Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,744.25 |
1,767.50 |
23.25 |
1.3% |
1,741.75 |
High |
1,769.25 |
1,776.00 |
6.75 |
0.4% |
1,787.75 |
Low |
1,731.50 |
1,757.25 |
25.75 |
1.5% |
1,707.00 |
Close |
1,768.50 |
1,764.75 |
-3.75 |
-0.2% |
1,768.25 |
Range |
37.75 |
18.75 |
-19.00 |
-50.3% |
80.75 |
ATR |
31.66 |
30.74 |
-0.92 |
-2.9% |
0.00 |
Volume |
512,494 |
610,801 |
98,307 |
19.2% |
322,638 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.25 |
1,812.25 |
1,775.00 |
|
R3 |
1,803.50 |
1,793.50 |
1,770.00 |
|
R2 |
1,784.75 |
1,784.75 |
1,768.25 |
|
R1 |
1,774.75 |
1,774.75 |
1,766.50 |
1,770.50 |
PP |
1,766.00 |
1,766.00 |
1,766.00 |
1,763.75 |
S1 |
1,756.00 |
1,756.00 |
1,763.00 |
1,751.50 |
S2 |
1,747.25 |
1,747.25 |
1,761.25 |
|
S3 |
1,728.50 |
1,737.25 |
1,759.50 |
|
S4 |
1,709.75 |
1,718.50 |
1,754.50 |
|
|
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% |
30.25 |
1.7% |
59% |
False |
False |
402,005 |
10 |
1,787.75 |
1,707.00 |
80.75 |
4.6% |
32.25 |
1.8% |
72% |
False |
False |
203,157 |
20 |
1,879.25 |
1,707.00 |
172.25 |
9.8% |
32.00 |
1.8% |
34% |
False |
False |
101,956 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.8% |
27.50 |
1.6% |
34% |
False |
False |
51,036 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.3% |
26.75 |
1.5% |
32% |
False |
False |
34,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.75 |
2.618 |
1,825.00 |
1.618 |
1,806.25 |
1.000 |
1,794.75 |
0.618 |
1,787.50 |
HIGH |
1,776.00 |
0.618 |
1,768.75 |
0.500 |
1,766.50 |
0.382 |
1,764.50 |
LOW |
1,757.25 |
0.618 |
1,745.75 |
1.000 |
1,738.50 |
1.618 |
1,727.00 |
2.618 |
1,708.25 |
4.250 |
1,677.50 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,766.50 |
1,761.75 |
PP |
1,766.00 |
1,758.75 |
S1 |
1,765.50 |
1,755.50 |
|