Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,531.2 |
1,555.3 |
24.1 |
1.6% |
1,542.3 |
High |
1,559.0 |
1,565.8 |
6.8 |
0.4% |
1,565.8 |
Low |
1,529.8 |
1,553.5 |
23.7 |
1.5% |
1,515.3 |
Close |
1,555.7 |
1,560.1 |
4.4 |
0.3% |
1,560.1 |
Range |
29.2 |
12.3 |
-16.9 |
-57.9% |
50.5 |
ATR |
17.4 |
17.0 |
-0.4 |
-2.1% |
0.0 |
Volume |
37,535 |
40,149 |
2,614 |
7.0% |
157,044 |
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.7 |
1,590.7 |
1,566.9 |
|
R3 |
1,584.4 |
1,578.4 |
1,563.5 |
|
R2 |
1,572.1 |
1,572.1 |
1,562.4 |
|
R1 |
1,566.1 |
1,566.1 |
1,561.2 |
1,569.1 |
PP |
1,559.8 |
1,559.8 |
1,559.8 |
1,561.3 |
S1 |
1,553.8 |
1,553.8 |
1,559.0 |
1,556.8 |
S2 |
1,547.5 |
1,547.5 |
1,557.8 |
|
S3 |
1,535.2 |
1,541.5 |
1,556.7 |
|
S4 |
1,522.9 |
1,529.2 |
1,553.3 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.6 |
1,679.8 |
1,587.9 |
|
R3 |
1,648.1 |
1,629.3 |
1,574.0 |
|
R2 |
1,597.6 |
1,597.6 |
1,569.4 |
|
R1 |
1,578.8 |
1,578.8 |
1,564.7 |
1,588.2 |
PP |
1,547.1 |
1,547.1 |
1,547.1 |
1,551.8 |
S1 |
1,528.3 |
1,528.3 |
1,555.5 |
1,537.7 |
S2 |
1,496.6 |
1,496.6 |
1,550.8 |
|
S3 |
1,446.1 |
1,477.8 |
1,546.2 |
|
S4 |
1,395.6 |
1,427.3 |
1,532.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,565.8 |
1,515.3 |
50.5 |
3.2% |
18.0 |
1.2% |
89% |
True |
False |
31,408 |
10 |
1,565.8 |
1,504.5 |
61.3 |
3.9% |
16.5 |
1.1% |
91% |
True |
False |
31,995 |
20 |
1,565.8 |
1,492.2 |
73.6 |
4.7% |
17.7 |
1.1% |
92% |
True |
False |
35,782 |
40 |
1,565.8 |
1,492.2 |
73.6 |
4.7% |
15.8 |
1.0% |
92% |
True |
False |
41,016 |
60 |
1,565.8 |
1,485.2 |
80.6 |
5.2% |
13.3 |
0.9% |
93% |
True |
False |
27,916 |
80 |
1,565.8 |
1,436.7 |
129.1 |
8.3% |
11.5 |
0.7% |
96% |
True |
False |
21,019 |
100 |
1,565.8 |
1,388.4 |
177.4 |
11.4% |
10.4 |
0.7% |
97% |
True |
False |
16,826 |
120 |
1,565.8 |
1,388.4 |
177.4 |
11.4% |
9.2 |
0.6% |
97% |
True |
False |
14,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,618.1 |
2.618 |
1,598.0 |
1.618 |
1,585.7 |
1.000 |
1,578.1 |
0.618 |
1,573.4 |
HIGH |
1,565.8 |
0.618 |
1,561.1 |
0.500 |
1,559.7 |
0.382 |
1,558.2 |
LOW |
1,553.5 |
0.618 |
1,545.9 |
1.000 |
1,541.2 |
1.618 |
1,533.6 |
2.618 |
1,521.3 |
4.250 |
1,501.2 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,560.0 |
1,553.6 |
PP |
1,559.8 |
1,547.1 |
S1 |
1,559.7 |
1,540.6 |
|