Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
13,955.05 |
13,918.79 |
-36.26 |
-0.3% |
13,612.66 |
High |
13,965.94 |
14,015.85 |
49.91 |
0.4% |
13,932.29 |
Low |
13,823.60 |
13,918.79 |
95.19 |
0.7% |
13,474.79 |
Close |
13,918.22 |
14,000.41 |
82.19 |
0.6% |
13,907.25 |
Range |
142.34 |
97.06 |
-45.28 |
-31.8% |
457.50 |
ATR |
127.32 |
125.20 |
-2.12 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,269.53 |
14,232.03 |
14,053.79 |
|
R3 |
14,172.47 |
14,134.97 |
14,027.10 |
|
R2 |
14,075.41 |
14,075.41 |
14,018.20 |
|
R1 |
14,037.91 |
14,037.91 |
14,009.31 |
14,056.66 |
PP |
13,978.35 |
13,978.35 |
13,978.35 |
13,987.73 |
S1 |
13,940.85 |
13,940.85 |
13,991.51 |
13,959.60 |
S2 |
13,881.29 |
13,881.29 |
13,982.62 |
|
S3 |
13,784.23 |
13,843.79 |
13,973.72 |
|
S4 |
13,687.17 |
13,746.73 |
13,947.03 |
|
|
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 |
13,823.60 |
198.35 |
1.4% |
99.81 |
0.7% |
89% |
False |
False |
|
10 |
14,021.95 |
13,474.79 |
547.16 |
3.9% |
121.62 |
0.9% |
96% |
False |
False |
|
20 |
14,021.95 |
13,259.86 |
762.09 |
5.4% |
132.38 |
0.9% |
97% |
False |
False |
|
40 |
14,021.95 |
13,251.53 |
770.42 |
5.5% |
129.75 |
0.9% |
97% |
False |
False |
|
60 |
14,021.95 |
12,951.42 |
1,070.53 |
7.6% |
117.15 |
0.8% |
98% |
False |
False |
|
80 |
14,021.95 |
12,242.60 |
1,779.35 |
12.7% |
112.83 |
0.8% |
99% |
False |
False |
|
100 |
14,021.95 |
11,939.61 |
2,082.34 |
14.9% |
121.26 |
0.9% |
99% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
14.9% |
114.21 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,428.36 |
2.618 |
14,269.95 |
1.618 |
14,172.89 |
1.000 |
14,112.91 |
0.618 |
14,075.83 |
HIGH |
14,015.85 |
0.618 |
13,978.77 |
0.500 |
13,967.32 |
0.382 |
13,955.87 |
LOW |
13,918.79 |
0.618 |
13,858.81 |
1.000 |
13,821.73 |
1.618 |
13,761.75 |
2.618 |
13,664.69 |
4.250 |
13,506.29 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
13,989.38 |
13,974.53 |
PP |
13,978.35 |
13,948.65 |
S1 |
13,967.32 |
13,922.78 |
|