Trading Metrics calculated at close of trading on 18-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,951.96 |
13,955.05 |
3.09 |
0.0% |
13,612.66 |
High |
14,021.95 |
13,965.94 |
-56.01 |
-0.4% |
13,932.29 |
Low |
13,942.85 |
13,823.60 |
-119.25 |
-0.9% |
13,474.79 |
Close |
13,971.55 |
13,918.22 |
-53.33 |
-0.4% |
13,907.25 |
Range |
79.10 |
142.34 |
63.24 |
79.9% |
457.50 |
ATR |
125.74 |
127.32 |
1.59 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,329.61 |
14,266.25 |
13,996.51 |
|
R3 |
14,187.27 |
14,123.91 |
13,957.36 |
|
R2 |
14,044.93 |
14,044.93 |
13,944.32 |
|
R1 |
13,981.57 |
13,981.57 |
13,931.27 |
13,942.08 |
PP |
13,902.59 |
13,902.59 |
13,902.59 |
13,882.84 |
S1 |
13,839.23 |
13,839.23 |
13,905.17 |
13,799.74 |
S2 |
13,760.25 |
13,760.25 |
13,892.12 |
|
S3 |
13,617.91 |
13,696.89 |
13,879.08 |
|
S4 |
13,475.57 |
13,554.55 |
13,839.93 |
|
|
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 |
13,579.17 |
442.78 |
3.2% |
138.55 |
1.0% |
77% |
False |
False |
|
10 |
14,021.95 |
13,474.79 |
547.16 |
3.9% |
118.57 |
0.9% |
81% |
False |
False |
|
20 |
14,021.95 |
13,259.86 |
762.09 |
5.5% |
137.08 |
1.0% |
86% |
False |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.5% |
128.76 |
0.9% |
87% |
False |
False |
|
60 |
14,021.95 |
12,901.68 |
1,120.27 |
8.0% |
117.00 |
0.8% |
91% |
False |
False |
|
80 |
14,021.95 |
12,242.60 |
1,779.35 |
12.8% |
113.11 |
0.8% |
94% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
15.0% |
121.18 |
0.9% |
95% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.0% |
114.30 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,570.89 |
2.618 |
14,338.59 |
1.618 |
14,196.25 |
1.000 |
14,108.28 |
0.618 |
14,053.91 |
HIGH |
13,965.94 |
0.618 |
13,911.57 |
0.500 |
13,894.77 |
0.382 |
13,877.97 |
LOW |
13,823.60 |
0.618 |
13,735.63 |
1.000 |
13,681.26 |
1.618 |
13,593.29 |
2.618 |
13,450.95 |
4.250 |
13,218.66 |
|
|
Fisher Pivots for day following 18-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,910.40 |
13,922.78 |
PP |
13,902.59 |
13,921.26 |
S1 |
13,894.77 |
13,919.74 |
|