Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,392.75 |
1,404.75 |
12.00 |
0.9% |
1,387.00 |
High |
1,409.25 |
1,413.50 |
4.25 |
0.3% |
1,413.50 |
Low |
1,390.25 |
1,397.75 |
7.50 |
0.5% |
1,368.75 |
Close |
1,404.75 |
1,405.00 |
0.25 |
0.0% |
1,405.00 |
Range |
19.00 |
15.75 |
-3.25 |
-17.1% |
44.75 |
ATR |
18.08 |
17.91 |
-0.17 |
-0.9% |
0.00 |
Volume |
1,525,381 |
884,473 |
-640,908 |
-42.0% |
8,410,319 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.75 |
1,444.50 |
1,413.75 |
|
R3 |
1,437.00 |
1,428.75 |
1,409.25 |
|
R2 |
1,421.25 |
1,421.25 |
1,408.00 |
|
R1 |
1,413.00 |
1,413.00 |
1,406.50 |
1,417.00 |
PP |
1,405.50 |
1,405.50 |
1,405.50 |
1,407.50 |
S1 |
1,397.25 |
1,397.25 |
1,403.50 |
1,401.50 |
S2 |
1,389.75 |
1,389.75 |
1,402.00 |
|
S3 |
1,374.00 |
1,381.50 |
1,400.75 |
|
S4 |
1,358.25 |
1,365.75 |
1,396.25 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.00 |
1,512.25 |
1,429.50 |
|
R3 |
1,485.25 |
1,467.50 |
1,417.25 |
|
R2 |
1,440.50 |
1,440.50 |
1,413.25 |
|
R1 |
1,422.75 |
1,422.75 |
1,409.00 |
1,431.50 |
PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,400.25 |
S1 |
1,378.00 |
1,378.00 |
1,401.00 |
1,387.00 |
S2 |
1,351.00 |
1,351.00 |
1,396.75 |
|
S3 |
1,306.25 |
1,333.25 |
1,392.75 |
|
S4 |
1,261.50 |
1,288.50 |
1,380.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,413.50 |
1,368.75 |
44.75 |
3.2% |
20.00 |
1.4% |
81% |
True |
False |
1,682,063 |
10 |
1,459.75 |
1,368.75 |
91.00 |
6.5% |
26.25 |
1.9% |
40% |
False |
False |
1,943,427 |
20 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
18.50 |
1.3% |
38% |
False |
False |
1,461,655 |
40 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
14.50 |
1.0% |
38% |
False |
False |
1,236,478 |
60 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
13.50 |
1.0% |
38% |
False |
False |
1,099,245 |
80 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
12.75 |
0.9% |
38% |
False |
False |
844,259 |
100 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
12.50 |
0.9% |
38% |
False |
False |
675,690 |
120 |
1,464.75 |
1,332.00 |
132.75 |
9.4% |
12.00 |
0.9% |
55% |
False |
False |
563,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.50 |
2.618 |
1,454.75 |
1.618 |
1,439.00 |
1.000 |
1,429.25 |
0.618 |
1,423.25 |
HIGH |
1,413.50 |
0.618 |
1,407.50 |
0.500 |
1,405.50 |
0.382 |
1,403.75 |
LOW |
1,397.75 |
0.618 |
1,388.00 |
1.000 |
1,382.00 |
1.618 |
1,372.25 |
2.618 |
1,356.50 |
4.250 |
1,330.75 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,405.50 |
1,404.00 |
PP |
1,405.50 |
1,403.00 |
S1 |
1,405.25 |
1,402.00 |
|