Trading Metrics calculated at close of trading on 20-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,761.00 |
1,781.50 |
20.50 |
1.2% |
1,768.50 |
High |
1,785.50 |
1,793.75 |
8.25 |
0.5% |
1,781.25 |
Low |
1,757.50 |
1,777.75 |
20.25 |
1.2% |
1,731.50 |
Close |
1,781.25 |
1,792.25 |
11.00 |
0.6% |
1,764.00 |
Range |
28.00 |
16.00 |
-12.00 |
-42.9% |
49.75 |
ATR |
29.68 |
28.71 |
-0.98 |
-3.3% |
0.00 |
Volume |
281,328 |
253,073 |
-28,255 |
-10.0% |
2,051,137 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.00 |
1,830.00 |
1,801.00 |
|
R3 |
1,820.00 |
1,814.00 |
1,796.75 |
|
R2 |
1,804.00 |
1,804.00 |
1,795.25 |
|
R1 |
1,798.00 |
1,798.00 |
1,793.75 |
1,801.00 |
PP |
1,788.00 |
1,788.00 |
1,788.00 |
1,789.50 |
S1 |
1,782.00 |
1,782.00 |
1,790.75 |
1,785.00 |
S2 |
1,772.00 |
1,772.00 |
1,789.25 |
|
S3 |
1,756.00 |
1,766.00 |
1,787.75 |
|
S4 |
1,740.00 |
1,750.00 |
1,783.50 |
|
|
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 |
1,793.75 |
1,731.50 |
62.25 |
3.5% |
23.75 |
1.3% |
98% |
True |
False |
400,324 |
10 |
1,793.75 |
1,731.50 |
62.25 |
3.5% |
25.25 |
1.4% |
98% |
True |
False |
289,956 |
20 |
1,879.25 |
1,707.00 |
172.25 |
9.6% |
32.75 |
1.8% |
49% |
False |
False |
145,829 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.6% |
27.25 |
1.5% |
49% |
False |
False |
72,989 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.1% |
26.25 |
1.5% |
47% |
False |
False |
48,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.75 |
2.618 |
1,835.75 |
1.618 |
1,819.75 |
1.000 |
1,809.75 |
0.618 |
1,803.75 |
HIGH |
1,793.75 |
0.618 |
1,787.75 |
0.500 |
1,785.75 |
0.382 |
1,783.75 |
LOW |
1,777.75 |
0.618 |
1,767.75 |
1.000 |
1,761.75 |
1.618 |
1,751.75 |
2.618 |
1,735.75 |
4.250 |
1,709.75 |
|
|
Fisher Pivots for day following 20-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,790.00 |
1,786.00 |
PP |
1,788.00 |
1,779.75 |
S1 |
1,785.75 |
1,773.50 |
|