Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,859.86 |
13,907.09 |
47.23 |
0.3% |
13,612.66 |
High |
13,932.29 |
13,989.11 |
56.82 |
0.4% |
13,932.29 |
Low |
13,845.88 |
13,894.98 |
49.10 |
0.4% |
13,474.79 |
Close |
13,907.25 |
13,950.98 |
43.73 |
0.3% |
13,907.25 |
Range |
86.41 |
94.13 |
7.72 |
8.9% |
457.50 |
ATR |
132.03 |
129.32 |
-2.71 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,227.41 |
14,183.33 |
14,002.75 |
|
R3 |
14,133.28 |
14,089.20 |
13,976.87 |
|
R2 |
14,039.15 |
14,039.15 |
13,968.24 |
|
R1 |
13,995.07 |
13,995.07 |
13,959.61 |
14,017.11 |
PP |
13,945.02 |
13,945.02 |
13,945.02 |
13,956.05 |
S1 |
13,900.94 |
13,900.94 |
13,942.35 |
13,922.98 |
S2 |
13,850.89 |
13,850.89 |
13,933.72 |
|
S3 |
13,756.76 |
13,806.81 |
13,925.09 |
|
S4 |
13,662.63 |
13,712.68 |
13,899.21 |
|
|
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 |
13,989.11 |
13,474.79 |
514.32 |
3.7% |
148.11 |
1.1% |
93% |
True |
False |
|
10 |
13,989.11 |
13,409.52 |
579.59 |
4.2% |
115.28 |
0.8% |
93% |
True |
False |
|
20 |
13,989.11 |
13,259.86 |
729.25 |
5.2% |
132.71 |
1.0% |
95% |
True |
False |
|
40 |
13,989.11 |
13,251.53 |
737.58 |
5.3% |
126.70 |
0.9% |
95% |
True |
False |
|
60 |
13,989.11 |
12,810.17 |
1,178.94 |
8.5% |
117.03 |
0.8% |
97% |
True |
False |
|
80 |
13,989.11 |
12,242.60 |
1,746.51 |
12.5% |
111.97 |
0.8% |
98% |
True |
False |
|
100 |
13,989.11 |
11,939.61 |
2,049.50 |
14.7% |
120.63 |
0.9% |
98% |
True |
False |
|
120 |
13,989.11 |
11,939.61 |
2,049.50 |
14.7% |
114.35 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,389.16 |
2.618 |
14,235.54 |
1.618 |
14,141.41 |
1.000 |
14,083.24 |
0.618 |
14,047.28 |
HIGH |
13,989.11 |
0.618 |
13,953.15 |
0.500 |
13,942.05 |
0.382 |
13,930.94 |
LOW |
13,894.98 |
0.618 |
13,836.81 |
1.000 |
13,800.85 |
1.618 |
13,742.68 |
2.618 |
13,648.55 |
4.250 |
13,494.93 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,948.00 |
13,895.37 |
PP |
13,945.02 |
13,839.75 |
S1 |
13,942.05 |
13,784.14 |
|