Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
6,305.0 |
6,346.0 |
41.0 |
0.7% |
6,287.0 |
High |
6,349.0 |
6,370.0 |
21.0 |
0.3% |
6,393.0 |
Low |
6,298.0 |
6,324.0 |
26.0 |
0.4% |
6,277.0 |
Close |
6,326.0 |
6,365.0 |
39.0 |
0.6% |
6,361.0 |
Range |
51.0 |
46.0 |
-5.0 |
-9.8% |
116.0 |
ATR |
65.4 |
64.1 |
-1.4 |
-2.1% |
0.0 |
Volume |
20,095 |
16,657 |
-3,438 |
-17.1% |
87,141 |
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,491.0 |
6,474.0 |
6,390.3 |
|
R3 |
6,445.0 |
6,428.0 |
6,377.7 |
|
R2 |
6,399.0 |
6,399.0 |
6,373.4 |
|
R1 |
6,382.0 |
6,382.0 |
6,369.2 |
6,390.5 |
PP |
6,353.0 |
6,353.0 |
6,353.0 |
6,357.3 |
S1 |
6,336.0 |
6,336.0 |
6,360.8 |
6,344.5 |
S2 |
6,307.0 |
6,307.0 |
6,356.6 |
|
S3 |
6,261.0 |
6,290.0 |
6,352.4 |
|
S4 |
6,215.0 |
6,244.0 |
6,339.7 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,691.7 |
6,642.3 |
6,424.8 |
|
R3 |
6,575.7 |
6,526.3 |
6,392.9 |
|
R2 |
6,459.7 |
6,459.7 |
6,382.3 |
|
R1 |
6,410.3 |
6,410.3 |
6,371.6 |
6,435.0 |
PP |
6,343.7 |
6,343.7 |
6,343.7 |
6,356.0 |
S1 |
6,294.3 |
6,294.3 |
6,350.4 |
6,319.0 |
S2 |
6,227.7 |
6,227.7 |
6,339.7 |
|
S3 |
6,111.7 |
6,178.3 |
6,329.1 |
|
S4 |
5,995.7 |
6,062.3 |
6,297.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,421.0 |
6,298.0 |
123.0 |
1.9% |
48.2 |
0.8% |
54% |
False |
False |
16,369 |
10 |
6,421.0 |
6,241.0 |
180.0 |
2.8% |
52.9 |
0.8% |
69% |
False |
False |
18,158 |
20 |
6,426.0 |
6,184.0 |
242.0 |
3.8% |
54.6 |
0.9% |
75% |
False |
False |
30,834 |
40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
48.0 |
0.8% |
73% |
False |
False |
16,119 |
60 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
38.4 |
0.6% |
76% |
False |
False |
10,779 |
80 |
6,434.0 |
5,902.0 |
532.0 |
8.4% |
33.5 |
0.5% |
87% |
False |
False |
8,104 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
29.8 |
0.5% |
91% |
False |
False |
6,509 |
120 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
25.8 |
0.4% |
91% |
False |
False |
5,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,565.5 |
2.618 |
6,490.4 |
1.618 |
6,444.4 |
1.000 |
6,416.0 |
0.618 |
6,398.4 |
HIGH |
6,370.0 |
0.618 |
6,352.4 |
0.500 |
6,347.0 |
0.382 |
6,341.6 |
LOW |
6,324.0 |
0.618 |
6,295.6 |
1.000 |
6,278.0 |
1.618 |
6,249.6 |
2.618 |
6,203.6 |
4.250 |
6,128.5 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
6,359.0 |
6,362.5 |
PP |
6,353.0 |
6,360.0 |
S1 |
6,347.0 |
6,357.5 |
|