Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,559.01 |
13,612.66 |
53.65 |
0.4% |
13,409.60 |
High |
13,633.63 |
13,670.46 |
36.83 |
0.3% |
13,633.63 |
Low |
13,537.95 |
13,609.00 |
71.05 |
0.5% |
13,409.52 |
Close |
13,611.68 |
13,649.97 |
38.29 |
0.3% |
13,611.68 |
Range |
95.68 |
61.46 |
-34.22 |
-35.8% |
224.11 |
ATR |
126.42 |
121.78 |
-4.64 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,827.52 |
13,800.21 |
13,683.77 |
|
R3 |
13,766.06 |
13,738.75 |
13,666.87 |
|
R2 |
13,704.60 |
13,704.60 |
13,661.24 |
|
R1 |
13,677.29 |
13,677.29 |
13,655.60 |
13,690.95 |
PP |
13,643.14 |
13,643.14 |
13,643.14 |
13,649.97 |
S1 |
13,615.83 |
13,615.83 |
13,644.34 |
13,629.49 |
S2 |
13,581.68 |
13,581.68 |
13,638.70 |
|
S3 |
13,520.22 |
13,554.37 |
13,633.07 |
|
S4 |
13,458.76 |
13,492.91 |
13,616.17 |
|
|
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 |
13,670.46 |
13,409.52 |
260.94 |
1.9% |
82.44 |
0.6% |
92% |
True |
False |
|
10 |
13,670.46 |
13,259.86 |
410.60 |
3.0% |
123.77 |
0.9% |
95% |
True |
False |
|
20 |
13,688.66 |
13,259.86 |
428.80 |
3.1% |
129.85 |
1.0% |
91% |
False |
False |
|
40 |
13,692.00 |
13,212.04 |
479.96 |
3.5% |
121.81 |
0.9% |
91% |
False |
False |
|
60 |
13,692.00 |
12,530.21 |
1,161.79 |
8.5% |
112.90 |
0.8% |
96% |
False |
False |
|
80 |
13,692.00 |
12,082.13 |
1,609.87 |
11.8% |
110.37 |
0.8% |
97% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
116.74 |
0.9% |
98% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
111.50 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,931.67 |
2.618 |
13,831.36 |
1.618 |
13,769.90 |
1.000 |
13,731.92 |
0.618 |
13,708.44 |
HIGH |
13,670.46 |
0.618 |
13,646.98 |
0.500 |
13,639.73 |
0.382 |
13,632.48 |
LOW |
13,609.00 |
0.618 |
13,571.02 |
1.000 |
13,547.54 |
1.618 |
13,509.56 |
2.618 |
13,448.10 |
4.250 |
13,347.80 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,646.56 |
13,630.64 |
PP |
13,643.14 |
13,611.31 |
S1 |
13,639.73 |
13,591.98 |
|