Trading Metrics calculated at close of trading on 29-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,809.50 |
1,789.75 |
-19.75 |
-1.1% |
1,761.00 |
High |
1,810.25 |
1,802.00 |
-8.25 |
-0.5% |
1,831.00 |
Low |
1,787.00 |
1,770.25 |
-16.75 |
-0.9% |
1,757.50 |
Close |
1,790.25 |
1,788.00 |
-2.25 |
-0.1% |
1,811.50 |
Range |
23.25 |
31.75 |
8.50 |
36.6% |
73.50 |
ATR |
26.73 |
27.09 |
0.36 |
1.3% |
0.00 |
Volume |
193,519 |
382,745 |
189,226 |
97.8% |
1,452,486 |
|
Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.00 |
1,866.75 |
1,805.50 |
|
R3 |
1,850.25 |
1,835.00 |
1,796.75 |
|
R2 |
1,818.50 |
1,818.50 |
1,793.75 |
|
R1 |
1,803.25 |
1,803.25 |
1,791.00 |
1,795.00 |
PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,782.50 |
S1 |
1,771.50 |
1,771.50 |
1,785.00 |
1,763.25 |
S2 |
1,755.00 |
1,755.00 |
1,782.25 |
|
S3 |
1,723.25 |
1,739.75 |
1,779.25 |
|
S4 |
1,691.50 |
1,708.00 |
1,770.50 |
|
|
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 |
1,824.50 |
1,770.25 |
54.25 |
3.0% |
22.25 |
1.2% |
33% |
False |
True |
274,346 |
10 |
1,831.00 |
1,753.25 |
77.75 |
4.3% |
23.75 |
1.3% |
45% |
False |
False |
288,250 |
20 |
1,831.00 |
1,707.00 |
124.00 |
6.9% |
28.00 |
1.6% |
65% |
False |
False |
245,703 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.6% |
27.25 |
1.5% |
47% |
False |
False |
123,076 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.2% |
26.75 |
1.5% |
45% |
False |
False |
82,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.00 |
2.618 |
1,885.00 |
1.618 |
1,853.25 |
1.000 |
1,833.75 |
0.618 |
1,821.50 |
HIGH |
1,802.00 |
0.618 |
1,789.75 |
0.500 |
1,786.00 |
0.382 |
1,782.50 |
LOW |
1,770.25 |
0.618 |
1,750.75 |
1.000 |
1,738.50 |
1.618 |
1,719.00 |
2.618 |
1,687.25 |
4.250 |
1,635.25 |
|
|
Fisher Pivots for day following 29-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,787.50 |
1,795.00 |
PP |
1,786.75 |
1,792.50 |
S1 |
1,786.00 |
1,790.25 |
|