Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,389.75 |
1,391.75 |
2.00 |
0.1% |
1,404.75 |
High |
1,396.25 |
1,397.00 |
0.75 |
0.1% |
1,410.50 |
Low |
1,384.75 |
1,385.75 |
1.00 |
0.1% |
1,363.75 |
Close |
1,391.50 |
1,396.12 |
4.62 |
0.3% |
1,396.12 |
Range |
11.50 |
11.25 |
-0.25 |
-2.2% |
46.75 |
ATR |
18.43 |
17.92 |
-0.51 |
-2.8% |
0.00 |
Volume |
577,617 |
273,200 |
-304,417 |
-52.7% |
2,296,783 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,426.75 |
1,422.75 |
1,402.25 |
|
R3 |
1,415.50 |
1,411.50 |
1,399.25 |
|
R2 |
1,404.25 |
1,404.25 |
1,398.25 |
|
R1 |
1,400.25 |
1,400.25 |
1,397.25 |
1,402.25 |
PP |
1,393.00 |
1,393.00 |
1,393.00 |
1,394.00 |
S1 |
1,389.00 |
1,389.00 |
1,395.00 |
1,391.00 |
S2 |
1,381.75 |
1,381.75 |
1,394.00 |
|
S3 |
1,370.50 |
1,377.75 |
1,393.00 |
|
S4 |
1,359.25 |
1,366.50 |
1,390.00 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.25 |
1,510.00 |
1,421.75 |
|
R3 |
1,483.50 |
1,463.25 |
1,409.00 |
|
R2 |
1,436.75 |
1,436.75 |
1,404.75 |
|
R1 |
1,416.50 |
1,416.50 |
1,400.50 |
1,403.25 |
PP |
1,390.00 |
1,390.00 |
1,390.00 |
1,383.50 |
S1 |
1,369.75 |
1,369.75 |
1,391.75 |
1,356.50 |
S2 |
1,343.25 |
1,343.25 |
1,387.50 |
|
S3 |
1,296.50 |
1,323.00 |
1,383.25 |
|
S4 |
1,249.75 |
1,276.25 |
1,370.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,410.50 |
1,363.75 |
46.75 |
3.3% |
18.25 |
1.3% |
69% |
False |
False |
459,356 |
10 |
1,413.50 |
1,363.75 |
49.75 |
3.6% |
19.00 |
1.4% |
65% |
False |
False |
1,070,710 |
20 |
1,464.75 |
1,363.75 |
101.00 |
7.2% |
20.00 |
1.4% |
32% |
False |
False |
1,308,397 |
40 |
1,464.75 |
1,363.75 |
101.00 |
7.2% |
15.50 |
1.1% |
32% |
False |
False |
1,171,020 |
60 |
1,464.75 |
1,363.75 |
101.00 |
7.2% |
14.25 |
1.0% |
32% |
False |
False |
1,046,486 |
80 |
1,464.75 |
1,363.75 |
101.00 |
7.2% |
13.25 |
1.0% |
32% |
False |
False |
872,685 |
100 |
1,464.75 |
1,363.75 |
101.00 |
7.2% |
13.00 |
0.9% |
32% |
False |
False |
698,577 |
120 |
1,464.75 |
1,332.50 |
132.25 |
9.5% |
12.25 |
0.9% |
48% |
False |
False |
582,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.75 |
2.618 |
1,426.50 |
1.618 |
1,415.25 |
1.000 |
1,408.25 |
0.618 |
1,404.00 |
HIGH |
1,397.00 |
0.618 |
1,392.75 |
0.500 |
1,391.50 |
0.382 |
1,390.00 |
LOW |
1,385.75 |
0.618 |
1,378.75 |
1.000 |
1,374.50 |
1.618 |
1,367.50 |
2.618 |
1,356.25 |
4.250 |
1,338.00 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,394.50 |
1,390.75 |
PP |
1,393.00 |
1,385.50 |
S1 |
1,391.50 |
1,380.50 |
|