Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,419.50 |
1,392.25 |
-27.25 |
-1.9% |
1,398.25 |
High |
1,420.00 |
1,402.00 |
-18.00 |
-1.3% |
1,426.25 |
Low |
1,389.00 |
1,375.25 |
-13.75 |
-1.0% |
1,381.25 |
Close |
1,392.00 |
1,401.75 |
9.75 |
0.7% |
1,417.50 |
Range |
31.00 |
26.75 |
-4.25 |
-13.7% |
45.00 |
ATR |
18.10 |
18.72 |
0.62 |
3.4% |
0.00 |
Volume |
1,177,984 |
2,428,513 |
1,250,529 |
106.2% |
1,646,276 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.25 |
1,464.25 |
1,416.50 |
|
R3 |
1,446.50 |
1,437.50 |
1,409.00 |
|
R2 |
1,419.75 |
1,419.75 |
1,406.75 |
|
R1 |
1,410.75 |
1,410.75 |
1,404.25 |
1,415.25 |
PP |
1,393.00 |
1,393.00 |
1,393.00 |
1,395.25 |
S1 |
1,384.00 |
1,384.00 |
1,399.25 |
1,388.50 |
S2 |
1,366.25 |
1,366.25 |
1,396.75 |
|
S3 |
1,339.50 |
1,357.25 |
1,394.50 |
|
S4 |
1,312.75 |
1,330.50 |
1,387.00 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.25 |
1,525.50 |
1,442.25 |
|
R3 |
1,498.25 |
1,480.50 |
1,430.00 |
|
R2 |
1,453.25 |
1,453.25 |
1,425.75 |
|
R1 |
1,435.50 |
1,435.50 |
1,421.50 |
1,444.50 |
PP |
1,408.25 |
1,408.25 |
1,408.25 |
1,412.75 |
S1 |
1,390.50 |
1,390.50 |
1,413.50 |
1,399.50 |
S2 |
1,363.25 |
1,363.25 |
1,409.25 |
|
S3 |
1,318.25 |
1,345.50 |
1,405.00 |
|
S4 |
1,273.25 |
1,300.50 |
1,392.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.25 |
1,375.25 |
51.00 |
3.6% |
21.00 |
1.5% |
52% |
False |
True |
1,293,680 |
10 |
1,426.25 |
1,375.25 |
51.00 |
3.6% |
22.75 |
1.6% |
52% |
False |
True |
674,950 |
20 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
19.25 |
1.4% |
26% |
False |
True |
341,858 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
14.75 |
1.1% |
26% |
False |
True |
172,107 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
13.50 |
1.0% |
26% |
False |
True |
115,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.75 |
2.618 |
1,472.00 |
1.618 |
1,445.25 |
1.000 |
1,428.75 |
0.618 |
1,418.50 |
HIGH |
1,402.00 |
0.618 |
1,391.75 |
0.500 |
1,388.50 |
0.382 |
1,385.50 |
LOW |
1,375.25 |
0.618 |
1,358.75 |
1.000 |
1,348.50 |
1.618 |
1,332.00 |
2.618 |
1,305.25 |
4.250 |
1,261.50 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,397.50 |
1,401.00 |
PP |
1,393.00 |
1,400.00 |
S1 |
1,388.50 |
1,399.25 |
|