Trading Metrics calculated at close of trading on 17-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,907.09 |
13,951.96 |
44.87 |
0.3% |
13,612.66 |
High |
13,989.11 |
14,021.95 |
32.84 |
0.2% |
13,932.29 |
Low |
13,894.98 |
13,942.85 |
47.87 |
0.3% |
13,474.79 |
Close |
13,950.98 |
13,971.55 |
20.57 |
0.1% |
13,907.25 |
Range |
94.13 |
79.10 |
-15.03 |
-16.0% |
457.50 |
ATR |
129.32 |
125.74 |
-3.59 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,216.08 |
14,172.92 |
14,015.06 |
|
R3 |
14,136.98 |
14,093.82 |
13,993.30 |
|
R2 |
14,057.88 |
14,057.88 |
13,986.05 |
|
R1 |
14,014.72 |
14,014.72 |
13,978.80 |
14,036.30 |
PP |
13,978.78 |
13,978.78 |
13,978.78 |
13,989.58 |
S1 |
13,935.62 |
13,935.62 |
13,964.30 |
13,957.20 |
S2 |
13,899.68 |
13,899.68 |
13,957.05 |
|
S3 |
13,820.58 |
13,856.52 |
13,949.80 |
|
S4 |
13,741.48 |
13,777.42 |
13,928.05 |
|
|
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 |
14,021.95 |
13,474.79 |
547.16 |
3.9% |
133.31 |
1.0% |
91% |
True |
False |
|
10 |
14,021.95 |
13,474.79 |
547.16 |
3.9% |
110.35 |
0.8% |
91% |
True |
False |
|
20 |
14,021.95 |
13,259.86 |
762.09 |
5.5% |
133.71 |
1.0% |
93% |
True |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.5% |
126.63 |
0.9% |
93% |
True |
False |
|
60 |
14,021.95 |
12,901.68 |
1,120.27 |
8.0% |
115.75 |
0.8% |
96% |
True |
False |
|
80 |
14,021.95 |
12,242.60 |
1,779.35 |
12.7% |
112.11 |
0.8% |
97% |
True |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
14.9% |
120.29 |
0.9% |
98% |
True |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
14.9% |
114.24 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,358.13 |
2.618 |
14,229.03 |
1.618 |
14,149.93 |
1.000 |
14,101.05 |
0.618 |
14,070.83 |
HIGH |
14,021.95 |
0.618 |
13,991.73 |
0.500 |
13,982.40 |
0.382 |
13,973.07 |
LOW |
13,942.85 |
0.618 |
13,893.97 |
1.000 |
13,863.75 |
1.618 |
13,814.87 |
2.618 |
13,735.77 |
4.250 |
13,606.68 |
|
|
Fisher Pivots for day following 17-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,982.40 |
13,959.01 |
PP |
13,978.78 |
13,946.46 |
S1 |
13,975.17 |
13,933.92 |
|