Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,500.40 |
13,579.33 |
78.93 |
0.6% |
13,409.60 |
High |
13,590.95 |
13,869.94 |
278.99 |
2.1% |
13,633.63 |
Low |
13,474.79 |
13,579.17 |
104.38 |
0.8% |
13,409.52 |
Close |
13,577.87 |
13,861.73 |
283.86 |
2.1% |
13,611.68 |
Range |
116.16 |
290.77 |
174.61 |
150.3% |
224.11 |
ATR |
123.50 |
135.54 |
12.04 |
9.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,642.59 |
14,542.93 |
14,021.65 |
|
R3 |
14,351.82 |
14,252.16 |
13,941.69 |
|
R2 |
14,061.05 |
14,061.05 |
13,915.04 |
|
R1 |
13,961.39 |
13,961.39 |
13,888.38 |
14,011.22 |
PP |
13,770.28 |
13,770.28 |
13,770.28 |
13,795.20 |
S1 |
13,670.62 |
13,670.62 |
13,835.08 |
13,720.45 |
S2 |
13,479.51 |
13,479.51 |
13,808.42 |
|
S3 |
13,188.74 |
13,379.85 |
13,781.77 |
|
S4 |
12,897.97 |
13,089.08 |
13,701.81 |
|
|
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 |
13,869.94 |
13,474.79 |
395.15 |
2.9% |
143.43 |
1.0% |
98% |
True |
False |
|
10 |
13,869.94 |
13,314.00 |
555.94 |
4.0% |
129.18 |
0.9% |
99% |
True |
False |
|
20 |
13,869.94 |
13,259.86 |
610.08 |
4.4% |
135.41 |
1.0% |
99% |
True |
False |
|
40 |
13,869.94 |
13,251.53 |
618.41 |
4.5% |
127.05 |
0.9% |
99% |
True |
False |
|
60 |
13,869.94 |
12,728.99 |
1,140.95 |
8.2% |
117.44 |
0.8% |
99% |
True |
False |
|
80 |
13,869.94 |
12,213.11 |
1,656.83 |
12.0% |
113.43 |
0.8% |
100% |
True |
False |
|
100 |
13,869.94 |
11,939.61 |
1,930.33 |
13.9% |
120.50 |
0.9% |
100% |
True |
False |
|
120 |
13,869.94 |
11,939.61 |
1,930.33 |
13.9% |
114.58 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,105.71 |
2.618 |
14,631.18 |
1.618 |
14,340.41 |
1.000 |
14,160.71 |
0.618 |
14,049.64 |
HIGH |
13,869.94 |
0.618 |
13,758.87 |
0.500 |
13,724.56 |
0.382 |
13,690.24 |
LOW |
13,579.17 |
0.618 |
13,399.47 |
1.000 |
13,288.40 |
1.618 |
13,108.70 |
2.618 |
12,817.93 |
4.250 |
12,343.40 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,816.01 |
13,798.61 |
PP |
13,770.28 |
13,735.49 |
S1 |
13,724.56 |
13,672.37 |
|