Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,379.50 |
1,389.75 |
10.25 |
0.7% |
1,387.00 |
High |
1,389.75 |
1,396.25 |
6.50 |
0.5% |
1,413.50 |
Low |
1,363.75 |
1,384.75 |
21.00 |
1.5% |
1,368.75 |
Close |
1,389.50 |
1,391.50 |
2.00 |
0.1% |
1,405.00 |
Range |
26.00 |
11.50 |
-14.50 |
-55.8% |
44.75 |
ATR |
18.96 |
18.43 |
-0.53 |
-2.8% |
0.00 |
Volume |
572,332 |
577,617 |
5,285 |
0.9% |
8,410,319 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.25 |
1,420.00 |
1,397.75 |
|
R3 |
1,413.75 |
1,408.50 |
1,394.75 |
|
R2 |
1,402.25 |
1,402.25 |
1,393.50 |
|
R1 |
1,397.00 |
1,397.00 |
1,392.50 |
1,399.50 |
PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,392.25 |
S1 |
1,385.50 |
1,385.50 |
1,390.50 |
1,388.00 |
S2 |
1,379.25 |
1,379.25 |
1,389.50 |
|
S3 |
1,367.75 |
1,374.00 |
1,388.25 |
|
S4 |
1,356.25 |
1,362.50 |
1,385.25 |
|
|
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 |
1,363.75 |
49.75 |
3.6% |
19.25 |
1.4% |
56% |
False |
False |
581,611 |
10 |
1,413.50 |
1,363.75 |
49.75 |
3.6% |
20.50 |
1.5% |
56% |
False |
False |
1,316,393 |
20 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
19.75 |
1.4% |
27% |
False |
False |
1,348,070 |
40 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
15.50 |
1.1% |
27% |
False |
False |
1,187,451 |
60 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
14.25 |
1.0% |
27% |
False |
False |
1,064,068 |
80 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
13.25 |
1.0% |
27% |
False |
False |
869,368 |
100 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
13.00 |
0.9% |
27% |
False |
False |
695,849 |
120 |
1,464.75 |
1,332.00 |
132.75 |
9.5% |
12.25 |
0.9% |
45% |
False |
False |
580,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.00 |
2.618 |
1,426.25 |
1.618 |
1,414.75 |
1.000 |
1,407.75 |
0.618 |
1,403.25 |
HIGH |
1,396.25 |
0.618 |
1,391.75 |
0.500 |
1,390.50 |
0.382 |
1,389.25 |
LOW |
1,384.75 |
0.618 |
1,377.75 |
1.000 |
1,373.25 |
1.618 |
1,366.25 |
2.618 |
1,354.75 |
4.250 |
1,336.00 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,391.25 |
1,389.50 |
PP |
1,390.75 |
1,387.50 |
S1 |
1,390.50 |
1,385.50 |
|