Trading Metrics calculated at close of trading on 27-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,446.25 |
1,445.00 |
-1.25 |
-0.1% |
1,397.75 |
High |
1,449.25 |
1,446.00 |
-3.25 |
-0.2% |
1,451.00 |
Low |
1,433.75 |
1,436.00 |
2.25 |
0.2% |
1,394.75 |
Close |
1,445.25 |
1,440.50 |
-4.75 |
-0.3% |
1,447.00 |
Range |
15.50 |
10.00 |
-5.50 |
-35.5% |
56.25 |
ATR |
17.03 |
16.53 |
-0.50 |
-2.9% |
0.00 |
Volume |
785,022 |
1,153,326 |
368,304 |
46.9% |
6,140,045 |
|
Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.75 |
1,465.75 |
1,446.00 |
|
R3 |
1,460.75 |
1,455.75 |
1,443.25 |
|
R2 |
1,450.75 |
1,450.75 |
1,442.25 |
|
R1 |
1,445.75 |
1,445.75 |
1,441.50 |
1,443.25 |
PP |
1,440.75 |
1,440.75 |
1,440.75 |
1,439.50 |
S1 |
1,435.75 |
1,435.75 |
1,439.50 |
1,433.25 |
S2 |
1,430.75 |
1,430.75 |
1,438.75 |
|
S3 |
1,420.75 |
1,425.75 |
1,437.75 |
|
S4 |
1,410.75 |
1,415.75 |
1,435.00 |
|
|
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 |
1,421.00 |
30.00 |
2.1% |
14.25 |
1.0% |
65% |
False |
False |
1,149,660 |
10 |
1,451.00 |
1,375.25 |
75.75 |
5.3% |
15.75 |
1.1% |
86% |
False |
False |
1,509,235 |
20 |
1,451.00 |
1,375.25 |
75.75 |
5.3% |
19.25 |
1.3% |
86% |
False |
False |
972,754 |
40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
15.75 |
1.1% |
64% |
False |
False |
488,103 |
60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.50 |
1.0% |
64% |
False |
False |
325,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.50 |
2.618 |
1,472.25 |
1.618 |
1,462.25 |
1.000 |
1,456.00 |
0.618 |
1,452.25 |
HIGH |
1,446.00 |
0.618 |
1,442.25 |
0.500 |
1,441.00 |
0.382 |
1,439.75 |
LOW |
1,436.00 |
0.618 |
1,429.75 |
1.000 |
1,426.00 |
1.618 |
1,419.75 |
2.618 |
1,409.75 |
4.250 |
1,393.50 |
|
|
Fisher Pivots for day following 27-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,441.00 |
1,442.50 |
PP |
1,440.75 |
1,441.75 |
S1 |
1,440.75 |
1,441.00 |
|