Trading Metrics calculated at close of trading on 05-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,531.53 |
13,576.24 |
44.71 |
0.3% |
13,360.09 |
High |
13,591.69 |
13,580.06 |
-11.63 |
-0.1% |
13,524.54 |
Low |
13,531.53 |
13,513.49 |
-18.04 |
-0.1% |
13,259.86 |
Close |
13,577.30 |
13,565.84 |
-11.46 |
-0.1% |
13,408.62 |
Range |
60.16 |
66.57 |
6.41 |
10.7% |
264.68 |
ATR |
133.57 |
128.78 |
-4.79 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,752.84 |
13,725.91 |
13,602.45 |
|
R3 |
13,686.27 |
13,659.34 |
13,584.15 |
|
R2 |
13,619.70 |
13,619.70 |
13,578.04 |
|
R1 |
13,592.77 |
13,592.77 |
13,571.94 |
13,572.95 |
PP |
13,553.13 |
13,553.13 |
13,553.13 |
13,543.22 |
S1 |
13,526.20 |
13,526.20 |
13,559.74 |
13,506.38 |
S2 |
13,486.56 |
13,486.56 |
13,553.64 |
|
S3 |
13,419.99 |
13,459.63 |
13,547.53 |
|
S4 |
13,353.42 |
13,393.06 |
13,529.23 |
|
|
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 |
13,314.00 |
277.69 |
2.0% |
114.93 |
0.8% |
91% |
False |
False |
|
10 |
13,591.69 |
13,259.86 |
331.83 |
2.4% |
143.13 |
1.1% |
92% |
False |
False |
|
20 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
142.00 |
1.0% |
72% |
False |
False |
|
40 |
13,692.00 |
13,210.90 |
481.10 |
3.5% |
123.86 |
0.9% |
74% |
False |
False |
|
60 |
13,692.00 |
12,428.22 |
1,263.78 |
9.3% |
114.50 |
0.8% |
90% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
113.90 |
0.8% |
93% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
116.97 |
0.9% |
93% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
111.17 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,862.98 |
2.618 |
13,754.34 |
1.618 |
13,687.77 |
1.000 |
13,646.63 |
0.618 |
13,621.20 |
HIGH |
13,580.06 |
0.618 |
13,554.63 |
0.500 |
13,546.78 |
0.382 |
13,538.92 |
LOW |
13,513.49 |
0.618 |
13,472.35 |
1.000 |
13,446.92 |
1.618 |
13,405.78 |
2.618 |
13,339.21 |
4.250 |
13,230.57 |
|
|
Fisher Pivots for day following 05-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,559.49 |
13,544.10 |
PP |
13,553.13 |
13,522.35 |
S1 |
13,546.78 |
13,500.61 |
|