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 |
1,401.50 |
1,403.00 |
1.50 |
0.1% |
1,417.50 |
High |
1,408.50 |
1,409.75 |
1.25 |
0.1% |
1,423.25 |
Low |
1,396.75 |
1,395.25 |
-1.50 |
-0.1% |
1,375.25 |
Close |
1,403.50 |
1,399.00 |
-4.50 |
-0.3% |
1,399.00 |
Range |
11.75 |
14.50 |
2.75 |
23.4% |
48.00 |
ATR |
18.22 |
17.95 |
-0.27 |
-1.5% |
0.00 |
Volume |
2,948,446 |
1,636,999 |
-1,311,447 |
-44.5% |
9,621,878 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.75 |
1,436.50 |
1,407.00 |
|
R3 |
1,430.25 |
1,422.00 |
1,403.00 |
|
R2 |
1,415.75 |
1,415.75 |
1,401.75 |
|
R1 |
1,407.50 |
1,407.50 |
1,400.25 |
1,404.50 |
PP |
1,401.25 |
1,401.25 |
1,401.25 |
1,399.75 |
S1 |
1,393.00 |
1,393.00 |
1,397.75 |
1,390.00 |
S2 |
1,386.75 |
1,386.75 |
1,396.25 |
|
S3 |
1,372.25 |
1,378.50 |
1,395.00 |
|
S4 |
1,357.75 |
1,364.00 |
1,391.00 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.25 |
1,519.00 |
1,425.50 |
|
R3 |
1,495.25 |
1,471.00 |
1,412.25 |
|
R2 |
1,447.25 |
1,447.25 |
1,407.75 |
|
R1 |
1,423.00 |
1,423.00 |
1,403.50 |
1,411.00 |
PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,393.25 |
S1 |
1,375.00 |
1,375.00 |
1,394.50 |
1,363.00 |
S2 |
1,351.25 |
1,351.25 |
1,390.25 |
|
S3 |
1,303.25 |
1,327.00 |
1,385.75 |
|
S4 |
1,255.25 |
1,279.00 |
1,372.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,423.25 |
1,375.25 |
48.00 |
3.4% |
19.25 |
1.4% |
49% |
False |
False |
1,924,375 |
10 |
1,426.25 |
1,375.25 |
51.00 |
3.6% |
19.50 |
1.4% |
47% |
False |
False |
1,126,815 |
20 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
20.00 |
1.4% |
23% |
False |
False |
570,976 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
15.00 |
1.1% |
23% |
False |
False |
286,508 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.3% |
13.75 |
1.0% |
23% |
False |
False |
191,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.50 |
2.618 |
1,447.75 |
1.618 |
1,433.25 |
1.000 |
1,424.25 |
0.618 |
1,418.75 |
HIGH |
1,409.75 |
0.618 |
1,404.25 |
0.500 |
1,402.50 |
0.382 |
1,400.75 |
LOW |
1,395.25 |
0.618 |
1,386.25 |
1.000 |
1,380.75 |
1.618 |
1,371.75 |
2.618 |
1,357.25 |
4.250 |
1,333.50 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,402.50 |
1,396.75 |
PP |
1,401.25 |
1,394.75 |
S1 |
1,400.25 |
1,392.50 |
|