Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,403.00 |
1,397.75 |
-5.25 |
-0.4% |
1,417.50 |
High |
1,409.75 |
1,416.00 |
6.25 |
0.4% |
1,423.25 |
Low |
1,395.25 |
1,394.75 |
-0.50 |
0.0% |
1,375.25 |
Close |
1,399.00 |
1,415.75 |
16.75 |
1.2% |
1,399.00 |
Range |
14.50 |
21.25 |
6.75 |
46.6% |
48.00 |
ATR |
17.95 |
18.19 |
0.24 |
1.3% |
0.00 |
Volume |
1,636,999 |
1,252,036 |
-384,963 |
-23.5% |
9,621,878 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.50 |
1,465.50 |
1,427.50 |
|
R3 |
1,451.25 |
1,444.25 |
1,421.50 |
|
R2 |
1,430.00 |
1,430.00 |
1,419.75 |
|
R1 |
1,423.00 |
1,423.00 |
1,417.75 |
1,426.50 |
PP |
1,408.75 |
1,408.75 |
1,408.75 |
1,410.50 |
S1 |
1,401.75 |
1,401.75 |
1,413.75 |
1,405.25 |
S2 |
1,387.50 |
1,387.50 |
1,411.75 |
|
S3 |
1,366.25 |
1,380.50 |
1,410.00 |
|
S4 |
1,345.00 |
1,359.25 |
1,404.00 |
|
|
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 |
1,420.00 |
1,375.25 |
44.75 |
3.2% |
21.00 |
1.5% |
91% |
False |
False |
1,888,795 |
10 |
1,426.25 |
1,375.25 |
51.00 |
3.6% |
19.50 |
1.4% |
79% |
False |
False |
1,245,712 |
20 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
21.00 |
1.5% |
40% |
False |
False |
633,537 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
15.25 |
1.1% |
40% |
False |
False |
317,775 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
13.75 |
1.0% |
40% |
False |
False |
212,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.25 |
2.618 |
1,471.75 |
1.618 |
1,450.50 |
1.000 |
1,437.25 |
0.618 |
1,429.25 |
HIGH |
1,416.00 |
0.618 |
1,408.00 |
0.500 |
1,405.50 |
0.382 |
1,402.75 |
LOW |
1,394.75 |
0.618 |
1,381.50 |
1.000 |
1,373.50 |
1.618 |
1,360.25 |
2.618 |
1,339.00 |
4.250 |
1,304.50 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,412.25 |
1,412.25 |
PP |
1,408.75 |
1,408.75 |
S1 |
1,405.50 |
1,405.50 |
|