Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,777.75 |
1,744.25 |
-33.50 |
-1.9% |
1,741.75 |
High |
1,779.75 |
1,769.25 |
-10.50 |
-0.6% |
1,787.75 |
Low |
1,738.50 |
1,731.50 |
-7.00 |
-0.4% |
1,707.00 |
Close |
1,744.25 |
1,768.50 |
24.25 |
1.4% |
1,768.25 |
Range |
41.25 |
37.75 |
-3.50 |
-8.5% |
80.75 |
ATR |
31.20 |
31.66 |
0.47 |
1.5% |
0.00 |
Volume |
264,633 |
512,494 |
247,861 |
93.7% |
322,638 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.75 |
1,856.75 |
1,789.25 |
|
R3 |
1,832.00 |
1,819.00 |
1,779.00 |
|
R2 |
1,794.25 |
1,794.25 |
1,775.50 |
|
R1 |
1,781.25 |
1,781.25 |
1,772.00 |
1,787.75 |
PP |
1,756.50 |
1,756.50 |
1,756.50 |
1,759.50 |
S1 |
1,743.50 |
1,743.50 |
1,765.00 |
1,750.00 |
S2 |
1,718.75 |
1,718.75 |
1,761.50 |
|
S3 |
1,681.00 |
1,705.75 |
1,758.00 |
|
S4 |
1,643.25 |
1,668.00 |
1,747.75 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.50 |
1,963.25 |
1,812.75 |
|
R3 |
1,915.75 |
1,882.50 |
1,790.50 |
|
R2 |
1,835.00 |
1,835.00 |
1,783.00 |
|
R1 |
1,801.75 |
1,801.75 |
1,775.75 |
1,818.50 |
PP |
1,754.25 |
1,754.25 |
1,754.25 |
1,762.75 |
S1 |
1,721.00 |
1,721.00 |
1,760.75 |
1,737.50 |
S2 |
1,673.50 |
1,673.50 |
1,753.50 |
|
S3 |
1,592.75 |
1,640.25 |
1,746.00 |
|
S4 |
1,512.00 |
1,559.50 |
1,723.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,787.75 |
1,731.50 |
56.25 |
3.2% |
31.75 |
1.8% |
66% |
False |
True |
279,845 |
10 |
1,797.50 |
1,707.00 |
90.50 |
5.1% |
36.00 |
2.0% |
68% |
False |
False |
142,172 |
20 |
1,879.25 |
1,707.00 |
172.25 |
9.7% |
32.00 |
1.8% |
36% |
False |
False |
71,424 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.7% |
28.00 |
1.6% |
36% |
False |
False |
35,768 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.3% |
26.25 |
1.5% |
34% |
False |
False |
23,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,929.75 |
2.618 |
1,868.00 |
1.618 |
1,830.25 |
1.000 |
1,807.00 |
0.618 |
1,792.50 |
HIGH |
1,769.25 |
0.618 |
1,754.75 |
0.500 |
1,750.50 |
0.382 |
1,746.00 |
LOW |
1,731.50 |
0.618 |
1,708.25 |
1.000 |
1,693.75 |
1.618 |
1,670.50 |
2.618 |
1,632.75 |
4.250 |
1,571.00 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,762.50 |
1,764.50 |
PP |
1,756.50 |
1,760.50 |
S1 |
1,750.50 |
1,756.50 |
|