Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,444.75 |
1,446.25 |
1.50 |
0.1% |
1,397.75 |
High |
1,451.00 |
1,449.25 |
-1.75 |
-0.1% |
1,451.00 |
Low |
1,443.50 |
1,433.75 |
-9.75 |
-0.7% |
1,394.75 |
Close |
1,447.00 |
1,445.25 |
-1.75 |
-0.1% |
1,447.00 |
Range |
7.50 |
15.50 |
8.00 |
106.7% |
56.25 |
ATR |
17.15 |
17.03 |
-0.12 |
-0.7% |
0.00 |
Volume |
1,136,059 |
785,022 |
-351,037 |
-30.9% |
6,140,045 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.25 |
1,482.75 |
1,453.75 |
|
R3 |
1,473.75 |
1,467.25 |
1,449.50 |
|
R2 |
1,458.25 |
1,458.25 |
1,448.00 |
|
R1 |
1,451.75 |
1,451.75 |
1,446.75 |
1,447.25 |
PP |
1,442.75 |
1,442.75 |
1,442.75 |
1,440.50 |
S1 |
1,436.25 |
1,436.25 |
1,443.75 |
1,431.75 |
S2 |
1,427.25 |
1,427.25 |
1,442.50 |
|
S3 |
1,411.75 |
1,420.75 |
1,441.00 |
|
S4 |
1,396.25 |
1,405.25 |
1,436.75 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.75 |
1,579.50 |
1,478.00 |
|
R3 |
1,543.50 |
1,523.25 |
1,462.50 |
|
R2 |
1,487.25 |
1,487.25 |
1,457.25 |
|
R1 |
1,467.00 |
1,467.00 |
1,452.25 |
1,477.00 |
PP |
1,431.00 |
1,431.00 |
1,431.00 |
1,436.00 |
S1 |
1,410.75 |
1,410.75 |
1,441.75 |
1,421.00 |
S2 |
1,374.75 |
1,374.75 |
1,436.75 |
|
S3 |
1,318.50 |
1,354.50 |
1,431.50 |
|
S4 |
1,262.25 |
1,298.25 |
1,416.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.00 |
1,412.50 |
38.50 |
2.7% |
14.75 |
1.0% |
85% |
False |
False |
1,134,606 |
10 |
1,451.00 |
1,375.25 |
75.75 |
5.2% |
17.75 |
1.2% |
92% |
False |
False |
1,511,700 |
20 |
1,465.75 |
1,375.25 |
90.50 |
6.3% |
22.00 |
1.5% |
77% |
False |
False |
915,757 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
15.75 |
1.1% |
68% |
False |
False |
459,351 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
68% |
False |
False |
306,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.00 |
2.618 |
1,489.75 |
1.618 |
1,474.25 |
1.000 |
1,464.75 |
0.618 |
1,458.75 |
HIGH |
1,449.25 |
0.618 |
1,443.25 |
0.500 |
1,441.50 |
0.382 |
1,439.75 |
LOW |
1,433.75 |
0.618 |
1,424.25 |
1.000 |
1,418.25 |
1.618 |
1,408.75 |
2.618 |
1,393.25 |
4.250 |
1,368.00 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,444.00 |
1,444.25 |
PP |
1,442.75 |
1,443.25 |
S1 |
1,441.50 |
1,442.50 |
|