Trading Metrics calculated at close of trading on 10-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,612.66 |
13,648.59 |
35.93 |
0.3% |
13,409.60 |
High |
13,670.46 |
13,649.24 |
-21.22 |
-0.2% |
13,633.63 |
Low |
13,609.00 |
13,496.17 |
-112.83 |
-0.8% |
13,409.52 |
Close |
13,649.97 |
13,501.70 |
-148.27 |
-1.1% |
13,611.68 |
Range |
61.46 |
153.07 |
91.61 |
149.1% |
224.11 |
ATR |
121.78 |
124.07 |
2.29 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,008.25 |
13,908.04 |
13,585.89 |
|
R3 |
13,855.18 |
13,754.97 |
13,543.79 |
|
R2 |
13,702.11 |
13,702.11 |
13,529.76 |
|
R1 |
13,601.90 |
13,601.90 |
13,515.73 |
13,575.47 |
PP |
13,549.04 |
13,549.04 |
13,549.04 |
13,535.82 |
S1 |
13,448.83 |
13,448.83 |
13,487.67 |
13,422.40 |
S2 |
13,395.97 |
13,395.97 |
13,473.64 |
|
S3 |
13,242.90 |
13,295.76 |
13,459.61 |
|
S4 |
13,089.83 |
13,142.69 |
13,417.51 |
|
|
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 |
13,496.17 |
174.29 |
1.3% |
87.39 |
0.6% |
3% |
False |
True |
|
10 |
13,670.46 |
13,259.86 |
410.60 |
3.0% |
120.18 |
0.9% |
59% |
False |
False |
|
20 |
13,688.66 |
13,259.86 |
428.80 |
3.2% |
132.68 |
1.0% |
56% |
False |
False |
|
40 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
122.60 |
0.9% |
57% |
False |
False |
|
60 |
13,692.00 |
12,611.31 |
1,080.69 |
8.0% |
114.03 |
0.8% |
82% |
False |
False |
|
80 |
13,692.00 |
12,082.13 |
1,609.87 |
11.9% |
111.25 |
0.8% |
88% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
117.18 |
0.9% |
89% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
112.25 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,299.79 |
2.618 |
14,049.98 |
1.618 |
13,896.91 |
1.000 |
13,802.31 |
0.618 |
13,743.84 |
HIGH |
13,649.24 |
0.618 |
13,590.77 |
0.500 |
13,572.71 |
0.382 |
13,554.64 |
LOW |
13,496.17 |
0.618 |
13,401.57 |
1.000 |
13,343.10 |
1.618 |
13,248.50 |
2.618 |
13,095.43 |
4.250 |
12,845.62 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,572.71 |
13,583.32 |
PP |
13,549.04 |
13,556.11 |
S1 |
13,525.37 |
13,528.91 |
|