Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,404.75 |
1,407.00 |
2.25 |
0.2% |
1,387.00 |
High |
1,410.50 |
1,407.50 |
-3.00 |
-0.2% |
1,413.50 |
Low |
1,398.50 |
1,377.00 |
-21.50 |
-1.5% |
1,368.75 |
Close |
1,407.00 |
1,379.75 |
-27.25 |
-1.9% |
1,405.00 |
Range |
12.00 |
30.50 |
18.50 |
154.2% |
44.75 |
ATR |
17.49 |
18.42 |
0.93 |
5.3% |
0.00 |
Volume |
494,606 |
379,028 |
-115,578 |
-23.4% |
8,410,319 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.50 |
1,460.25 |
1,396.50 |
|
R3 |
1,449.00 |
1,429.75 |
1,388.25 |
|
R2 |
1,418.50 |
1,418.50 |
1,385.25 |
|
R1 |
1,399.25 |
1,399.25 |
1,382.50 |
1,393.50 |
PP |
1,388.00 |
1,388.00 |
1,388.00 |
1,385.25 |
S1 |
1,368.75 |
1,368.75 |
1,377.00 |
1,363.00 |
S2 |
1,357.50 |
1,357.50 |
1,374.25 |
|
S3 |
1,327.00 |
1,338.25 |
1,371.25 |
|
S4 |
1,296.50 |
1,307.75 |
1,363.00 |
|
|
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 |
1,377.00 |
36.50 |
2.6% |
17.75 |
1.3% |
8% |
False |
True |
990,065 |
10 |
1,418.75 |
1,368.75 |
50.00 |
3.6% |
22.75 |
1.7% |
22% |
False |
False |
1,805,014 |
20 |
1,464.75 |
1,368.75 |
96.00 |
7.0% |
19.00 |
1.4% |
11% |
False |
False |
1,386,293 |
40 |
1,464.75 |
1,368.75 |
96.00 |
7.0% |
14.75 |
1.1% |
11% |
False |
False |
1,198,946 |
60 |
1,464.75 |
1,368.75 |
96.00 |
7.0% |
14.00 |
1.0% |
11% |
False |
False |
1,082,074 |
80 |
1,464.75 |
1,368.75 |
96.00 |
7.0% |
13.00 |
0.9% |
11% |
False |
False |
855,058 |
100 |
1,464.75 |
1,368.75 |
96.00 |
7.0% |
12.75 |
0.9% |
11% |
False |
False |
684,387 |
120 |
1,464.75 |
1,332.00 |
132.75 |
9.6% |
12.25 |
0.9% |
36% |
False |
False |
570,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.00 |
2.618 |
1,487.25 |
1.618 |
1,456.75 |
1.000 |
1,438.00 |
0.618 |
1,426.25 |
HIGH |
1,407.50 |
0.618 |
1,395.75 |
0.500 |
1,392.25 |
0.382 |
1,388.75 |
LOW |
1,377.00 |
0.618 |
1,358.25 |
1.000 |
1,346.50 |
1.618 |
1,327.75 |
2.618 |
1,297.25 |
4.250 |
1,247.50 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,392.25 |
1,395.25 |
PP |
1,388.00 |
1,390.00 |
S1 |
1,384.00 |
1,385.00 |
|