Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,824.25 |
1,818.00 |
-6.25 |
-0.3% |
1,761.00 |
High |
1,831.00 |
1,824.50 |
-6.50 |
-0.4% |
1,831.00 |
Low |
1,812.50 |
1,810.75 |
-1.75 |
-0.1% |
1,757.50 |
Close |
1,818.75 |
1,811.50 |
-7.25 |
-0.4% |
1,811.50 |
Range |
18.50 |
13.75 |
-4.75 |
-25.7% |
73.50 |
ATR |
29.08 |
27.98 |
-1.09 |
-3.8% |
0.00 |
Volume |
406,818 |
285,634 |
-121,184 |
-29.8% |
1,452,486 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.75 |
1,848.00 |
1,819.00 |
|
R3 |
1,843.00 |
1,834.25 |
1,815.25 |
|
R2 |
1,829.25 |
1,829.25 |
1,814.00 |
|
R1 |
1,820.50 |
1,820.50 |
1,812.75 |
1,818.00 |
PP |
1,815.50 |
1,815.50 |
1,815.50 |
1,814.50 |
S1 |
1,806.75 |
1,806.75 |
1,810.25 |
1,804.25 |
S2 |
1,801.75 |
1,801.75 |
1,809.00 |
|
S3 |
1,788.00 |
1,793.00 |
1,807.75 |
|
S4 |
1,774.25 |
1,779.25 |
1,804.00 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.50 |
1,989.50 |
1,852.00 |
|
R3 |
1,947.00 |
1,916.00 |
1,831.75 |
|
R2 |
1,873.50 |
1,873.50 |
1,825.00 |
|
R1 |
1,842.50 |
1,842.50 |
1,818.25 |
1,858.00 |
PP |
1,800.00 |
1,800.00 |
1,800.00 |
1,807.75 |
S1 |
1,769.00 |
1,769.00 |
1,804.75 |
1,784.50 |
S2 |
1,726.50 |
1,726.50 |
1,798.00 |
|
S3 |
1,653.00 |
1,695.50 |
1,791.25 |
|
S4 |
1,579.50 |
1,622.00 |
1,771.00 |
|
|
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 |
1,757.50 |
73.50 |
4.1% |
24.25 |
1.3% |
73% |
False |
False |
290,497 |
10 |
1,831.00 |
1,731.50 |
99.50 |
5.5% |
25.75 |
1.4% |
80% |
False |
False |
350,362 |
20 |
1,878.25 |
1,707.00 |
171.25 |
9.5% |
34.25 |
1.9% |
61% |
False |
False |
191,647 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
27.00 |
1.5% |
61% |
False |
False |
95,934 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
26.75 |
1.5% |
58% |
False |
False |
63,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.00 |
2.618 |
1,860.50 |
1.618 |
1,846.75 |
1.000 |
1,838.25 |
0.618 |
1,833.00 |
HIGH |
1,824.50 |
0.618 |
1,819.25 |
0.500 |
1,817.50 |
0.382 |
1,816.00 |
LOW |
1,810.75 |
0.618 |
1,802.25 |
1.000 |
1,797.00 |
1.618 |
1,788.50 |
2.618 |
1,774.75 |
4.250 |
1,752.25 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,817.50 |
1,810.00 |
PP |
1,815.50 |
1,808.25 |
S1 |
1,813.50 |
1,806.50 |
|