Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,781.50 |
1,792.50 |
11.00 |
0.6% |
1,768.50 |
High |
1,793.75 |
1,827.50 |
33.75 |
1.9% |
1,781.25 |
Low |
1,777.75 |
1,782.25 |
4.50 |
0.3% |
1,731.50 |
Close |
1,792.25 |
1,825.00 |
32.75 |
1.8% |
1,764.00 |
Range |
16.00 |
45.25 |
29.25 |
182.8% |
49.75 |
ATR |
28.71 |
29.89 |
1.18 |
4.1% |
0.00 |
Volume |
253,073 |
225,633 |
-27,440 |
-10.8% |
2,051,137 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.25 |
1,931.50 |
1,850.00 |
|
R3 |
1,902.00 |
1,886.25 |
1,837.50 |
|
R2 |
1,856.75 |
1,856.75 |
1,833.25 |
|
R1 |
1,841.00 |
1,841.00 |
1,829.25 |
1,849.00 |
PP |
1,811.50 |
1,811.50 |
1,811.50 |
1,815.50 |
S1 |
1,795.75 |
1,795.75 |
1,820.75 |
1,803.50 |
S2 |
1,766.25 |
1,766.25 |
1,816.75 |
|
S3 |
1,721.00 |
1,750.50 |
1,812.50 |
|
S4 |
1,675.75 |
1,705.25 |
1,800.00 |
|
|
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 |
1,827.50 |
1,753.25 |
74.25 |
4.1% |
25.25 |
1.4% |
97% |
True |
False |
342,952 |
10 |
1,827.50 |
1,731.50 |
96.00 |
5.3% |
28.50 |
1.6% |
97% |
True |
False |
311,398 |
20 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
34.25 |
1.9% |
69% |
False |
False |
157,106 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.4% |
28.00 |
1.5% |
69% |
False |
False |
78,629 |
60 |
1,888.50 |
1,707.00 |
181.50 |
9.9% |
26.75 |
1.5% |
65% |
False |
False |
52,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.75 |
2.618 |
1,946.00 |
1.618 |
1,900.75 |
1.000 |
1,872.75 |
0.618 |
1,855.50 |
HIGH |
1,827.50 |
0.618 |
1,810.25 |
0.500 |
1,805.00 |
0.382 |
1,799.50 |
LOW |
1,782.25 |
0.618 |
1,754.25 |
1.000 |
1,737.00 |
1.618 |
1,709.00 |
2.618 |
1,663.75 |
4.250 |
1,590.00 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,818.25 |
1,814.25 |
PP |
1,811.50 |
1,803.25 |
S1 |
1,805.00 |
1,792.50 |
|