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 |
1,765.00 |
1,761.00 |
-4.00 |
-0.2% |
1,768.50 |
High |
1,771.00 |
1,785.50 |
14.50 |
0.8% |
1,781.25 |
Low |
1,753.25 |
1,757.50 |
4.25 |
0.2% |
1,731.50 |
Close |
1,764.00 |
1,781.25 |
17.25 |
1.0% |
1,764.00 |
Range |
17.75 |
28.00 |
10.25 |
57.7% |
49.75 |
ATR |
29.81 |
29.68 |
-0.13 |
-0.4% |
0.00 |
Volume |
343,925 |
281,328 |
-62,597 |
-18.2% |
2,051,137 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.75 |
1,848.00 |
1,796.75 |
|
R3 |
1,830.75 |
1,820.00 |
1,789.00 |
|
R2 |
1,802.75 |
1,802.75 |
1,786.50 |
|
R1 |
1,792.00 |
1,792.00 |
1,783.75 |
1,797.50 |
PP |
1,774.75 |
1,774.75 |
1,774.75 |
1,777.50 |
S1 |
1,764.00 |
1,764.00 |
1,778.75 |
1,769.50 |
S2 |
1,746.75 |
1,746.75 |
1,776.00 |
|
S3 |
1,718.75 |
1,736.00 |
1,773.50 |
|
S4 |
1,690.75 |
1,708.00 |
1,765.75 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.25 |
1,885.75 |
1,791.25 |
|
R3 |
1,858.50 |
1,836.00 |
1,777.75 |
|
R2 |
1,808.75 |
1,808.75 |
1,773.00 |
|
R1 |
1,786.25 |
1,786.25 |
1,768.50 |
1,772.50 |
PP |
1,759.00 |
1,759.00 |
1,759.00 |
1,752.00 |
S1 |
1,736.50 |
1,736.50 |
1,759.50 |
1,723.00 |
S2 |
1,709.25 |
1,709.25 |
1,755.00 |
|
S3 |
1,659.50 |
1,686.75 |
1,750.25 |
|
S4 |
1,609.75 |
1,637.00 |
1,736.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,785.50 |
1,731.50 |
54.00 |
3.0% |
28.75 |
1.6% |
92% |
True |
False |
402,636 |
10 |
1,787.75 |
1,731.50 |
56.25 |
3.2% |
27.50 |
1.5% |
88% |
False |
False |
265,449 |
20 |
1,879.25 |
1,707.00 |
172.25 |
9.7% |
33.50 |
1.9% |
43% |
False |
False |
133,189 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.7% |
27.50 |
1.5% |
43% |
False |
False |
66,664 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.2% |
26.25 |
1.5% |
41% |
False |
False |
44,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,904.50 |
2.618 |
1,858.75 |
1.618 |
1,830.75 |
1.000 |
1,813.50 |
0.618 |
1,802.75 |
HIGH |
1,785.50 |
0.618 |
1,774.75 |
0.500 |
1,771.50 |
0.382 |
1,768.25 |
LOW |
1,757.50 |
0.618 |
1,740.25 |
1.000 |
1,729.50 |
1.618 |
1,712.25 |
2.618 |
1,684.25 |
4.250 |
1,638.50 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,778.00 |
1,777.25 |
PP |
1,774.75 |
1,773.25 |
S1 |
1,771.50 |
1,769.50 |
|