Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,818.00 |
1,810.75 |
-7.25 |
-0.4% |
1,761.00 |
High |
1,824.50 |
1,822.25 |
-2.25 |
-0.1% |
1,831.00 |
Low |
1,810.75 |
1,793.25 |
-17.50 |
-1.0% |
1,757.50 |
Close |
1,811.50 |
1,818.25 |
6.75 |
0.4% |
1,811.50 |
Range |
13.75 |
29.00 |
15.25 |
110.9% |
73.50 |
ATR |
27.98 |
28.05 |
0.07 |
0.3% |
0.00 |
Volume |
285,634 |
192,737 |
-92,897 |
-32.5% |
1,452,486 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.25 |
1,887.25 |
1,834.25 |
|
R3 |
1,869.25 |
1,858.25 |
1,826.25 |
|
R2 |
1,840.25 |
1,840.25 |
1,823.50 |
|
R1 |
1,829.25 |
1,829.25 |
1,821.00 |
1,834.75 |
PP |
1,811.25 |
1,811.25 |
1,811.25 |
1,814.00 |
S1 |
1,800.25 |
1,800.25 |
1,815.50 |
1,805.75 |
S2 |
1,782.25 |
1,782.25 |
1,813.00 |
|
S3 |
1,753.25 |
1,771.25 |
1,810.25 |
|
S4 |
1,724.25 |
1,742.25 |
1,802.25 |
|
|
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 |
1,777.75 |
53.25 |
2.9% |
24.50 |
1.3% |
76% |
False |
False |
272,779 |
10 |
1,831.00 |
1,731.50 |
99.50 |
5.5% |
26.50 |
1.5% |
87% |
False |
False |
337,707 |
20 |
1,859.75 |
1,707.00 |
152.75 |
8.4% |
34.00 |
1.9% |
73% |
False |
False |
201,197 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
27.25 |
1.5% |
65% |
False |
False |
100,749 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
27.00 |
1.5% |
61% |
False |
False |
67,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.50 |
2.618 |
1,898.25 |
1.618 |
1,869.25 |
1.000 |
1,851.25 |
0.618 |
1,840.25 |
HIGH |
1,822.25 |
0.618 |
1,811.25 |
0.500 |
1,807.75 |
0.382 |
1,804.25 |
LOW |
1,793.25 |
0.618 |
1,775.25 |
1.000 |
1,764.25 |
1.618 |
1,746.25 |
2.618 |
1,717.25 |
4.250 |
1,670.00 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,814.75 |
1,816.25 |
PP |
1,811.25 |
1,814.25 |
S1 |
1,807.75 |
1,812.00 |
|