
16.5 |
0.6 |
3.9% |
0.0 |
Volume |
25,782 |
19,481 |
-6,301 |
-24.4% |
132,811 |
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.5 |
1,585.3 |
1,533.5 |
|
R3 |
1,576.9 |
1,560.7 |
1,526.8 |
|
R2 |
1,552.3 |
1,552.3 |
1,524.5 |
|
R1 |
1,536.1 |
1,536.1 |
1,522.3 |
1,531.9 |
PP |
1,527.7 |
1,527.7 |
1,527.7 |
1,525.6 |
S1 |
1,511.5 |
1,511.5 |
1,517.7 |
1,507.3 |
S2 |
1,503.1 |
1,503.1 |
1,515.5 |
|
S3 |
1,478.5 |
1,486.9 |
1,513.2 |
|
S4 |
1,453.9 |
1,462.3 |
1,506.5 |
|
|
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 |
1,546.0 |
1,519.2 |
26.8 |
1.8% |
12.7 |
0.8% |
3% |
False |
True |
25,912 |
10 |
1,546.0 |
1,492.2 |
53.8 |
3.5% |
16.9 |
1.1% |
52% |
False |
False |
32,455 |
20 |
1,554.2 |
1,492.2 |
62.0 |
4.1% |
17.9 |
1.2% |
45% |
False |
False |
48,382 |
40 |
1,557.7 |
1,492.2 |
65.5 |
4.3% |
15.3 |
1.0% |
42% |
False |
False |
38,487 |
60 |
1,557.7 |
1,481.5 |
76.2 |
5.0% |
12.8 |
0.8% |
51% |
False |
False |
26,059 |
80 |
1,557.7 |
1,428.9 |
128.8 |
8.5% |
10.8 |
0.7% |
71% |
False |
False |
19,622 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
9.9 |
0.6% |
78% |
False |
False |
15,708 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
8.7 |
0.6% |
78% |
False |
False |
13,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.4 |
2.618 |
1,608.2 |
1.618 |
1,583.6 |
1.000 |
1,568.4 |
0.618 |
1,559.0 |
HIGH |
1,543.8 |
0.618 |
1,534.4 |
0.500 |
1,531.5 |
0.382 |
1,528.6 |
LOW |
1,519.2 |
0.618 |
1,504.0 |
1.000 |
1,494.6 |
1.618 |
1,479.4 |
2.618 |
1,454.8 |
4.250 |
1,414.7 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,531.5 |
1,532.6 |
PP |
1,527.7 |
1,528.4 |
S1 |
1,523.8 |
1,524.2 |
|