Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,555.3 |
1,560.1 |
4.8 |
0.3% |
1,542.3 |
High |
1,565.8 |
1,566.3 |
0.5 |
0.0% |
1,565.8 |
Low |
1,553.5 |
1,556.7 |
3.2 |
0.2% |
1,515.3 |
Close |
1,560.1 |
1,559.7 |
-0.4 |
0.0% |
1,560.1 |
Range |
12.3 |
9.6 |
-2.7 |
-22.0% |
50.5 |
ATR |
17.0 |
16.5 |
-0.5 |
-3.1% |
0.0 |
Volume |
40,149 |
26,054 |
-14,095 |
-35.1% |
157,044 |
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.7 |
1,584.3 |
1,565.0 |
|
R3 |
1,580.1 |
1,574.7 |
1,562.3 |
|
R2 |
1,570.5 |
1,570.5 |
1,561.5 |
|
R1 |
1,565.1 |
1,565.1 |
1,560.6 |
1,563.0 |
PP |
1,560.9 |
1,560.9 |
1,560.9 |
1,559.9 |
S1 |
1,555.5 |
1,555.5 |
1,558.8 |
1,553.4 |
S2 |
1,551.3 |
1,551.3 |
1,557.9 |
|
S3 |
1,541.7 |
1,545.9 |
1,557.1 |
|
S4 |
1,532.1 |
1,536.3 |
1,554.4 |
|
|
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 |
1,566.3 |
1,515.3 |
51.0 |
3.3% |
18.4 |
1.2% |
87% |
True |
False |
31,463 |
10 |
1,566.3 |
1,514.5 |
51.8 |
3.3% |
14.9 |
1.0% |
87% |
True |
False |
31,590 |
20 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
17.4 |
1.1% |
91% |
True |
False |
33,473 |
40 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
15.8 |
1.0% |
91% |
True |
False |
41,564 |
60 |
1,566.3 |
1,492.2 |
74.1 |
4.8% |
13.3 |
0.9% |
91% |
True |
False |
28,350 |
80 |
1,566.3 |
1,436.7 |
129.6 |
8.3% |
11.6 |
0.7% |
95% |
True |
False |
21,343 |
100 |
1,566.3 |
1,388.4 |
177.9 |
11.4% |
10.5 |
0.7% |
96% |
True |
False |
17,086 |
120 |
1,566.3 |
1,388.4 |
177.9 |
11.4% |
9.2 |
0.6% |
96% |
True |
False |
14,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.1 |
2.618 |
1,591.4 |
1.618 |
1,581.8 |
1.000 |
1,575.9 |
0.618 |
1,572.2 |
HIGH |
1,566.3 |
0.618 |
1,562.6 |
0.500 |
1,561.5 |
0.382 |
1,560.4 |
LOW |
1,556.7 |
0.618 |
1,550.8 |
1.000 |
1,547.1 |
1.618 |
1,541.2 |
2.618 |
1,531.6 |
4.250 |
1,515.9 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1,561.5 |
1,555.8 |
PP |
1,560.9 |
1,551.9 |
S1 |
1,560.3 |
1,548.1 |
|