Trading Metrics calculated at close of trading on 03-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,409.60 |
13,531.53 |
121.93 |
0.9% |
13,360.09 |
High |
13,537.87 |
13,591.69 |
53.82 |
0.4% |
13,524.54 |
Low |
13,409.52 |
13,531.53 |
122.01 |
0.9% |
13,259.86 |
Close |
13,535.43 |
13,577.30 |
41.87 |
0.3% |
13,408.62 |
Range |
128.35 |
60.16 |
-68.19 |
-53.1% |
264.68 |
ATR |
139.22 |
133.57 |
-5.65 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,747.32 |
13,722.47 |
13,610.39 |
|
R3 |
13,687.16 |
13,662.31 |
13,593.84 |
|
R2 |
13,627.00 |
13,627.00 |
13,588.33 |
|
R1 |
13,602.15 |
13,602.15 |
13,582.81 |
13,614.58 |
PP |
13,566.84 |
13,566.84 |
13,566.84 |
13,573.05 |
S1 |
13,541.99 |
13,541.99 |
13,571.79 |
13,554.42 |
S2 |
13,506.68 |
13,506.68 |
13,566.27 |
|
S3 |
13,446.52 |
13,481.83 |
13,560.76 |
|
S4 |
13,386.36 |
13,421.67 |
13,544.21 |
|
|
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 |
13,591.69 |
13,259.86 |
331.83 |
2.4% |
136.24 |
1.0% |
96% |
True |
False |
|
10 |
13,674.36 |
13,259.86 |
414.50 |
3.1% |
155.59 |
1.1% |
77% |
False |
False |
|
20 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
146.36 |
1.1% |
75% |
False |
False |
|
40 |
13,692.00 |
13,210.90 |
481.10 |
3.5% |
124.12 |
0.9% |
76% |
False |
False |
|
60 |
13,692.00 |
12,428.22 |
1,263.78 |
9.3% |
114.04 |
0.8% |
91% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
114.36 |
0.8% |
93% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
117.61 |
0.9% |
93% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
111.47 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,847.37 |
2.618 |
13,749.19 |
1.618 |
13,689.03 |
1.000 |
13,651.85 |
0.618 |
13,628.87 |
HIGH |
13,591.69 |
0.618 |
13,568.71 |
0.500 |
13,561.61 |
0.382 |
13,554.51 |
LOW |
13,531.53 |
0.618 |
13,494.35 |
1.000 |
13,471.37 |
1.618 |
13,434.19 |
2.618 |
13,374.03 |
4.250 |
13,275.85 |
|
|
Fisher Pivots for day following 03-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,572.07 |
13,535.82 |
PP |
13,566.84 |
13,494.33 |
S1 |
13,561.61 |
13,452.85 |
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