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 |
1,392.25 |
1,401.50 |
9.25 |
0.7% |
1,398.25 |
High |
1,402.00 |
1,408.50 |
6.50 |
0.5% |
1,426.25 |
Low |
1,375.25 |
1,396.75 |
21.50 |
1.6% |
1,381.25 |
Close |
1,401.75 |
1,403.50 |
1.75 |
0.1% |
1,417.50 |
Range |
26.75 |
11.75 |
-15.00 |
-56.1% |
45.00 |
ATR |
18.72 |
18.22 |
-0.50 |
-2.7% |
0.00 |
Volume |
2,428,513 |
2,948,446 |
519,933 |
21.4% |
1,646,276 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.25 |
1,432.50 |
1,410.00 |
|
R3 |
1,426.50 |
1,420.75 |
1,406.75 |
|
R2 |
1,414.75 |
1,414.75 |
1,405.75 |
|
R1 |
1,409.00 |
1,409.00 |
1,404.50 |
1,412.00 |
PP |
1,403.00 |
1,403.00 |
1,403.00 |
1,404.25 |
S1 |
1,397.25 |
1,397.25 |
1,402.50 |
1,400.00 |
S2 |
1,391.25 |
1,391.25 |
1,401.25 |
|
S3 |
1,379.50 |
1,385.50 |
1,400.25 |
|
S4 |
1,367.75 |
1,373.75 |
1,397.00 |
|
|
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% |
19.50 |
1.4% |
55% |
False |
False |
1,847,148 |
10 |
1,426.25 |
1,375.25 |
51.00 |
3.6% |
20.50 |
1.5% |
55% |
False |
False |
966,863 |
20 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
19.50 |
1.4% |
28% |
False |
False |
489,166 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
14.75 |
1.1% |
28% |
False |
False |
245,752 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
13.75 |
1.0% |
28% |
False |
False |
164,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.50 |
2.618 |
1,439.25 |
1.618 |
1,427.50 |
1.000 |
1,420.25 |
0.618 |
1,415.75 |
HIGH |
1,408.50 |
0.618 |
1,404.00 |
0.500 |
1,402.50 |
0.382 |
1,401.25 |
LOW |
1,396.75 |
0.618 |
1,389.50 |
1.000 |
1,385.00 |
1.618 |
1,377.75 |
2.618 |
1,366.00 |
4.250 |
1,346.75 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,403.25 |
1,401.50 |
PP |
1,403.00 |
1,399.50 |
S1 |
1,402.50 |
1,397.50 |
|