Trading Metrics calculated at close of trading on 11-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,648.59 |
13,500.40 |
-148.19 |
-1.1% |
13,409.60 |
High |
13,649.24 |
13,590.95 |
-58.29 |
-0.4% |
13,633.63 |
Low |
13,496.17 |
13,474.79 |
-21.38 |
-0.2% |
13,409.52 |
Close |
13,501.70 |
13,577.87 |
76.17 |
0.6% |
13,611.68 |
Range |
153.07 |
116.16 |
-36.91 |
-24.1% |
224.11 |
ATR |
124.07 |
123.50 |
-0.56 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,896.35 |
13,853.27 |
13,641.76 |
|
R3 |
13,780.19 |
13,737.11 |
13,609.81 |
|
R2 |
13,664.03 |
13,664.03 |
13,599.17 |
|
R1 |
13,620.95 |
13,620.95 |
13,588.52 |
13,642.49 |
PP |
13,547.87 |
13,547.87 |
13,547.87 |
13,558.64 |
S1 |
13,504.79 |
13,504.79 |
13,567.22 |
13,526.33 |
S2 |
13,431.71 |
13,431.71 |
13,556.57 |
|
S3 |
13,315.55 |
13,388.63 |
13,545.93 |
|
S4 |
13,199.39 |
13,272.47 |
13,513.98 |
|
|
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 |
13,474.79 |
195.67 |
1.4% |
98.59 |
0.7% |
53% |
False |
True |
|
10 |
13,670.46 |
13,259.86 |
410.60 |
3.0% |
117.42 |
0.9% |
77% |
False |
False |
|
20 |
13,688.66 |
13,259.86 |
428.80 |
3.2% |
130.74 |
1.0% |
74% |
False |
False |
|
40 |
13,692.00 |
13,251.53 |
440.47 |
3.2% |
123.34 |
0.9% |
74% |
False |
False |
|
60 |
13,692.00 |
12,707.45 |
984.55 |
7.3% |
113.97 |
0.8% |
88% |
False |
False |
|
80 |
13,692.00 |
12,110.41 |
1,581.59 |
11.6% |
111.35 |
0.8% |
93% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
117.84 |
0.9% |
93% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
112.68 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,084.63 |
2.618 |
13,895.06 |
1.618 |
13,778.90 |
1.000 |
13,707.11 |
0.618 |
13,662.74 |
HIGH |
13,590.95 |
0.618 |
13,546.58 |
0.500 |
13,532.87 |
0.382 |
13,519.16 |
LOW |
13,474.79 |
0.618 |
13,403.00 |
1.000 |
13,358.63 |
1.618 |
13,286.84 |
2.618 |
13,170.68 |
4.250 |
12,981.11 |
|
|
Fisher Pivots for day following 11-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,562.87 |
13,576.12 |
PP |
13,547.87 |
13,574.37 |
S1 |
13,532.87 |
13,572.63 |
|