Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,422.61 |
13,409.60 |
-13.01 |
-0.1% |
13,360.09 |
High |
13,524.54 |
13,537.87 |
13.33 |
0.1% |
13,524.54 |
Low |
13,314.00 |
13,409.52 |
95.52 |
0.7% |
13,259.86 |
Close |
13,408.62 |
13,535.43 |
126.81 |
0.9% |
13,408.62 |
Range |
210.54 |
128.35 |
-82.19 |
-39.0% |
264.68 |
ATR |
139.98 |
139.22 |
-0.77 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,879.32 |
13,835.73 |
13,606.02 |
|
R3 |
13,750.97 |
13,707.38 |
13,570.73 |
|
R2 |
13,622.62 |
13,622.62 |
13,558.96 |
|
R1 |
13,579.03 |
13,579.03 |
13,547.20 |
13,600.83 |
PP |
13,494.27 |
13,494.27 |
13,494.27 |
13,505.17 |
S1 |
13,450.68 |
13,450.68 |
13,523.66 |
13,472.48 |
S2 |
13,365.92 |
13,365.92 |
13,511.90 |
|
S3 |
13,237.57 |
13,322.33 |
13,500.13 |
|
S4 |
13,109.22 |
13,193.98 |
13,464.84 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,191.71 |
14,064.85 |
13,554.19 |
|
R3 |
13,927.03 |
13,800.17 |
13,481.41 |
|
R2 |
13,662.35 |
13,662.35 |
13,457.14 |
|
R1 |
13,535.49 |
13,535.49 |
13,432.88 |
13,598.92 |
PP |
13,397.67 |
13,397.67 |
13,397.67 |
13,429.39 |
S1 |
13,270.81 |
13,270.81 |
13,384.36 |
13,334.24 |
S2 |
13,132.99 |
13,132.99 |
13,360.10 |
|
S3 |
12,868.31 |
13,006.13 |
13,335.83 |
|
S4 |
12,603.63 |
12,741.45 |
13,263.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,537.87 |
13,259.86 |
278.01 |
2.1% |
152.97 |
1.1% |
99% |
True |
False |
|
10 |
13,674.36 |
13,259.86 |
414.50 |
3.1% |
157.07 |
1.2% |
66% |
False |
False |
|
20 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
149.47 |
1.1% |
65% |
False |
False |
|
40 |
13,692.00 |
13,210.90 |
481.10 |
3.6% |
124.04 |
0.9% |
67% |
False |
False |
|
60 |
13,692.00 |
12,428.22 |
1,263.78 |
9.3% |
113.68 |
0.8% |
88% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
114.88 |
0.8% |
91% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
117.91 |
0.9% |
91% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
111.76 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,083.36 |
2.618 |
13,873.89 |
1.618 |
13,745.54 |
1.000 |
13,666.22 |
0.618 |
13,617.19 |
HIGH |
13,537.87 |
0.618 |
13,488.84 |
0.500 |
13,473.70 |
0.382 |
13,458.55 |
LOW |
13,409.52 |
0.618 |
13,330.20 |
1.000 |
13,281.17 |
1.618 |
13,201.85 |
2.618 |
13,073.50 |
4.250 |
12,864.03 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,514.85 |
13,498.93 |
PP |
13,494.27 |
13,462.43 |
S1 |
13,473.70 |
13,425.94 |
|