Trading Metrics calculated at close of trading on 22-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,792.50 |
1,824.25 |
31.75 |
1.8% |
1,768.50 |
High |
1,827.50 |
1,831.00 |
3.50 |
0.2% |
1,781.25 |
Low |
1,782.25 |
1,812.50 |
30.25 |
1.7% |
1,731.50 |
Close |
1,825.00 |
1,818.75 |
-6.25 |
-0.3% |
1,764.00 |
Range |
45.25 |
18.50 |
-26.75 |
-59.1% |
49.75 |
ATR |
29.89 |
29.08 |
-0.81 |
-2.7% |
0.00 |
Volume |
225,633 |
406,818 |
181,185 |
80.3% |
2,051,137 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.25 |
1,866.00 |
1,829.00 |
|
R3 |
1,857.75 |
1,847.50 |
1,823.75 |
|
R2 |
1,839.25 |
1,839.25 |
1,822.25 |
|
R1 |
1,829.00 |
1,829.00 |
1,820.50 |
1,825.00 |
PP |
1,820.75 |
1,820.75 |
1,820.75 |
1,818.75 |
S1 |
1,810.50 |
1,810.50 |
1,817.00 |
1,806.50 |
S2 |
1,802.25 |
1,802.25 |
1,815.25 |
|
S3 |
1,783.75 |
1,792.00 |
1,813.75 |
|
S4 |
1,765.25 |
1,773.50 |
1,808.50 |
|
|
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 |
1,831.00 |
1,753.25 |
77.75 |
4.3% |
25.00 |
1.4% |
84% |
True |
False |
302,155 |
10 |
1,831.00 |
1,731.50 |
99.50 |
5.5% |
27.75 |
1.5% |
88% |
True |
False |
352,080 |
20 |
1,878.25 |
1,707.00 |
171.25 |
9.4% |
34.25 |
1.9% |
65% |
False |
False |
177,441 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
27.25 |
1.5% |
65% |
False |
False |
88,796 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
26.50 |
1.5% |
62% |
False |
False |
59,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.50 |
2.618 |
1,879.50 |
1.618 |
1,861.00 |
1.000 |
1,849.50 |
0.618 |
1,842.50 |
HIGH |
1,831.00 |
0.618 |
1,824.00 |
0.500 |
1,821.75 |
0.382 |
1,819.50 |
LOW |
1,812.50 |
0.618 |
1,801.00 |
1.000 |
1,794.00 |
1.618 |
1,782.50 |
2.618 |
1,764.00 |
4.250 |
1,734.00 |
|
|
Fisher Pivots for day following 22-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,821.75 |
1,814.00 |
PP |
1,820.75 |
1,809.25 |
S1 |
1,819.75 |
1,804.50 |
|