Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,579.33 |
13,859.86 |
280.53 |
2.1% |
13,612.66 |
High |
13,869.94 |
13,932.29 |
62.35 |
0.4% |
13,932.29 |
Low |
13,579.17 |
13,845.88 |
266.71 |
2.0% |
13,474.79 |
Close |
13,861.73 |
13,907.25 |
45.52 |
0.3% |
13,907.25 |
Range |
290.77 |
86.41 |
-204.36 |
-70.3% |
457.50 |
ATR |
135.54 |
132.03 |
-3.51 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,154.37 |
14,117.22 |
13,954.78 |
|
R3 |
14,067.96 |
14,030.81 |
13,931.01 |
|
R2 |
13,981.55 |
13,981.55 |
13,923.09 |
|
R1 |
13,944.40 |
13,944.40 |
13,915.17 |
13,962.98 |
PP |
13,895.14 |
13,895.14 |
13,895.14 |
13,904.43 |
S1 |
13,857.99 |
13,857.99 |
13,899.33 |
13,876.57 |
S2 |
13,808.73 |
13,808.73 |
13,891.41 |
|
S3 |
13,722.32 |
13,771.58 |
13,883.49 |
|
S4 |
13,635.91 |
13,685.17 |
13,859.72 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,143.94 |
14,983.10 |
14,158.88 |
|
R3 |
14,686.44 |
14,525.60 |
14,033.06 |
|
R2 |
14,228.94 |
14,228.94 |
13,991.13 |
|
R1 |
14,068.10 |
14,068.10 |
13,949.19 |
14,148.52 |
PP |
13,771.44 |
13,771.44 |
13,771.44 |
13,811.66 |
S1 |
13,610.60 |
13,610.60 |
13,865.31 |
13,691.02 |
S2 |
13,313.94 |
13,313.94 |
13,823.38 |
|
S3 |
12,856.44 |
13,153.10 |
13,781.44 |
|
S4 |
12,398.94 |
12,695.60 |
13,655.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,932.29 |
13,474.79 |
457.50 |
3.3% |
141.57 |
1.0% |
95% |
True |
False |
|
10 |
13,932.29 |
13,314.00 |
618.29 |
4.4% |
126.92 |
0.9% |
96% |
True |
False |
|
20 |
13,932.29 |
13,259.86 |
672.43 |
4.8% |
134.61 |
1.0% |
96% |
True |
False |
|
40 |
13,932.29 |
13,251.53 |
680.76 |
4.9% |
126.07 |
0.9% |
96% |
True |
False |
|
60 |
13,932.29 |
12,734.92 |
1,197.37 |
8.6% |
117.05 |
0.8% |
98% |
True |
False |
|
80 |
13,932.29 |
12,242.60 |
1,689.69 |
12.1% |
113.50 |
0.8% |
99% |
True |
False |
|
100 |
13,932.29 |
11,939.61 |
1,992.68 |
14.3% |
120.45 |
0.9% |
99% |
True |
False |
|
120 |
13,932.29 |
11,939.61 |
1,992.68 |
14.3% |
114.28 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,299.53 |
2.618 |
14,158.51 |
1.618 |
14,072.10 |
1.000 |
14,018.70 |
0.618 |
13,985.69 |
HIGH |
13,932.29 |
0.618 |
13,899.28 |
0.500 |
13,889.09 |
0.382 |
13,878.89 |
LOW |
13,845.88 |
0.618 |
13,792.48 |
1.000 |
13,759.47 |
1.618 |
13,706.07 |
2.618 |
13,619.66 |
4.250 |
13,478.64 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,901.20 |
13,839.35 |
PP |
13,895.14 |
13,771.44 |
S1 |
13,889.09 |
13,703.54 |
|