Trading Metrics calculated at close of trading on 06-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,576.24 |
13,559.01 |
-17.23 |
-0.1% |
13,409.60 |
High |
13,580.06 |
13,633.63 |
53.57 |
0.4% |
13,633.63 |
Low |
13,513.49 |
13,537.95 |
24.46 |
0.2% |
13,409.52 |
Close |
13,565.84 |
13,611.68 |
45.84 |
0.3% |
13,611.68 |
Range |
66.57 |
95.68 |
29.11 |
43.7% |
224.11 |
ATR |
128.78 |
126.42 |
-2.36 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,881.46 |
13,842.25 |
13,664.30 |
|
R3 |
13,785.78 |
13,746.57 |
13,637.99 |
|
R2 |
13,690.10 |
13,690.10 |
13,629.22 |
|
R1 |
13,650.89 |
13,650.89 |
13,620.45 |
13,670.50 |
PP |
13,594.42 |
13,594.42 |
13,594.42 |
13,604.22 |
S1 |
13,555.21 |
13,555.21 |
13,602.91 |
13,574.82 |
S2 |
13,498.74 |
13,498.74 |
13,594.14 |
|
S3 |
13,403.06 |
13,459.53 |
13,585.37 |
|
S4 |
13,307.38 |
13,363.85 |
13,559.06 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,223.94 |
14,141.92 |
13,734.94 |
|
R3 |
13,999.83 |
13,917.81 |
13,673.31 |
|
R2 |
13,775.72 |
13,775.72 |
13,652.77 |
|
R1 |
13,693.70 |
13,693.70 |
13,632.22 |
13,734.71 |
PP |
13,551.61 |
13,551.61 |
13,551.61 |
13,572.12 |
S1 |
13,469.59 |
13,469.59 |
13,591.14 |
13,510.60 |
S2 |
13,327.50 |
13,327.50 |
13,570.59 |
|
S3 |
13,103.39 |
13,245.48 |
13,550.05 |
|
S4 |
12,879.28 |
13,021.37 |
13,488.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,633.63 |
13,314.00 |
319.63 |
2.3% |
112.26 |
0.8% |
93% |
True |
False |
|
10 |
13,633.63 |
13,259.86 |
373.77 |
2.7% |
136.17 |
1.0% |
94% |
True |
False |
|
20 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
135.76 |
1.0% |
82% |
False |
False |
|
40 |
13,692.00 |
13,210.90 |
481.10 |
3.5% |
123.98 |
0.9% |
83% |
False |
False |
|
60 |
13,692.00 |
12,428.22 |
1,263.78 |
9.3% |
114.02 |
0.8% |
94% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
112.14 |
0.8% |
95% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
117.21 |
0.9% |
95% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
111.38 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,040.27 |
2.618 |
13,884.12 |
1.618 |
13,788.44 |
1.000 |
13,729.31 |
0.618 |
13,692.76 |
HIGH |
13,633.63 |
0.618 |
13,597.08 |
0.500 |
13,585.79 |
0.382 |
13,574.50 |
LOW |
13,537.95 |
0.618 |
13,478.82 |
1.000 |
13,442.27 |
1.618 |
13,383.14 |
2.618 |
13,287.46 |
4.250 |
13,131.31 |
|
|
Fisher Pivots for day following 06-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,603.05 |
13,598.97 |
PP |
13,594.42 |
13,586.27 |
S1 |
13,585.79 |
13,573.56 |
|